Add option for alternative correlation types to DataFrame.corrwith() #21941
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gfyoung reviewed Jul 17, 2018
| return self._constructor(baseCov, index=idx, columns=cols) | ||
| | ||
| def corrwith(self, other, axis=0, drop=False): | ||
| def corrwith(self, other, axis=0, method='pearson', drop=False): |
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Hmm...it would be safest to add it to the end of the signature, as this modification as it stands is not backwards compatible. Alternatively, you could issue a DeprecationWarning if a boolean is passed to method and re-assign it to drop.
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Could you demonstrate this speed improvement with the ASV? I am a little dubious that the iterative method is more performant than the existing implementation. |
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git diff upstream/master -u -- "*.py" | flake8 --diffThis adds a
methodargument toDataFrame.corrwith()which calls the corresponding correlation function which already exists within pandas. The default option "pearson" was originally implemented directly in this method, I changed it to match the other options for consistency (and a slight speed improvement).