|
| 1 | +import warnings |
| 2 | + |
| 3 | +import numpy as np |
| 4 | +import pytest |
| 5 | + |
| 6 | +import pandas.util._test_decorators as td |
| 7 | + |
| 8 | +import pandas as pd |
| 9 | +from pandas import DataFrame, Series, isna |
| 10 | +import pandas.util.testing as tm |
| 11 | + |
| 12 | + |
| 13 | +class TestDataFrameCov: |
| 14 | + def test_cov(self, float_frame, float_string_frame): |
| 15 | + # min_periods no NAs (corner case) |
| 16 | + expected = float_frame.cov() |
| 17 | + result = float_frame.cov(min_periods=len(float_frame)) |
| 18 | + |
| 19 | + tm.assert_frame_equal(expected, result) |
| 20 | + |
| 21 | + result = float_frame.cov(min_periods=len(float_frame) + 1) |
| 22 | + assert isna(result.values).all() |
| 23 | + |
| 24 | + # with NAs |
| 25 | + frame = float_frame.copy() |
| 26 | + frame["A"][:5] = np.nan |
| 27 | + frame["B"][5:10] = np.nan |
| 28 | + result = float_frame.cov(min_periods=len(float_frame) - 8) |
| 29 | + expected = float_frame.cov() |
| 30 | + expected.loc["A", "B"] = np.nan |
| 31 | + expected.loc["B", "A"] = np.nan |
| 32 | + |
| 33 | + # regular |
| 34 | + float_frame["A"][:5] = np.nan |
| 35 | + float_frame["B"][:10] = np.nan |
| 36 | + cov = float_frame.cov() |
| 37 | + |
| 38 | + tm.assert_almost_equal(cov["A"]["C"], float_frame["A"].cov(float_frame["C"])) |
| 39 | + |
| 40 | + # exclude non-numeric types |
| 41 | + result = float_string_frame.cov() |
| 42 | + expected = float_string_frame.loc[:, ["A", "B", "C", "D"]].cov() |
| 43 | + tm.assert_frame_equal(result, expected) |
| 44 | + |
| 45 | + # Single column frame |
| 46 | + df = DataFrame(np.linspace(0.0, 1.0, 10)) |
| 47 | + result = df.cov() |
| 48 | + expected = DataFrame( |
| 49 | + np.cov(df.values.T).reshape((1, 1)), index=df.columns, columns=df.columns |
| 50 | + ) |
| 51 | + tm.assert_frame_equal(result, expected) |
| 52 | + df.loc[0] = np.nan |
| 53 | + result = df.cov() |
| 54 | + expected = DataFrame( |
| 55 | + np.cov(df.values[1:].T).reshape((1, 1)), |
| 56 | + index=df.columns, |
| 57 | + columns=df.columns, |
| 58 | + ) |
| 59 | + tm.assert_frame_equal(result, expected) |
| 60 | + |
| 61 | + |
| 62 | +class TestDataFrameCorr: |
| 63 | + # DataFrame.corr(), as opposed to DataFrame.corrwith |
| 64 | + |
| 65 | + @staticmethod |
| 66 | + def _check_method(frame, method="pearson"): |
| 67 | + correls = frame.corr(method=method) |
| 68 | + expected = frame["A"].corr(frame["C"], method=method) |
| 69 | + tm.assert_almost_equal(correls["A"]["C"], expected) |
| 70 | + |
| 71 | + @td.skip_if_no_scipy |
| 72 | + def test_corr_pearson(self, float_frame): |
| 73 | + float_frame["A"][:5] = np.nan |
| 74 | + float_frame["B"][5:10] = np.nan |
| 75 | + |
| 76 | + self._check_method(float_frame, "pearson") |
| 77 | + |
| 78 | + @td.skip_if_no_scipy |
| 79 | + def test_corr_kendall(self, float_frame): |
| 80 | + float_frame["A"][:5] = np.nan |
| 81 | + float_frame["B"][5:10] = np.nan |
