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2 changes: 1 addition & 1 deletion doc/source/whatsnew/v0.20.0.txt
Original file line number Diff line number Diff line change
Expand Up @@ -590,7 +590,7 @@ Bug Fixes


- Bug in ``.rank()`` which incorrectly ranks ordered categories (:issue:`15420`)

- Bug in ``.corr()`` and ``.cov()`` where the column and index were the same object (:issue:`14617`)


- Require at least 0.23 version of cython to avoid problems with character encodings (:issue:`14699`)
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6 changes: 4 additions & 2 deletions pandas/core/frame.py
Original file line number Diff line number Diff line change
Expand Up @@ -4725,6 +4725,7 @@ def corr(self, method='pearson', min_periods=1):
"""
numeric_df = self._get_numeric_data()
cols = numeric_df.columns
idx = cols.copy()
mat = numeric_df.values

if method == 'pearson':
Expand Down Expand Up @@ -4757,7 +4758,7 @@ def corr(self, method='pearson', min_periods=1):
correl[i, j] = c
correl[j, i] = c

return self._constructor(correl, index=cols, columns=cols)
return self._constructor(correl, index=idx, columns=cols)

def cov(self, min_periods=None):
"""
Expand All @@ -4780,6 +4781,7 @@ def cov(self, min_periods=None):
"""
numeric_df = self._get_numeric_data()
cols = numeric_df.columns
idx = cols.copy()
mat = numeric_df.values

if notnull(mat).all():
Expand All @@ -4793,7 +4795,7 @@ def cov(self, min_periods=None):
baseCov = _algos.nancorr(_ensure_float64(mat), cov=True,
minp=min_periods)

return self._constructor(baseCov, index=cols, columns=cols)
return self._constructor(baseCov, index=idx, columns=cols)

def corrwith(self, other, axis=0, drop=False):
"""
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8 changes: 8 additions & 0 deletions pandas/tests/frame/test_analytics.py
Original file line number Diff line number Diff line change
Expand Up @@ -118,6 +118,14 @@ def test_corr_int_and_boolean(self):
for meth in ['pearson', 'kendall', 'spearman']:
tm.assert_frame_equal(df.corr(meth), expected)

def test_corr_cov_independent_index_column(self):
# GH 14617
df = pd.DataFrame(np.random.randn(4 * 10).reshape(10, 4),
columns=list("abcd"))
for method in ['cov', 'corr']:
result = getattr(df, method)()
self.assertFalse(result.index is result.columns)

def test_cov(self):
# min_periods no NAs (corner case)
expected = self.frame.cov()
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