Let’s say we have a DataFrame that contains numbers in each column. For example, let’s say we have the following DataFrame:

DataFrame: 
    0   1    2   3
0  10  12   33   4
1  52  61   17  82
2   9  10  111  12

Now, we want to compute the pairwise correlation coefficients of columns of the DataFrame. In Python, we can compute the same using the DataFrame.corr() function.

import pandas

df = pandas.DataFrame([[10, 12, 33, 4], [52, 61, 17, 82], [9, 10, 111, 12]])
print("DataFrame: \n", df)

print("Correlation Coefficients: \n", df.corr())

The output of the above program will be:

DataFrame: 
    0   1    2   3
0  10  12   33   4
1  52  61   17  82
2   9  10  111  12
Correlation Coefficients: 
           0         1         2         3
0  1.000000  0.999898 -0.647059  0.993540
1  0.999898  1.000000 -0.657860  0.991822
2 -0.647059 -0.657860  1.000000 -0.556357
3  0.993540  0.991822 -0.556357  1.000000

Now, let’s have a closer look at the …