I am running a code that calculates the correlation (Pearson) between columns in a DataFrame and then unstacks it to build a graph on it.
However the pandas dataframe.corr()
is quite slow atm (21 000 columns) and I saw that numpy.corrcoef()
might be much faster as I don't have NaNs.
However I use df.unstack()
on the correlation results and I couldn't find a numpy equivalent