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BUG: handle single column frame in DataFrame.cov #2975

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Merged
merged 1 commit into from
Mar 8, 2013
+13 −0
Merged

BUG: handle single column frame in DataFrame.cov #2975

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1 change: 1 addition & 0 deletions pandas/core/frame.py
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Original file line number Diff line number Diff line change
Expand Up @@ -4559,6 +4559,7 @@ def cov(self, min_periods=None):
baseCov.fill(np.nan)
else:
baseCov = np.cov(mat.T)
baseCov = baseCov.reshape((len(cols),len(cols)))
else:
baseCov = _algos.nancorr(com._ensure_float64(mat), cov=True,
minp=min_periods)
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12 changes: 12 additions & 0 deletions pandas/tests/test_frame.py
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Expand Up @@ -5049,6 +5049,18 @@ def test_cov(self):
expected = self.mixed_frame.ix[:, ['A', 'B', 'C', 'D']].cov()
assert_frame_equal(result, expected)

# Single column frame
df = DataFrame(np.linspace(0.0,1.0,10))
result = df.cov()
expected = DataFrame(np.cov(df.values.T).reshape((1,1)),
index=df.columns,columns=df.columns)
assert_frame_equal(result, expected)
df.ix[0] = np.nan
result = df.cov()
expected = DataFrame(np.cov(df.values[1:].T).reshape((1,1)),
index=df.columns,columns=df.columns)
assert_frame_equal(result, expected)

def test_corrwith(self):
a = self.tsframe
noise = Series(randn(len(a)), index=a.index)
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