| 82 | + |
| 83 | + self._check_method(float_frame, "kendall") |
| 84 | + |
| 85 | + @td.skip_if_no_scipy |
| 86 | + def test_corr_spearman(self, float_frame): |
| 87 | + float_frame["A"][:5] = np.nan |
| 88 | + float_frame["B"][5:10] = np.nan |
| 89 | + |
| 90 | + self._check_method(float_frame, "spearman") |
| 91 | + |
| 92 | + # --------------------------------------------------------------------- |
| 93 | + |
| 94 | + @td.skip_if_no_scipy |
| 95 | + def test_corr_non_numeric(self, float_frame, float_string_frame): |
| 96 | + float_frame["A"][:5] = np.nan |
| 97 | + float_frame["B"][5:10] = np.nan |
| 98 | + |
| 99 | + # exclude non-numeric types |
| 100 | + result = float_string_frame.corr() |
| 101 | + expected = float_string_frame.loc[:, ["A", "B", "C", "D"]].corr() |
| 102 | + tm.assert_frame_equal(result, expected) |
| 103 | + |
| 104 | + @td.skip_if_no_scipy |
| 105 | + @pytest.mark.parametrize("meth", ["pearson", "kendall", "spearman"]) |
| 106 | + def test_corr_nooverlap(self, meth): |
| 107 | + # nothing in common |
| 108 | + df = DataFrame( |
| 109 | + { |
| 110 | + "A": [1, 1.5, 1, np.nan, np.nan, np.nan], |
| 111 | + "B": [np.nan, np.nan, np.nan, 1, 1.5, 1], |
| 112 | + "C": [np.nan, np.nan, np.nan, np.nan, np.nan, np.nan], |
| 113 | + } |
| 114 | + ) |
| 115 | + rs = df.corr(meth) |
| 116 | + assert isna(rs.loc["A", "B"]) |
| 117 | + assert isna(rs.loc["B", "A"]) |
| 118 | + assert rs.loc["A", "A"] == 1 |
| 119 | + assert rs.loc["B", "B"] == 1 |
| 120 | + assert isna(rs.loc["C", "C"]) |
| 121 | + |
| 122 | + @td.skip_if_no_scipy |
| 123 | + @pytest.mark.parametrize("meth", ["pearson", "spearman"]) |
| 124 | + def test_corr_constant(self, meth): |
| 125 | + # constant --> all NA |
| 126 | + |
| 127 | + df = DataFrame( |
| 128 | + { |
| 129 | + "A": [1, 1, 1, np.nan, np.nan, np.nan], |
| 130 | + "B": [np.nan, np.nan, np.nan, 1, 1, 1], |
| 131 | + } |
| 132 | + ) |
| 133 | + rs = df.corr(meth) |
| 134 | + assert isna(rs.values).all() |
| 135 | + |
| 136 | + @td.skip_if_no_scipy |
| 137 | + def test_corr_int_and_boolean(self): |
| 138 | + # when dtypes of pandas series are different |
| 139 | + # then ndarray will have dtype=object, |
| 140 | + # so it need to be properly handled |
| 141 | + df = DataFrame({"a": [True, False], "b": [1, 0]}) |
| 142 | + |
| 143 | + expected = DataFrame(np.ones((2, 2)), index=["a", "b"], columns=["a", "b"]) |
| 144 | + for meth in ["pearson", "kendall", "spearman"]: |
| 145 | + |
| 146 | + with warnings.catch_warnings(record=True): |
| 147 | + warnings.simplefilter("ignore", RuntimeWarning) |
| 148 | + result = df.corr(meth) |
| 149 | + tm.assert_frame_equal(result, expected) |
| 150 | + |
| 151 | + def test_corr_cov_independent_index_column(self): |
| 152 | + # GH#14617 |
| 153 | + df = pd.DataFrame(np.random.randn(4 * 10).reshape(10, 4), columns=list("abcd")) |
| 154 | + for method in ["cov", "corr"]: |
| 155 | + result = getattr(df, method)() |
