Compute pairwise correlation of columns, excluding NA/null values.

param method
{‘pearson’, ‘kendall’, ‘spearman’} or callable
  • pearson : standard correlation coefficient

  • kendall : Kendall Tau correlation coefficient

  • spearman : Spearman rank correlation

  • callable: callable with input two 1d ndarrays

    and returning a float. Note that the returned matrix from corr will have 1 along the diagonals and will be symmetric regardless of the callable’s behavior .. versionadded:: 0.24.0

param min_periods
int, optional

Minimum number of observations required per pair of columns to have a valid result. Currently only available for Pearson and Spearman correlation.


DataFrame Correlation matrix.


This feature is currently unsupported by Intel Scalable Dataframe Compiler