alpcentaur/laywerrobot
1
0
Fork 0
Code Issues Pull requests Projects Releases Packages Wiki Activity Actions
laywerrobot/lib/python3.6/site-packages/pandas/core/missing.py

813 lines
26 KiB
Python
Raw Normal View History

first commit
2020-08-27 21:55:39 +02:00
"""
Routines for filling missing data
"""
import operator
import numpy as np
from distutils.version import LooseVersion
from pandas._libs import algos, lib
from pandas.compat import range, string_types
from pandas.core.dtypes.common import (
is_numeric_v_string_like,
is_float_dtype,
is_datetime64_dtype,
is_datetime64tz_dtype,
is_integer_dtype,
is_scalar,
is_integer,
needs_i8_conversion,
_ensure_float64)
from pandas.core.dtypes.cast import infer_dtype_from_array
from pandas.core.dtypes.missing import isna
def mask_missing(arr, values_to_mask):
"""
Return a masking array of same size/shape as arr
with entries equaling any member of values_to_mask set to True
"""
dtype, values_to_mask = infer_dtype_from_array(values_to_mask)
try:
values_to_mask = np.array(values_to_mask, dtype=dtype)
except Exception:
values_to_mask = np.array(values_to_mask, dtype=object)
na_mask = isna(values_to_mask)
nonna = values_to_mask[~na_mask]
mask = None
for x in nonna:
if mask is None:
# numpy elementwise comparison warning
if is_numeric_v_string_like(arr, x):
mask = False
else:
mask = arr == x
# if x is a string and arr is not, then we get False and we must
# expand the mask to size arr.shape
if is_scalar(mask):
mask = np.zeros(arr.shape, dtype=bool)
else:
# numpy elementwise comparison warning
if is_numeric_v_string_like(arr, x):
mask |= False
else:
mask |= arr == x
if na_mask.any():
if mask is None:
mask = isna(arr)
else:
mask |= isna(arr)
return mask
def clean_fill_method(method, allow_nearest=False):
# asfreq is compat for resampling
if method in [None, 'asfreq']:
return None
if isinstance(method, string_types):
method = method.lower()
if method == 'ffill':
method = 'pad'
elif method == 'bfill':
method = 'backfill'
valid_methods = ['pad', 'backfill']
expecting = 'pad (ffill) or backfill (bfill)'
if allow_nearest:
valid_methods.append('nearest')
expecting = 'pad (ffill), backfill (bfill) or nearest'
if method not in valid_methods:
msg = ('Invalid fill method. Expecting {expecting}. Got {method}'
.format(expecting=expecting, method=method))
raise ValueError(msg)
return method
def clean_interp_method(method, **kwargs):
order = kwargs.get('order')
valid = ['linear', 'time', 'index', 'values', 'nearest', 'zero', 'slinear',
'quadratic', 'cubic', 'barycentric', 'polynomial', 'krogh',
'piecewise_polynomial', 'pchip', 'akima', 'spline',
'from_derivatives']
if method in ('spline', 'polynomial') and order is None:
raise ValueError("You must specify the order of the spline or "
"polynomial.")
if method not in valid:
raise ValueError("method must be one of {valid}. Got '{method}' "
"instead.".format(valid=valid, method=method))
return method
def interpolate_1d(xvalues, yvalues, method='linear', limit=None,
limit_direction='forward', limit_area=None, fill_value=None,
bounds_error=False, order=None, **kwargs):
"""
Logic for the 1-d interpolation. The result should be 1-d, inputs
xvalues and yvalues will each be 1-d arrays of the same length.
Bounds_error is currently hardcoded to False since non-scipy ones don't
take it as an argumnet.
