How to perform Correlation between two dataframes with different column names

Question

I have a set of columns (col1,col2,col3) in dataframe df1 I have another set of columns (col4,col5,col6) in dataframe df2 Assume this two dataframes has the same number of r

Answer 1

pandas quick and dirty

pd.concat([df1, df2], axis=1, keys=['df1', 'df2']).corr().loc['df2', 'df1']

numpy clean

def corr(df1, df2):
    n = len(df1)
    v1, v2 = df1.values, df2.values
    sums = np.multiply.outer(v2.sum(0), v1.sum(0))
    stds = np.multiply.outer(v2.std(0), v1.std(0))
    return pd.DataFrame((v2.T.dot(v1) - sums / n) / stds / n,
                        df2.columns, df1.columns)

corr(df1, df2)

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example

df1 = pd.DataFrame(np.random.rand(10, 4), columns=list('abcd'))

df2 = pd.DataFrame(np.random.rand(10, 3), columns=list('xyz'))

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pd.concat([df1, df2], axis=1, keys=['df1', 'df2']).corr().loc['df2', 'df1']

          a         b         c         d
x  0.235624  0.844665 -0.647962  0.535562
y  0.357994  0.462007  0.205863  0.424568
z  0.688853  0.350318  0.132357  0.687038

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corr(df1, df2)

          a         b         c         d
x  0.235624  0.844665 -0.647962  0.535562
y  0.357994  0.462007  0.205863  0.424568
z  0.688853  0.350318  0.132357  0.687038