| 156 | + assert result.index is not result.columns |
| 157 | + assert result.index.equals(result.columns) |
| 158 | + |
| 159 | + def test_corr_invalid_method(self): |
| 160 | + # GH#22298 |
| 161 | + df = pd.DataFrame(np.random.normal(size=(10, 2))) |
| 162 | + msg = "method must be either 'pearson', 'spearman', 'kendall', or a callable, " |
| 163 | + with pytest.raises(ValueError, match=msg): |
| 164 | + df.corr(method="____") |
| 165 | + |
| 166 | + def test_corr_int(self): |
| 167 | + # dtypes other than float64 GH#1761 |
| 168 | + df3 = DataFrame({"a": [1, 2, 3, 4], "b": [1, 2, 3, 4]}) |
| 169 | + |
| 170 | + df3.cov() |
| 171 | + df3.corr() |
| 172 | + |
| 173 | + |
| 174 | +class TestDataFrameCorrWith: |
| 175 | + def test_corrwith(self, datetime_frame): |
| 176 | + a = datetime_frame |
| 177 | + noise = Series(np.random.randn(len(a)), index=a.index) |
| 178 | + |
| 179 | + b = datetime_frame.add(noise, axis=0) |
| 180 | + |
| 181 | + # make sure order does not matter |
| 182 | + b = b.reindex(columns=b.columns[::-1], index=b.index[::-1][10:]) |
| 183 | + del b["B"] |
| 184 | + |
| 185 | + colcorr = a.corrwith(b, axis=0) |
| 186 | + tm.assert_almost_equal(colcorr["A"], a["A"].corr(b["A"])) |
| 187 | + |
| 188 | + rowcorr = a.corrwith(b, axis=1) |
| 189 | + tm.assert_series_equal(rowcorr, a.T.corrwith(b.T, axis=0)) |
| 190 | + |
| 191 | + dropped = a.corrwith(b, axis=0, drop=True) |
| 192 | + tm.assert_almost_equal(dropped["A"], a["A"].corr(b["A"])) |
| 193 | + assert "B" not in dropped |
| 194 | + |
| 195 | + dropped = a.corrwith(b, axis=1, drop=True) |
| 196 | + assert a.index[-1] not in dropped.index |
| 197 | + |
| 198 | + # non time-series data |
| 199 | + index = ["a", "b", "c", "d", "e"] |
| 200 | + columns = ["one", "two", "three", "four"] |
| 201 | + df1 = DataFrame(np.random.randn(5, 4), index=index, columns=columns) |
| 202 | + df2 = DataFrame(np.random.randn(4, 4), index=index[:4], columns=columns) |
| 203 | + correls = df1.corrwith(df2, axis=1) |
| 204 | + for row in index[:4]: |
| 205 | + tm.assert_almost_equal(correls[row], df1.loc[row].corr(df2.loc[row])) |
| 206 | + |
| 207 | + def test_corrwith_with_objects(self): |
| 208 | + df1 = tm.makeTimeDataFrame() |
| 209 | + df2 = tm.makeTimeDataFrame() |
| 210 | + cols = ["A", "B", "C", "D"] |
| 211 | + |
| 212 | + df1["obj"] = "foo" |
| 213 | + df2["obj"] = "bar" |
| 214 | + |
| 215 | + result = df1.corrwith(df2) |
| 216 | + expected = df1.loc[:, cols].corrwith(df2.loc[:, cols]) |
| 217 | + tm.assert_series_equal(result, expected) |
| 218 | + |
| 219 | + result = df1.corrwith(df2, axis=1) |
| 220 | + expected = df1.loc[:, cols].corrwith(df2.loc[:, cols], axis=1) |
| 221 | + tm.assert_series_equal(result, expected) |
| 222 | + |
| 223 | + def test_corrwith_series(self, datetime_frame): |
| 224 | + result = datetime_frame.corrwith(datetime_frame["A"]) |
| 225 | + expected = datetime_frame.apply(datetime_frame["A"].corr) |
