python - 使用 Pandas 在矩阵中找到负对

Question

我在 pandas 中使用 dataframe.cov() 得到了一个协方差矩阵，现在我想找到所有最负的一对(例如 v1 和 v3是矩阵中最负的一对，因为matrix[v1, v3]最小，然后是v1和v3 被排除在下一个选择阶段)按升序排列，我想找到所有具有这种特征的夫妇。

这是我的矩阵:

            V1           V2           V3           V4           V5
V1  471.189543   404.059694   -59.847099   415.214121  -571.672083
V2  404.059694  4768.251838  3740.331544   557.050042  1750.542728
V3  -59.847099  3740.331544  6563.713527  -782.229345  3378.108799
V4  415.214121   557.050042  -782.229345  1949.914430  -582.306412
V5 -571.672083  1750.542728  3378.108799  -582.306412  3355.819315

Answer 1

import numpy as np
import pandas as pd
df = pd.DataFrame({'V1': [471.18954309999998, 404.05969449999998, -59.847098750000001, 415.21412069999997, -571.67208340000002], 'V2': [404.05969449999998, 4768.2518380000001, 3740.3315439999997, 557.05004150000002, 1750.5427280000001], 'V3': [-59.847098750000001, 3740.3315439999997, 6563.7135269999999, -782.22934510000005, 3378.1087990000001], 'V4': [415.21412069999997, 557.05004150000002, -782.22934510000005, 1949.91443, -582.30641220000007], 'V5': [-571.67208340000002, 1750.5427280000001, 3378.1087990000001, -582.30641220000007, 3355.8193149999997]}, index=['V1', 'V2', 'V3', 'V4', 'V5'])

result = df.stack()
result.name = 'cov'
result = result.reset_index()
result = result.loc[result['level_0'] < result['level_1']]
result = result.sort_values(by='cov')
print(result)

产量

   level_0 level_1          cov
13      V3      V4  -782.229345
19      V4      V5  -582.306412
4       V1      V5  -571.672083
2       V1      V3   -59.847099
1       V1      V2   404.059694
3       V1      V4   415.214121
8       V2      V4   557.050042
9       V2      V5  1750.542728
14      V3      V5  3378.108799
7       V2      V3  3740.331544

行按协方差升序排序。