ampli/py/dcorr.py

# Takes the correlation part out of clustering file
from argparse import ArgumentParser
import numpy as np
import pandas as p
from tqdm import tqdm
from itertools import combinations
from math import factorial as f

def tqcorr(df):
    """Calculates a (distance) correlation matrix for wide-form dataframe, with progressbar
    """
    cols = df.columns
    ncols = len(cols)
    cdf = p.DataFrame(index = cols, columns = cols, dtype = np.float16)
    print(cdf.info())
    for c in tqdm(cols):
        cdf.loc[c, c] = 0
    print(cdf.info())
    comb = combinations(cols, 2)
    ncomb = f(ncols) // f(2) // f(ncols - 2)
    for c1, c2 in tqdm(comb, total = ncomb):
        dv = 1 - df[c1].corr(df[c2])
        cdf.loc[c1, c2] = dv
        cdf.loc[c2, c1] = dv
    print(cdf.info())
    return cdf


def createCorr(source, output):
    """Load a pkl in wide form from source, process, run tqcorr() and save response to output
    """
    df = p.read_pickle(source)
    df = df[df.columns[df.max() != df.min()]]
    cmat = tqcorr(df)
    cmat.to_pickle(output)


if __name__ == "__main__":
    parser = ArgumentParser(description='Create distance correlation matrix from pickled wideform pandas dataframe')
    parser.add_argument("-i", "--input",  dest="input",  help = "input pickle path; default: ../data/2017-5k-wide.pkl",  metavar="[PATH]", default = "../data/2017-5k-wide.pkl")
    parser.add_argument("-o", "--output", dest="output", help = "output pickle path; default: ../data/5kdcorrmatrix.pkl", metavar="[PATH]", default = "../data/5kdcorrmatrix.pkl")
    args = parser.parse_args()
    createCorr(args.input, args.output)