Calculating intermittent average - python

I have a huge dataframe with a lot of zero values. And, I want to calculate the average of the numbers between the zero values. To make it simple, the data shows for example 10 consecutive values then it renders zeros then values again. I just want to tell python to calculate the average of each patch of the data.
The pic shows an example

first of all I'm a little bit confused why you are using a DataFrame. This is more likely being stored in a pd.Series while I would suggest storing numeric data in an numpy array. Assuming that you are having a pd.Series in front of you and you are trying to calculate the moving average between two consecutive points, there are two approaches you can follow.
zero-paddding for the last integer:
assuming circularity and taking the average between the first and the last value
Here is the expected code:
import numpy as np
import pandas as pd
data_series = pd.Series([0,0,0.76231, 0.77669,0,0,0,0,0,0,0,0,0.66772, 1.37964, 2.11833, 2.29178, 0,0,0,0,0])
np_array = np.array(data_series)
#assuming zero_padding
np_array_zero_pad = np.hstack((np_array, 0))
mvavrg_zeropad = [np.mean([np_array_zero_pad[i], np_array_zero_pad[i+1]]) for i in range(len(np_array_zero_pad)-1)]
#asssuming circularity
np_array_circ_arr = np.hstack((np_array, np_array[-1]))
np_array_circ_arr = [np.mean([np_array_circ_arr[i], np_array_circ_arr[i+1]]) for i in range(len(np_array_circ_arr)-1)]

Related

Enumerating through a list of data to find averages, but the lines aren't just numbers

I am new to Python. I am enumerating through a large list of data, as shown below, and would like to find the mean of every line.
for index, line in enumerate (data):
#calculate the mean
However, the lines of this particular set of data are as such:
[array([[2.3325655e-10, 2.4973504e-10],
[1.3025138e-10, 1.3025231e-10]], dtype=float32)].
I would like to find the mean of both 2x1s separately, then the average of both means, so it outputs a single number.
Thanks in advance.
You probably do not need to enumerate through the list to achieve what you want. You can do it in two steps using list comprehension.
For example,
data = [[2.3325655e-10, 2.4973504e-10],
[1.3025138e-10, 1.3025231e-10]]
# Calculate the average for 2X1s or each row
avgs_along_x = [sum(line)/len(line) for line in data]
# Calculate the average along y
avg_along_y = sum(avgs_along_x)/len(avgs_along_x)
There are other ways to calculate the mean of a list in python. You can read about them here.
If you are using numpy this can be done in one line.
import numpy as np
np.average(data, 1) # calculate the mean along x-axes denoted as 1
# To get what you want, we can pass tuples of axes.
np.average(data, (1,0))

python efficiently applying function over multiple arrays

(new to python so I apologize if this question is basic)
Say I create a function that will calculate some equation
def plot_ev(accuracy,tranChance,numChoices,reward):
ev=(reward-numChoices)*1-np.power((1-accuracy),numChoices)*tranChance)
return ev
accuracy, tranChance, and numChoices are each float arrays
e.g.
accuracy=np.array([.6,.7,.8])
tranChance=np.array([.6,.7,8])
numChoices=np.array([2,.3,4])
how would I run and plot plot_ev over my 3 arrays so that I end up with an output that has all combinations of elements (ideally not running 3 forloops)
ideally i would have a single plot showing the output of all combinations (1st element from accuracy with all elements from transChance and numChoices, 2nd element from accuracy with all elements from transChance and numChoices and so on )
thanks in advance!
Use numpy.meshgrid to make an array of all the combinations of values of the three variables.
products = np.array(np.meshgrid(accuracy, tranChance, numChoices)).T.reshape(-1, 3)
Then transpose this again and extract three longer arrays with the values of the three variables in every combination:
accuracy_, tranChance_, numChoices_ = products.T
Your function contains only operations that can be carried out on numpy arrays, so you can then simply feed these arrays as parameters into the function:
reward = ?? # you need to set the reward value
results = plot_ev(accuracy_, tranChance_, numChoices_, reward)
Alternatively consider using a pandas dataframe which will provide clearer labeling of the columns.
import pandas as pd
df = pd.DataFrame(products, columns=["accuracy", "tranChance", "numChoices"])
df["ev"] = plot_ev(df["accuracy"], df["tranChance"], df["numChoices"], reward)