"""
# Treat the original, non-scipy methods first.
invalid = isna(yvalues)
valid = ~invalid
if not valid.any():
# have to call np.asarray(xvalues) since xvalues could be an Index
# which can't be mutated
result = np.empty_like(np.asarray(xvalues), dtype=np.float64)
result.fill(np.nan)
return result
if valid.all():
return yvalues
if method == 'time':
if not getattr(xvalues, 'is_all_dates', None):
# if not issubclass(xvalues.dtype.type, np.datetime64):
raise ValueError('time-weighted interpolation only works '
'on Series or DataFrames with a '
'DatetimeIndex')
method = 'values'
valid_limit_directions = ['forward', 'backward', 'both']
limit_direction = limit_direction.lower()
if limit_direction not in valid_limit_directions:
msg = ('Invalid limit_direction: expecting one of {valid!r}, '
'got {invalid!r}.')
raise ValueError(msg.format(valid=valid_limit_directions,
invalid=limit_direction))
if limit_area is not None:
valid_limit_areas = ['inside', 'outside']
limit_area = limit_area.lower()
if limit_area not in valid_limit_areas:
raise ValueError('Invalid limit_area: expecting one of {}, got '
'{}.'.format(valid_limit_areas, limit_area))
# default limit is unlimited GH #16282
if limit is None:
# limit = len(xvalues)
pass
elif not is_integer(limit):
raise ValueError('Limit must be an integer')
elif limit < 1:
raise ValueError('Limit must be greater than 0')
from pandas import Series
ys = Series(yvalues)
# These are sets of index pointers to invalid values... i.e. {0, 1, etc...
all_nans = set(np.flatnonzero(invalid))
start_nans = set(range(ys.first_valid_index()))
end_nans = set(range(1 + ys.last_valid_index(), len(valid)))
mid_nans = all_nans - start_nans - end_nans
# Like the sets above, preserve_nans contains indices of invalid values,
# but in this case, it is the final set of indices that need to be
# preserved as NaN after the interpolation.
# For example if limit_direction='forward' then preserve_nans will
# contain indices of NaNs at the beginning of the series, and NaNs that
# are more than'limit' away from the prior non-NaN.
# set preserve_nans based on direction using _interp_limit
if limit_direction == 'forward':
preserve_nans = start_nans | set(_interp_limit(invalid, limit, 0))
elif limit_direction == 'backward':
preserve_nans = end_nans | set(_interp_limit(invalid, 0, limit))
else:
# both directions... just use _interp_limit
preserve_nans = set(_interp_limit(invalid, limit, limit))
# if limit_area is set, add either mid or outside indices
# to preserve_nans GH #16284
if limit_area == 'inside':
# preserve NaNs on the outside
preserve_nans |= start_nans | end_nans
elif limit_area == 'outside':
# preserve NaNs on the inside
preserve_nans |= mid_nans
# sort preserve_nans and covert to list
preserve_nans = sorted(preserve_nans)
xvalues = getattr(xvalues, 'values', xvalues)
yvalues = getattr(yvalues, 'values', yvalues)
result = yvalues.copy()
if method in ['linear', 'time', 'index', 'values']:
if method in ('values', 'index'):
inds = np.asarray(xvalues)
# hack for DatetimeIndex, #1646
if needs_i8_conversion(inds.dtype.type):
inds = inds.view(np.int64)
if inds.dtype == np.object_:
inds = lib.maybe_convert_objects(inds)
else:
inds = xvalues
result[invalid] = np.interp(inds[invalid], inds[valid], yvalues[valid])
result[preserve_nans] = np.nan
return result
sp_methods = ['nearest', 'zero', 'slinear', 'quadratic', 'cubic',
'barycentric', 'krogh', 'spline', 'polynomial',
'from_derivatives', 'piecewise_polynomial', 'pchip', 'akima']
if method in sp_methods:
inds = np.asarray(xvalues)
# hack for DatetimeIndex, #1646
if issubclass(inds.dtype.type, np.datetime64):
inds = inds.view(np.int64)
result[invalid] = _interpolate_scipy_wrapper(inds[valid],
yvalues[valid],
inds[invalid],
method=method,
fill_value=fill_value,
bounds_error=bounds_error,
order=order, **kwargs)
result[preserve_nans] = np.nan
return result
def _interpolate_scipy_wrapper(x, y, new_x, method, fill_value=None,
bounds_error=False, order=None, **kwargs):
"""
passed off to scipy.interpolate.interp1d. method is scipy's kind.
