I have dataFrame named "data". I calculated correlation for data:
corr = data.corr()
I wanted remove columns which have correlation greater than 0.75 from "data" file. This can be done in R very easily using the following command:
hc=findCorrelation(corr,cutoff = 0.75)
data <- data[,-c(hc)]
I am looking for similar command in python. Is there any command in pandas or scikit-learn which can do the similar job ?