本文介绍了在Python中使用相关矩阵创建聚类的处理方法，对大家解决问题具有一定的参考价值，需要的朋友们下面随着小编来一起学习吧！
问题描述
所有，我有21个行业领域的相关矩阵.现在，我想将这21个扇区分为4或5个组，将行为相似的扇区组合在一起.
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.
请专家为我提供一些如何在Python中执行此操作的启发?提前谢谢！
Can experts shed me some lights on how to do this in Python please? Thanks much in advance!
推荐答案
您可能会探索使用熊猫 DataFrame.corr 和 scipy.cluster 层次化群集程序包
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.pdist(corr)
linkage = spc.linkage(pdist, method='complete')
idx = spc.fcluster(linkage, 0.5 * pdist.max(), 'distance')
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