Adds triangular option to DataFrame.corr, closes #22840

doc/source/whatsnew/v0.24.0.txt

@@ -21,6 +21,7 @@ New features
 the user to override the engine's default behavior to include or omit the
 dataframe's indexes from the resulting Parquet file. (:issue:`20768`)
 - :meth:`DataFrame.corr` and :meth:`Series.corr` now accept a callable for generic calculation methods of correlation, e.g. histogram intersection (:issue:`22684`)
+- :meth:`DataFrame.corr` now accepts a boolean argument indicating whether or not the lower triangular correlation matrix should be returned (:issue:`22840`)
 
 
 .. _whatsnew_0240.enhancements.extension_array_operators:

pandas/core/frame.py

@@ -6667,7 +6667,7 @@ def _series_round(s, decimals):
     # ----------------------------------------------------------------------
     # Statistical methods, etc.
 
-    def corr(self, method='pearson', min_periods=1):
+    def corr(self, method='pearson', min_periods=1, tri=False):
         """
         Compute pairwise correlation of columns, excluding NA/null values
 
@@ -6686,6 +6686,10 @@ def corr(self, method='pearson', min_periods=1):
             to have a valid result. Currently only available for pearson
             and spearman correlation
 
+        tri : boolean, default : False
+            Whether or not to return the lower triangular correlation
+            matrix
+
         Returns
         -------
         y : DataFrame
@@ -6741,7 +6745,15 @@ def corr(self, method='pearson', min_periods=1):
                              "'spearman', or 'kendall', '{method}' "
                              "was supplied".format(method=method))
 
-        return self._constructor(correl, index=idx, columns=cols)
+        corr_mat = self._constructor(correl, index=idx, columns=cols)
+
+        if tri:
+            mask = np.tril(np.ones_like(corr_mat,
+                                        dtype=np.bool),
+                           k=-1)
+            return corr_mat.where(mask)
+        else:
+            return corr_mat
 
     def cov(self, min_periods=None):
         """

pandas/tests/frame/test_analytics.py

@@ -138,6 +138,12 @@ def test_corr_invalid_method(self):
         with tm.assert_raises_regex(ValueError, msg):
             df.corr(method="____")
 
+    def test_corr_tri(self):
+        # GH PR
+        df = pd.DataFrame(np.random.normal(size=(100, 5)))
+        corr_mat = df.corr(tri=True)
+        assert corr_mat.notnull().sum().sum() == 10
+
     def test_cov(self):
         # min_periods no NAs (corner case)
         expected = self.frame.cov()