Returns an array interpolated at new_x. Add any new methods to
the list in _clean_interp_method
"""
try:
from scipy import interpolate
# TODO: Why is DatetimeIndex being imported here?
from pandas import DatetimeIndex # noqa
except ImportError:
raise ImportError('{method} interpolation requires SciPy'
.format(method=method))
new_x = np.asarray(new_x)
# ignores some kwargs that could be passed along.
alt_methods = {
'barycentric': interpolate.barycentric_interpolate,
'krogh': interpolate.krogh_interpolate,
'from_derivatives': _from_derivatives,
'piecewise_polynomial': _from_derivatives,
}
if getattr(x, 'is_all_dates', False):
# GH 5975, scipy.interp1d can't hande datetime64s
x, new_x = x._values.astype('i8'), new_x.astype('i8')
if method == 'pchip':
try:
alt_methods['pchip'] = interpolate.pchip_interpolate
except AttributeError:
raise ImportError("Your version of Scipy does not support "
"PCHIP interpolation.")
elif method == 'akima':
try:
from scipy.interpolate import Akima1DInterpolator # noqa
alt_methods['akima'] = _akima_interpolate
except ImportError:
raise ImportError("Your version of Scipy does not support "
"Akima interpolation.")
interp1d_methods = ['nearest', 'zero', 'slinear', 'quadratic', 'cubic',
'polynomial']
if method in interp1d_methods:
if method == 'polynomial':
method = order
terp = interpolate.interp1d(x, y, kind=method, fill_value=fill_value,
bounds_error=bounds_error)
new_y = terp(new_x)
elif method == 'spline':
# GH #10633
if not order:
raise ValueError("order needs to be specified and greater than 0")
terp = interpolate.UnivariateSpline(x, y, k=order, **kwargs)
new_y = terp(new_x)
else:
# GH 7295: need to be able to write for some reason
# in some circumstances: check all three
if not x.flags.writeable:
x = x.copy()
if not y.flags.writeable:
y = y.copy()
if not new_x.flags.writeable:
new_x = new_x.copy()
method = alt_methods[method]
new_y = method(x, y, new_x, **kwargs)
return new_y
def _from_derivatives(xi, yi, x, order=None, der=0, extrapolate=False):
"""
Convenience function for interpolate.BPoly.from_derivatives
Construct a piecewise polynomial in the Bernstein basis, compatible
with the specified values and derivatives at breakpoints.
Parameters
----------
xi : array_like
sorted 1D array of x-coordinates
yi : array_like or list of array-likes
yi[i][j] is the j-th derivative known at xi[i]
orders : None or int or array_like of ints. Default: None.
Specifies the degree of local polynomials. If not None, some
derivatives are ignored.
der : int or list
How many derivatives to extract; None for all potentially nonzero
derivatives (that is a number equal to the number of points), or a
list of derivatives to extract. This numberincludes the function
value as 0th derivative.
extrapolate : bool, optional
Whether to extrapolate to ouf-of-bounds points based on first and last
intervals, or to return NaNs. Default: True.
See Also
--------
scipy.interpolate.BPoly.from_derivatives
Returns
-------
y : scalar or array_like
The result, of length R or length M or M by R,
"""
import scipy
from scipy import interpolate
if LooseVersion(scipy.__version__) < LooseVersion('0.18.0'):
try:
method = interpolate.piecewise_polynomial_interpolate
return method(xi, yi.reshape(-1, 1), x,
orders=order, der=der)
except AttributeError:
pass
# return the method for compat with scipy version & backwards compat
method = interpolate.BPoly.from_derivatives
m = method(xi, yi.reshape(-1, 1),
orders=order, extrapolate=extrapolate)
return m(x)
def _akima_interpolate(xi, yi, x, der=0, axis=0):
"""
Convenience function for akima interpolation.
xi and yi are arrays of values used to approximate some function f,
with ``yi = f(xi)``.
