staircase.corr#

staircase.corr(collection, where=(<staircase.constants.NegInf object>, <staircase.constants.Inf object>))#

Calculates the correlation matrix for a collection of Stairs instances

Parameters

collectionarray-like, dictionary or pandas.Series: The Stairs instances at which to evaluate
lowerint, float or pandas.Timestamp: lower bound of the interval on which to perform the calculation
upperint, float or pandas.Timestamp: upper bound of the interval on which to perform the calculation

Returns

pandas.DataFrame: The correlation matrix

See also

staircase.core.arrays.accessor.StairsAccessor.corr(), staircase.StairsArray.corr(), staircase.cov()

Examples

>>> import staircase as sc
>>> stairs = [s1, s2, s1+s2]
>>> sc.corr(stairs)
          0          1          2
0  1.000000   0.246878   0.700249
1  0.246878   1.000000   0.792407
2  0.700249   0.792407   1.000000

>>> stairs = {"s1":s1, "s2":s2, "s1+s2":s1+s2}
>>> sc.corr(stairs, [2,3,4]))
              s1         s2      s1+s2
s1      1.000000   0.246878   0.700249
s2      0.246878   1.000000   0.792407
s1+ s2  0.700249   0.792407   1.000000

staircase.cov

StairsAccessor