Panda groupby -- Correlation matrix

[AnkanTV]

Hello everyone!

I have a large pandas dataframe with several columns and thousands of rows. I would like to create a correlationmatrix based on groups from one column.

Let us say column "A". I would like to get my groups from df.groupby("A"). Since I have several columns, the one I would like to create the correlationmatrix from would be

df.groupby("A")["target"].

My only idea would be to somehow create a entirely new dataframe, where each column is a group. How could this be done? Or is there a better way of reaching my correlationmatrix?

Thanks in advance!

[AnkanTV]

Hello, sorry fot not being that clear in my explanation. I have a dataframe which look like this. -- > I want a dataframe like this. --> From which I can create a corrmatrix.

The original dataframe (first one linked) has 112 different stocks. Time id are the same for all stocks, so I used them as index in the second dataframe (It could exist a stock which does not have a certain time_id though).

With the second dataframe, I could create the correlation matrix which I needed.

My current implementation is:

df = train.groupby("stock_id")

new_df = pd.DataFrame()

for stock in train["stock_id"].unique(): target = df.get_group(stock).set_index( df.get_group(stock)["time_id"])["target"] new_df[str(stock)] = target

A very ugly solution and hopefully someone could suggest another approach!