Create clusters using correlation matrix in Python
问题 all, I have a correlation matrix of 21 industry sectors. Now I want to split these 21 sectors into 4 or 5 groups, with sectors of similar behaviors grouped together. Can experts shed me some lights on how to do this in Python please? Thanks much in advance! 回答1: You might explore the use of Pandas DataFrame.corr and the scipy.cluster Hierarchical Clustering package import pandas as pd import scipy.cluster.hierarchy as spc df = pd.DataFrame(my_data) corr = df.corr().values pdist = spc.distance