我在pandas中有一个方形相关矩阵,我试图用最有效的方法来返回值(总是一个浮点数-1 <= x <= 1)高于某个阈值的所有值.
该pandas.DataFrame.filter方法请求列的列表或一个正则表达式,但我总是想传递中的所有列.是否有一个最佳实践呢?
有两种方法可以解决这个问题:
假设:
In [7]: c = np.array([-1,-2,-2,-3,-4,-6,-7,-8])
In [8]: a = np.array([1,2,3,4,6,7,8,9])
In [9]: b = np.array([2,4,6,8,10,12,13,15])
In [10]: c = np.array([-1,-2,-2,-3,-4,-6,-7,-8])
In [11]: corr = np.corrcoef([a,b,c])
In [12]: df = pd.DataFrame(corr)
In [13]: df
Out[13]:
0 1 2
0 1.000000 0.995350 -0.980521
1 0.995350 1.000000 -0.971724
2 -0.980521 -0.971724 1.000000
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然后你可以简单地说:
In [14]: df > 0.5
Out[14]:
0 1 2
0 True True False
1 True True False
2 False False True
In [15]: df[df > 0.5]
Out[15]:
0 1 2
0 1.00000 0.99535 NaN
1 0.99535 1.00000 NaN
2 NaN NaN 1.0
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如果只想要这些值,那么最简单的方法是使用values
属性处理底层的numpy数据结构:
In [17]: df.values
Out[17]:
array([[ 1. , 0.99535001, -0.9805214 ],
[ 0.99535001, 1. , -0.97172394],
[-0.9805214 , -0.97172394, 1. ]])
In [18]: df.values[(df > 0.5).values]
Out[18]: array([ 1. , 0.99535001, 0.99535001, 1. , 1. ])
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而不是.values
像ayhan所指出的那样,你可以使用stack
它自动掉落NaN
并保留标签......
In [22]: df.index = ['a','b','c']
In [23]: df.columns=['a','b','c']
In [24]: df
Out[24]:
a b c
a 1.000000 0.995350 -0.980521
b 0.995350 1.000000 -0.971724
c -0.980521 -0.971724 1.000000
In [25]: df.stack() > 0.5
Out[25]:
a a True
b True
c False
b a True
b True
c False
c a False
b False
c True
dtype: bool
In [26]: df.stack()[df.stack() > 0.5]
Out[26]:
a a 1.00000
b 0.99535
b a 0.99535
b 1.00000
c c 1.00000
dtype: float64
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你总能回去......
In [29]: (df.stack()[df.stack() > 0.5]).unstack()
Out[29]:
a b c
a 1.00000 0.99535 NaN
b 0.99535 1.00000 NaN
c NaN NaN 1.0
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不确定你想要的输出是什么,因为你没有提供样品,但我会给你我的两分钱我会做什么:
In[1]:
import pandas as pd
import numpy as np
df = pd.DataFrame(np.random.rand(10,5))
corr = df.corr()
corr.shape
Out[1]: (5, 5)
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现在,让我们提取相关矩阵的上三角形(它是对称的),不包括对角线.为此,我们将使用np.tril
,将其转换为布尔值,并使用~
运算符与其相反.
In [2]: corr_triu = corr.where(~np.tril(np.ones(corr.shape)).astype(np.bool))
corr_triu
Out[2]:
0 1 2 3 4
0 NaN 0.228763 -0.276406 0.286771 -0.050825
1 NaN NaN -0.562459 -0.596057 0.540656
2 NaN NaN NaN 0.402752 0.042400
3 NaN NaN NaN NaN -0.642285
4 NaN NaN NaN NaN NaN
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现在让我们堆叠它并过滤上面的所有值,0.3
例如:
In [3]: corr_triu = corr_triu.stack()
corr_triu[corr_triu > 0.3]
Out[3]:
1 4 0.540656
2 3 0.402752
dtype: float64
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如果你想让它更漂亮一点:
In [4]: corr_triu.name = 'Pearson Correlation Coefficient'
corr_triu.index.names = ['Col1', 'Col2']
In [5]: corr_triu[corr_triu > 0.3].to_frame()
Out[5]:
Pearson Correlation Coefficient
Col1 Col2
1 4 0.540656
2 3 0.402752
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