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kzinmr/detect_correlation.py

Created August 3, 2020 10:16
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detect_correlation.py
def detect_corr(df):
c = df.corr(method='pearson').abs()
s = c.unstack().apply(lambda x: 0 if x==1 else x)
so = s.sort_values(kind="quicksort")[::-1]
return so
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