Examples

In [1]:
import numpy as np
import pandas as pd
In [2]:
def histogram_intersection(p, q):
    v = np.minimum(p, q).sum().round(decimals=1)
    return v
In [3]:
s1 = pd.Series([.1, .0, .5, .1])
In [4]:
s2 = pd.Series([.2, .3, .0, .2])
In [5]:
s1.corr(s2, method=histogram_intersection)
Out[5]:
0.2