See `Akima1DInterpolator` for details.
Parameters
----------
xi : array_like
A sorted list of x-coordinates, of length N.
yi : array_like
A 1-D array of real values. `yi`'s length along the interpolation
axis must be equal to the length of `xi`. If N-D array, use axis
parameter to select correct axis.
x : scalar or array_like
Of length M.
der : int or list, optional
How many derivatives to extract; None for all potentially
nonzero derivatives (that is a number equal to the number
of points), or a list of derivatives to extract. This number
includes the function value as 0th derivative.
axis : int, optional
Axis in the yi array corresponding to the x-coordinate values.
See Also
--------
scipy.interpolate.Akima1DInterpolator
Returns
-------
y : scalar or array_like
The result, of length R or length M or M by R,
"""
from scipy import interpolate
try:
P = interpolate.Akima1DInterpolator(xi, yi, axis=axis)
except TypeError:
# Scipy earlier than 0.17.0 missing axis
P = interpolate.Akima1DInterpolator(xi, yi)
if der == 0:
return P(x)
elif interpolate._isscalar(der):
return P(x, der=der)
else:
return [P(x, nu) for nu in der]
def interpolate_2d(values, method='pad', axis=0, limit=None, fill_value=None,
dtype=None):
""" perform an actual interpolation of values, values will be make 2-d if
needed fills inplace, returns the result
"""
transf = (lambda x: x) if axis == 0 else (lambda x: x.T)
# reshape a 1 dim if needed
ndim = values.ndim
if values.ndim == 1:
if axis != 0: # pragma: no cover
raise AssertionError("cannot interpolate on a ndim == 1 with "
"axis != 0")
values = values.reshape(tuple((1,) + values.shape))
if fill_value is None:
mask = None
else: # todo create faster fill func without masking
mask = mask_missing(transf(values), fill_value)
method = clean_fill_method(method)
if method == 'pad':
values = transf(pad_2d(
transf(values), limit=limit, mask=mask, dtype=dtype))
else:
values = transf(backfill_2d(
transf(values), limit=limit, mask=mask, dtype=dtype))
# reshape back
if ndim == 1:
values = values[0]
return values
def _interp_wrapper(f, wrap_dtype, na_override=None):
def wrapper(arr, mask, limit=None):
view = arr.view(wrap_dtype)
f(view, mask, limit=limit)
return wrapper
_pad_1d_datetime = _interp_wrapper(algos.pad_inplace_int64, np.int64)
_pad_2d_datetime = _interp_wrapper(algos.pad_2d_inplace_int64, np.int64)
_backfill_1d_datetime = _interp_wrapper(algos.backfill_inplace_int64, np.int64)
_backfill_2d_datetime = _interp_wrapper(algos.backfill_2d_inplace_int64,
np.int64)
def pad_1d(values, limit=None, mask=None, dtype=None):
if dtype is None:
dtype = values.dtype
_method = None
if is_float_dtype(values):
name = 'pad_inplace_{name}'.format(name=dtype.name)
_method = getattr(algos, name, None)
elif is_datetime64_dtype(dtype) or is_datetime64tz_dtype(dtype):
_method = _pad_1d_datetime
elif is_integer_dtype(values):
values = _ensure_float64(values)
_method = algos.pad_inplace_float64
elif values.dtype == np.object_:
_method = algos.pad_inplace_object
if _method is None:
raise ValueError('Invalid dtype for pad_1d [{name}]'
.format(name=dtype.name))
if mask is None:
mask = isna(values)
mask = mask.view(np.uint8)
_method(values, mask, limit=limit)
return values
def backfill_1d(values, limit=None, mask=None, dtype=None):
if dtype is None:
dtype = values.dtype
_method = None
if is_float_dtype(values):
name = 'backfill_inplace_{name}'.format(name=dtype.name)
_method = getattr(algos, name, None)
elif is_datetime64_dtype(dtype) or is_datetime64tz_dtype(dtype):
_method = _backfill_1d_datetime
