Sorting correlation matrix

Question

I want to convert the correlation matrix to the "pandas" table, sorted from the largest value to the smallest, as in the image. How can I do it?

df = pd.DataFrame(np.random.randint(0,15,size=(20, 6)), columns=["Ply_1","Ply_2","Ply_3","Ply_4","Ply_5","Ply_6"])
df['date'] = pd.date_range('2000-1-1', periods=20, freq='D')
df = df.set_index(['date'])
cor=df.corr()
print(cor)

Out image link here

Asked By: ByRam

||

Source

Answer 1

pd.concat([cor[col_name].sort_values(ascending=False)
                        .rename_axis(col_name.replace('Ply', 'index'))
                        .reset_index() 
           for col_name in cor], 
          axis=1)

Explanation:

pd.concat([df_1, ..., df_6], axis=1) concatenates 6 dataframes (each one will be already sorted and will have 2 columns: ‘index_i’ and ‘Ply_i’).
[cor[col_name] for col_name in cor] would create a list of 6 Series, where each Series is the next column of cor.
ser.sort_values(ascending=False) sorts values of a Series ser in the descending order (indices also move – together with their values).
col_name.replace('Ply', 'index') creates a new string from a string col_name by replacing ‘Ply’ with ‘index’.
ser.rename_axis(name).reset_index() renames the index axis, and extracts the index (with its name) as a new column, converting a Series into a DataFrame. The new index of this dataframe is the default range index (from 0 to 6).

Result:

(with my randomly generated numbers)

	index_1	Ply_1	index_2	Ply_2	index_3	Ply_3	index_4	Ply_4	index_5	Ply_5	index_6	Ply_6
0	Ply_1	1	Ply_2	1	Ply_3	1	Ply_4	1	Ply_5	1	Ply_6	1
1	Ply_2	0.387854	Ply_1	0.387854	Ply_1	0.258825	Ply_1	0.337613	Ply_4	0.0618012	Ply_1	0.058282
2	Ply_4	0.337613	Ply_4	0.293496	Ply_4	0.0552454	Ply_2	0.293496	Ply_2	0.060881	Ply_3	-0.207621
3	Ply_3	0.258825	Ply_5	0.060881	Ply_2	-0.0900126	Ply_5	0.0618012	Ply_3	-0.110885	Ply_2	-0.22012
4	Ply_6	0.058282	Ply_3	-0.0900126	Ply_5	-0.110885	Ply_3	0.0552454	Ply_1	-0.390893	Ply_4	-0.291842
5	Ply_5	-0.390893	Ply_6	-0.22012	Ply_6	-0.207621	Ply_6	-0.291842	Ply_6	-0.394074	Ply_5	-0.394074

Answered By: Vladimir Fokow

Sorting correlation matrix

Question:

Answers:

Explanation:

Result: