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CLN: nancorr cleanups #42757

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Jul 28, 2021
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CLN: nancorr cleanups #42757

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21 changes: 10 additions & 11 deletions pandas/_libs/algos.pyx
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Original file line number Diff line number Diff line change
Expand Up @@ -325,11 +325,10 @@ def nancorr(const float64_t[:, :] mat, bint cov=False, minp=None):
cdef:
Py_ssize_t i, j, xi, yi, N, K
bint minpv
ndarray[float64_t, ndim=2] result
float64_t[:, ::1] result
ndarray[uint8_t, ndim=2] mask
int64_t nobs = 0
float64_t vx, vy, meanx, meany, divisor, prev_meany, prev_meanx, ssqdmx
float64_t ssqdmy, covxy
float64_t vx, vy, dx, dy, meanx, meany, divisor, ssqdmx, ssqdmy, covxy

N, K = (<object>mat).shape

Expand All @@ -352,13 +351,13 @@ def nancorr(const float64_t[:, :] mat, bint cov=False, minp=None):
vx = mat[i, xi]
vy = mat[i, yi]
nobs += 1
prev_meanx = meanx
prev_meany = meany
meanx = meanx + 1 / nobs * (vx - meanx)
meany = meany + 1 / nobs * (vy - meany)
ssqdmx = ssqdmx + (vx - meanx) * (vx - prev_meanx)
ssqdmy = ssqdmy + (vy - meany) * (vy - prev_meany)
covxy = covxy + (vx - meanx) * (vy - prev_meany)
dx = vx - meanx
dy = vy - meany
meanx += 1 / nobs * dx
meany += 1 / nobs * dy
ssqdmx += (vx - meanx) * dx
ssqdmy += (vy - meany) * dy
covxy += (vx - meanx) * dy

if nobs < minpv:
result[xi, yi] = result[yi, xi] = NaN
Expand All @@ -370,7 +369,7 @@ def nancorr(const float64_t[:, :] mat, bint cov=False, minp=None):
else:
result[xi, yi] = result[yi, xi] = NaN

return result
return result.base

# ----------------------------------------------------------------------
# Pairwise Spearman correlation
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