elif is_integer_dtype(values):
values = _ensure_float64(values)
_method = algos.backfill_inplace_float64
elif values.dtype == np.object_:
_method = algos.backfill_inplace_object
if _method is None:
raise ValueError('Invalid dtype for backfill_1d [{name}]'
.format(name=dtype.name))
if mask is None:
mask = isna(values)
mask = mask.view(np.uint8)
_method(values, mask, limit=limit)
return values
def pad_2d(values, limit=None, mask=None, dtype=None):
if dtype is None:
dtype = values.dtype
_method = None
if is_float_dtype(values):
name = 'pad_2d_inplace_{name}'.format(name=dtype.name)
_method = getattr(algos, name, None)
elif is_datetime64_dtype(dtype) or is_datetime64tz_dtype(dtype):
_method = _pad_2d_datetime
elif is_integer_dtype(values):
values = _ensure_float64(values)
_method = algos.pad_2d_inplace_float64
elif values.dtype == np.object_:
_method = algos.pad_2d_inplace_object
if _method is None:
raise ValueError('Invalid dtype for pad_2d [{name}]'
.format(name=dtype.name))
if mask is None:
mask = isna(values)
mask = mask.view(np.uint8)
if np.all(values.shape):
_method(values, mask, limit=limit)
else:
# for test coverage
pass
return values
def backfill_2d(values, limit=None, mask=None, dtype=None):
if dtype is None:
dtype = values.dtype
_method = None
if is_float_dtype(values):
name = 'backfill_2d_inplace_{name}'.format(name=dtype.name)
_method = getattr(algos, name, None)
elif is_datetime64_dtype(dtype) or is_datetime64tz_dtype(dtype):
_method = _backfill_2d_datetime
elif is_integer_dtype(values):
values = _ensure_float64(values)
_method = algos.backfill_2d_inplace_float64
elif values.dtype == np.object_:
_method = algos.backfill_2d_inplace_object
if _method is None:
raise ValueError('Invalid dtype for backfill_2d [{name}]'
.format(name=dtype.name))
if mask is None:
mask = isna(values)
mask = mask.view(np.uint8)
if np.all(values.shape):
_method(values, mask, limit=limit)
else:
# for test coverage
pass
return values
_fill_methods = {'pad': pad_1d, 'backfill': backfill_1d}
def get_fill_func(method):
method = clean_fill_method(method)
return _fill_methods[method]
def clean_reindex_fill_method(method):
return clean_fill_method(method, allow_nearest=True)
def fill_zeros(result, x, y, name, fill):
"""
if this is a reversed op, then flip x,y
if we have an integer value (or array in y)
and we have 0's, fill them with the fill,
return the result
mask the nan's from x
"""
if fill is None or is_float_dtype(result):
return result
if name.startswith(('r', '__r')):
x, y = y, x
is_variable_type = (hasattr(y, 'dtype') or hasattr(y, 'type'))
is_scalar_type = is_scalar(y)
if not is_variable_type and not is_scalar_type:
return result
if is_scalar_type:
y = np.array(y)
if is_integer_dtype(y):
if (y == 0).any():
# GH 7325, mask and nans must be broadcastable (also: PR 9308)
# Raveling and then reshaping makes np.putmask faster
mask = ((y == 0) & ~np.isnan(result)).ravel()
shape = result.shape
result = result.astype('float64', copy=False).ravel()
np.putmask(result, mask, fill)
# if we have a fill of inf, then sign it correctly
# (GH 6178 and PR 9308)
if np.isinf(fill):
signs = np.sign(y if name.startswith(('r', '__r')) else x)
negative_inf_mask = (signs.ravel() < 0) & mask
np.putmask(result, negative_inf_mask, -fill)
if "floordiv" in name: # (PR 9308)
nan_mask = ((y == 0) & (x == 0)).ravel()
np.putmask(result, nan_mask, np.nan)
result = result.reshape(shape)
return result
def mask_zero_div_zero(x, y, result, copy=False):
"""
Set results of 0 / 0 or 0 // 0 to np.nan, regardless of the dtypes
of the numerator or the denominator.
