[SciPy-User] nan's in stats.spearmanr
Ben
benwhalley at gmail.com
Wed Apr 4 15:54:41 EDT 2012
Apologies if this seems obvious to others, but I'm using both functions from
pandas and stats.spearmanr in different bits of my code and noticed something
odd. Is the following output expected?
from pandas import DataFrame
from scipy import stats
a = [1, nan, 2]
b = [1, 2, 2]
df = DataFrame(zip(a,b))
stats.spearmanr(a,b)
gives: (0.86602540378443871, 0.3333333333333332)
df.corr(method="spearman")
0 1
0 1 1
1 1 1
Removing the nan from a produces identical results. I had expected the first
output, but perhaps I'm not understanding how scipy likes to handle nan.
Any advice much appreciated.
Regards,
Ben
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