| 226 | + |
| 227 | + tm.assert_series_equal(result, expected) |
| 228 | + |
| 229 | + def test_corrwith_matches_corrcoef(self): |
| 230 | + df1 = DataFrame(np.arange(10000), columns=["a"]) |
| 231 | + df2 = DataFrame(np.arange(10000) ** 2, columns=["a"]) |
| 232 | + c1 = df1.corrwith(df2)["a"] |
| 233 | + c2 = np.corrcoef(df1["a"], df2["a"])[0][1] |
| 234 | + |
| 235 | + tm.assert_almost_equal(c1, c2) |
| 236 | + assert c1 < 1 |
| 237 | + |
| 238 | + def test_corrwith_mixed_dtypes(self): |
| 239 | + # GH#18570 |
| 240 | + df = pd.DataFrame( |
| 241 | + {"a": [1, 4, 3, 2], "b": [4, 6, 7, 3], "c": ["a", "b", "c", "d"]} |
| 242 | + ) |
| 243 | + s = pd.Series([0, 6, 7, 3]) |
| 244 | + result = df.corrwith(s) |
| 245 | + corrs = [df["a"].corr(s), df["b"].corr(s)] |
| 246 | + expected = pd.Series(data=corrs, index=["a", "b"]) |
| 247 | + tm.assert_series_equal(result, expected) |
| 248 | + |
| 249 | + def test_corrwith_index_intersection(self): |
| 250 | + df1 = pd.DataFrame(np.random.random(size=(10, 2)), columns=["a", "b"]) |
| 251 | + df2 = pd.DataFrame(np.random.random(size=(10, 3)), columns=["a", "b", "c"]) |
| 252 | + |
| 253 | + result = df1.corrwith(df2, drop=True).index.sort_values() |
| 254 | + expected = df1.columns.intersection(df2.columns).sort_values() |
| 255 | + tm.assert_index_equal(result, expected) |
| 256 | + |
| 257 | + def test_corrwith_index_union(self): |
| 258 | + df1 = pd.DataFrame(np.random.random(size=(10, 2)), columns=["a", "b"]) |
| 259 | + df2 = pd.DataFrame(np.random.random(size=(10, 3)), columns=["a", "b", "c"]) |
| 260 | + |
| 261 | + result = df1.corrwith(df2, drop=False).index.sort_values() |
| 262 | + expected = df1.columns.union(df2.columns).sort_values() |
| 263 | + tm.assert_index_equal(result, expected) |
| 264 | + |
| 265 | + def test_corrwith_dup_cols(self): |
| 266 | + # GH#21925 |
| 267 | + df1 = pd.DataFrame(np.vstack([np.arange(10)] * 3).T) |
| 268 | + df2 = df1.copy() |
| 269 | + df2 = pd.concat((df2, df2[0]), axis=1) |
| 270 | + |
| 271 | + result = df1.corrwith(df2) |
| 272 | + expected = pd.Series(np.ones(4), index=[0, 0, 1, 2]) |
| 273 | + tm.assert_series_equal(result, expected) |
| 274 | + |
| 275 | + @td.skip_if_no_scipy |
| 276 | + def test_corrwith_spearman(self): |
| 277 | + # GH#21925 |
| 278 | + df = pd.DataFrame(np.random.random(size=(100, 3))) |
| 279 | + result = df.corrwith(df ** 2, method="spearman") |
| 280 | + expected = Series(np.ones(len(result))) |
| 281 | + tm.assert_series_equal(result, expected) |
| 282 | + |
| 283 | + @td.skip_if_no_scipy |
| 284 | + def test_corrwith_kendall(self): |
| 285 | + # GH#21925 |
| 286 | + df = pd.DataFrame(np.random.random(size=(100, 3))) |
| 287 | + result = df.corrwith(df ** 2, method="kendall") |
| 288 | + expected = Series(np.ones(len(result))) |
| 289 | + tm.assert_series_equal(result, expected) |
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