How to get the Correlation between two Data Frames

Let’s see how we can get the column-wise correlation between two data frames in R and in Python. Actually in R is straightforward and in Python we should do some tricks 🙂

Correlation Between two Data Frames in R

df1 = data.frame(x11 = c(10,20,30,40,50,55,60),
                 x12 = c(11,15,20,30,35,60,70)
                 )

df2 = data.frame(x21 = c(100,150,200,250,300,400,500),
                 x22 = c(110,150,180,250,300,400,600)
                 )

cor(df1,df2)

Output:

          x21       x22
x11 0.9538727 0.9000503
x12 0.9889076 0.9755973

Correlation Between two Data Frames in Python

df1 = pd.DataFrame({'x11' : [10,20,30,40,50,55,60],
                    'x12' : [11,15,20,30,35,60,70]})

df2 = pd.DataFrame({'x21' : [100,150,200,250,300,400,500],
                    'x22' : [110,150,180,250,300,400,600]})

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

Output:

        x21	        x22
x11	0.953873	0.900050
x12	0.988908	0.975597