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Ignore nans in correlation for duplicate finding #26

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Merged
fzhu2e merged 1 commit into from
Nov 14, 2024
Merged

Ignore nans in correlation for duplicate finding #26

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4 changes: 2 additions & 2 deletions cfr/proxy.py
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Original file line number Diff line number Diff line change
Expand Up @@ -1373,7 +1373,7 @@ def find_duplicates(self, r_thresh=0.9, time_period=[0, 2000]):
mask = (df_proxy.index>=time_period[0]) & (df_proxy.index<=time_period[-1])
df_proxy = df_proxy[mask]
pid_list = df_proxy.columns.values
R = np.triu(np.corrcoef(df_proxy.values.T), k=1)
R = np.triu(df_proxy.corr(), k=1)
R[R==0] = np.nan
di, dj = np.where(R >= r_thresh)
dup_pids = []
Expand Down Expand Up @@ -1972,4 +1972,4 @@ def count_availability(self, year=np.arange(2001)):
for ptype in df_count.keys():
df_count[ptype]['Sum'] = df_count[ptype].sum(axis=1).astype(int)

return df_count
return df_count