pyspark.pandas.DataFrame.cov¶
-
DataFrame.
cov
(min_periods: Optional[int] = None) → pyspark.pandas.frame.DataFrame¶ Compute pairwise covariance of columns, excluding NA/null values.
Compute the pairwise covariance among the series of a DataFrame. The returned data frame is the covariance matrix of the columns of the DataFrame.
Both NA and null values are automatically excluded from the calculation. (See the note below about bias from missing values.) A threshold can be set for the minimum number of observations for each value created. Comparisons with observations below this threshold will be returned as
NaN
.This method is generally used for the analysis of time series data to understand the relationship between different measures across time.
- Parameters
- min_periodsint, optional
Minimum number of observations required per pair of columns to have a valid result.
- Returns
- DataFrame
The covariance matrix of the series of the DataFrame.
See also
Series.cov
Compute covariance with another Series.
Examples
>>> df = ps.DataFrame([(1, 2), (0, 3), (2, 0), (1, 1)], ... columns=['dogs', 'cats']) >>> df.cov() dogs cats dogs 0.666667 -1.000000 cats -1.000000 1.666667
>>> np.random.seed(42) >>> df = ps.DataFrame(np.random.randn(1000, 5), ... columns=['a', 'b', 'c', 'd', 'e']) >>> df.cov() a b c d e a 0.998438 -0.020161 0.059277 -0.008943 0.014144 b -0.020161 1.059352 -0.008543 -0.024738 0.009826 c 0.059277 -0.008543 1.010670 -0.001486 -0.000271 d -0.008943 -0.024738 -0.001486 0.921297 -0.013692 e 0.014144 0.009826 -0.000271 -0.013692 0.977795
Minimum number of periods
This method also supports an optional
min_periods
keyword that specifies the required minimum number of non-NA observations for each column pair in order to have a valid result:>>> np.random.seed(42) >>> df = pd.DataFrame(np.random.randn(20, 3), ... columns=['a', 'b', 'c']) >>> df.loc[df.index[:5], 'a'] = np.nan >>> df.loc[df.index[5:10], 'b'] = np.nan >>> sdf = ps.from_pandas(df) >>> sdf.cov(min_periods=12) a b c a 0.316741 NaN -0.150812 b NaN 1.248003 0.191417 c -0.150812 0.191417 0.895202