clip correlation coefficient between -1 and 1

jhendricks487 · jhendricks487 · commit d63760a40e62 · 2025-03-20T08:20:19.000-04:00
diff --git a/pandas/core/frame.py b/pandas/core/frame.py
@@ -11233,6 +11233,9 @@ def corr(
                 f"'{method}' was supplied"
             )
 
+        # clip coefficient to ensure it is within theoretical bounds
+        correl = np.clip(correl, -1, 1)
+
         result = self._constructor(correl, index=idx, columns=cols, copy=False)
         return result.__finalize__(self, method="corr")
 

Original file line number	Diff line number	Diff line change
`@@ -11233,6 +11233,9 @@ def corr(`
`11233`	`11233`	`f"'{method}' was supplied"`
`11234`	`11234`	`)`
`11235`	`11235`
	`11236`	`+ # clip coefficient to ensure it is within theoretical bounds`
	`11237`	`+ correl = np.clip(correl, -1, 1)`
	`11238`	`+`
`11236`	`11239`	`result = self._constructor(correl, index=idx, columns=cols, copy=False)`
`11237`	`11240`	`return result.__finalize__(self, method="corr")`
`11238`	`11241`