DOC: Add cookbook entry using callable method for DataFrame.corr

[dsaxton]

Provides a cookbook entry using the callable method option for DataFrame.corr (PR #22684) to calculate a distance correlation matrix. (Related: issue #22402)

[datapythonista]

Is the distance correlation you provided different from: https://docs.scipy.org/doc/scipy-0.14.0/reference/generated/scipy.spatial.distance.correlation.html ?

While the example looks interesting, it doesn't seem enough related to pandas to be worth adding it to our cookbook.

If the function in scipy is the same as the one you implemented, it could be nice having this example (using the scipy function) in the DataFrame.corr docstring.

What do you think?

[datapythonista]

missing spaces around +

[datapythonista]

I think a += a.T is more Pythonic

[dsaxton]

The function from scipy.spatial.distance is taking one minus the ordinary Pearson correlation, so this is a different calculation. The cookbook entry was requested by @TomAugspurger in #22402 and I think the goal was just to show the flexibility of allowing callable methods in DataFrame.corr while also being somewhat interesting in itself.

[codecov]

Codecov Report

Merging #22761 into master will decrease coverage by <.01%.
The diff coverage is n/a.

@@            Coverage Diff             @@
##           master   #22761      +/-   ##
==========================================
- Coverage   92.18%   92.18%   -0.01%     
==========================================
  Files         169      169              
  Lines       50830    50820      -10     
==========================================
- Hits        46860    46850      -10     
  Misses       3970     3970

Flag	Coverage Δ
#multiple	90.6% <ø> (-0.01%)	⬇️
#single	42.38% <ø> (ø)	⬆️

Impacted Files	Coverage Δ
pandas/core/groupby/base.py	91.11% <0%> (-0.73%)	⬇️
pandas/plotting/_compat.py	90.9% <0%> (-0.4%)	⬇️
pandas/core/window.py	96.28% <0%> (-0.12%)	⬇️
pandas/core/internals/managers.py	96.55% <0%> (-0.11%)	⬇️
pandas/io/parsers.py	95.54% <0%> (-0.06%)	⬇️
pandas/core/algorithms.py	94.69% <0%> (-0.03%)	⬇️
pandas/core/nanops.py	95.12% <0%> (-0.02%)	⬇️
pandas/core/strings.py	98.63% <0%> (ø)	⬆️
pandas/core/indexes/multi.py	95.45% <0%> (ø)	⬆️
pandas/core/frame.py	97.2% <0%> (ø)	⬆️
... and 5 more

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[TomAugspurger]

I think this will be good to have.

We'll need to wait for #22684 first.

[datapythonista]

Sorry @dsaxton, I didn't see the related issue (next time it may be a good idea to leave the template we have in the PR description, it makes it easier to see there is a related issue).

[gfyoung]

@dsaxton : Can you rebase onto master to fix the build issues?

[datapythonista]

@dsaxton seems like something went wrong with git, and your PR contains many unrelated changes. Can you take a look?

In general that could be fixed by performing being in the PR branch:

git fetch upstream
git merge upstream/master
git reset --soft upstream/master
git commit -m "PR description"
git push -f

Thanks!

[dsaxton]

@datapythonista Sorry about that, could this have been caused by my rebase? I'll try the commands you're suggesting.

[datapythonista]

@dsaxton it happens often to many people, but I'm not quite sure what's the cause.

[jreback]

thanks @dsaxton

[dsaxton]

@jreback NP, happy to help