Parameters
----------
x : ndarray
y : ndarray
result : ndarray
copy : bool (default False)
Whether to always create a new array or try to fill in the existing
array if possible.
Returns
-------
filled_result : ndarray
Examples
--------
>>> x = np.array([1, 0, -1], dtype=np.int64)
>>> y = 0 # int 0; numpy behavior is different with float
>>> result = x / y
>>> result # raw numpy result does not fill division by zero
array([0, 0, 0])
>>> mask_zero_div_zero(x, y, result)
array([ inf, nan, -inf])
"""
if is_scalar(y):
y = np.array(y)
zmask = y == 0
if zmask.any():
shape = result.shape
nan_mask = (zmask & (x == 0)).ravel()
neginf_mask = (zmask & (x < 0)).ravel()
posinf_mask = (zmask & (x > 0)).ravel()
if nan_mask.any() or neginf_mask.any() or posinf_mask.any():
# Fill negative/0 with -inf, positive/0 with +inf, 0/0 with NaN
result = result.astype('float64', copy=copy).ravel()
np.putmask(result, nan_mask, np.nan)
np.putmask(result, posinf_mask, np.inf)
np.putmask(result, neginf_mask, -np.inf)
result = result.reshape(shape)
return result
def dispatch_missing(op, left, right, result):
"""
Fill nulls caused by division by zero, casting to a diffferent dtype
if necessary.
Parameters
----------
op : function (operator.add, operator.div, ...)
left : object (Index for non-reversed ops)
right : object (Index fof reversed ops)
result : ndarray
Returns
-------
result : ndarray
"""
opstr = '__{opname}__'.format(opname=op.__name__).replace('____', '__')
if op in [operator.truediv, operator.floordiv,
getattr(operator, 'div', None)]:
result = mask_zero_div_zero(left, right, result)
elif op is operator.mod:
result = fill_zeros(result, left, right, opstr, np.nan)
elif op is divmod:
res0 = mask_zero_div_zero(left, right, result[0])
res1 = fill_zeros(result[1], left, right, opstr, np.nan)
result = (res0, res1)
return result
def _interp_limit(invalid, fw_limit, bw_limit):
"""
Get indexers of values that won't be filled
because they exceed the limits.
Parameters
----------
invalid : boolean ndarray
fw_limit : int or None
forward limit to index
bw_limit : int or None
backward limit to index
Returns
-------
set of indexers
Notes
-----
This is equivalent to the more readable, but slower
.. code-block:: python
for x in np.where(invalid)[0]:
if invalid[max(0, x - fw_limit):x + bw_limit + 1].all():
yield x
"""
# handle forward first; the backward direction is the same except
# 1. operate on the reversed array
# 2. subtract the returned indicies from N - 1
N = len(invalid)
f_idx = set()
b_idx = set()
def inner(invalid, limit):
limit = min(limit, N)
windowed = _rolling_window(invalid, limit + 1).all(1)
idx = (set(np.where(windowed)[0] + limit) |
set(np.where((~invalid[:limit + 1]).cumsum() == 0)[0]))
return idx
if fw_limit is not None:
if fw_limit == 0:
f_idx = set(np.where(invalid)[0])
else:
f_idx = inner(invalid, fw_limit)
if bw_limit is not None:
if bw_limit == 0:
# then we don't even need to care about backwards
# just use forwards
return f_idx
else:
b_idx = list(inner(invalid[::-1], bw_limit))
b_idx = set(N - 1 - np.asarray(b_idx))
if fw_limit == 0:
return b_idx
return f_idx & b_idx
def _rolling_window(a, window):
"""
[True, True, False, True, False], 2 ->
[
[True, True],
[True, False],
[False, True],
[True, False],
]
"""
# https://stackoverflow.com/a/6811241
shape = a.shape[:-1] + (a.shape[-1] - window + 1, window)
strides = a.strides + (a.strides[-1],)
return np.lib.stride_tricks.as_strided(a, shape=shape, strides=strides)
Reference in a new issue Copy permalink