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sillasgonzaga/multicollinearity.py

Last active April 13, 2020 22:30
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multicollinearity.py
def correl_df(dframe):
correl_matrix = dframe.corr()
# Select upper triangle of correlation matrix
upper = correl_matrix.where(np.triu(np.ones(correl_matrix.shape), k=1).astype(np.bool)).head()
upper = upper.unstack().reset_index()
# rename columns
upper.columns = ['var1', 'var2', 'correl']
# drop na
upper = upper.dropna()
upper['correl_abs'] = np.abs(upper['correl'])
return(upper.sort_values(by = 'correl_abs', ascending = False))
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