find highest correlation pairs pandas

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Stefano
22 Sep 2019
1import pandas as pd
2import numpy as np
3
4shape = (50, 4460)
5
6data = np.random.normal(size=shape)
7
8data[:, 1000] += data[:, 2000]
9
10df = pd.DataFrame(data)
11
12c = df.corr().abs()
13
14s = c.unstack()
15so = s.sort_values(kind="quicksort")
16
17print so[-4470:-4460]
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