Pandas Dataframe: Change each value's ones-digit

I am writing unit tests for 2 data frames to test for equality by converting them to dictionaries and using unittest's assertDictEqual(). The context is that I'm converting Excel functions to Python but due to their different rounding system, some values are off by merely +/- 1
I've attempted to use the DF.round(-1) to round to the nearest 10th but due to the +/- 1, some numbers may round the opposite way so for example 15 would round up but 14 would round down and the test would fail. All values in the 12x20 data frame are integers
What I'm looking for (feel free to suggest any alternate solution):
A CLEAN way to test for approximate equality of data frames or nested dictionaries
or a way to make the ones-digit of each element '0' to avoid the rounding issue
Thank you, and please let me know if any additional context is required. Due to confidentiality issues and my NDA (non-disclosure agreement), I cannot share the code but I can formulate an example if necessary
You could take the element-wise absolute difference between the two DataFrames and check that all values are below a certain tolerance (in your case 1). For example, we can create two DataFrames with values in the interval [0.0, 1.0).
import numpy as np
import pandas as pd
np.random.seed(42)
## df2 are 10x10 arrays with values in the interval [0.0, 1.0)
df1 = pd.DataFrame(np.random.random_sample((10,10)))
df2 = pd.DataFrame(np.random.random_sample((10,10)))
Then the following should return True:
(abs(df2-df1) < 1).all(axis=None)
And you can write an assert statement like:
assert((abs(df2-df1) < 1).all(axis=None) == True)
I'm not 100 pourcent sure I got what you are trying to do but why not just divide by 10 to lose the last digit that is bothering you?
division with "//" will keep only the significant numbers. You can then multiply by ten if you want to keep the overall number size.

How to run different functions in different parts of a dataframe in python?

I have a dataframe(df).
I need to find the standard deviation dataframe from this one.For the first row I want to use the traditional variance formula.
sum of the(x - x(mean))/n
and from second row(=i) I want to use the following formula
lamb*(variance of first row) + (1-lamb)* (first row of returns)^2
※by first row, I meant the previous row.
# Generate Sample Dataframe
import numpy as np
import pandas as pd
df=pd.Dataframe({'a':range(1,7),
'b':[x**2 for x in range(1,7)],
'c':[x**3 for x in range(1,7)]})
# Generate return Dataframe
returns=df.pct_change()
# Generate new Zero dataframe
d=pd.DataFrame(0,index=np.arange(len(returns)),columns=returns.columns)
#populate first row
lamb=0.94
d.iloc[0]=list(returns.var())
Now my question is how to populated the second row till the end using the second formula?
It should be something like
d[1:].agg(lambda x: lamb*x.shift(-1)+(1-lamb)*returns[:2]
but it obviously returned a long error.
Could you please help?
for i in range(1,len(d)):
d.iloc[i].apply(lambda x: lamb*d.iloc[i-1] + (1-lamb)*returns.iloc[i-1])
I'm not completely sure if this gives the right answer but it wont throw an error. But try using apply, for loop and .iloc for iterating over rows and this should do the job for you if you use the correct formula.

Pandas - expanding inverse quantile function

I have a dataframe of values:
df = pd.DataFrame(np.random.uniform(0,1,(500,2)), columns = ['a', 'b'])
>>> print df
a b
1 0.277438 0.042671
.. ... ...
499 0.570952 0.865869
[500 rows x 2 columns]
I want to transform this by replacing the values with their percentile, where the percentile is taken over the distribution of all values in prior rows. i.e., if you do df.T.unstack(), it would be a pure expanding sample. This might be more intuitive if you think of the index as a DatetimeIndex, and I'm asking to take the expanding percentile over the entire cross-sectional history.
So the goal is this guy:
a b
0 99 99
.. .. ..
499 58 84
(Ideally I'd like to take the distribution of a value over the set of all values in all rows before and including that row, so not exactly an expanding percentile; but if we can't get that, that's fine.)
I have one really ugly way of doing this, where I transpose and unstack the dataframe, generate a percentile mask, and overlay that mask on the dataframe using a for loop to get the percentiles:
percentile_boundaries_over_time = pd.DataFrame({integer:
pd.expanding_quantile(df.T.unstack(), integer/100.0)
for integer in range(0,101,1)})
percentile_mask = pd.Series(index = df.unstack().unstack().unstack().index)
for integer in range(0,100,1):
percentile_mask[(df.unstack().unstack().unstack() >= percentile_boundaries_over_time[integer]) &
(df.unstack().unstack().unstack() <= percentile_boundaries_over_time[integer+1])] = integer
I've been trying to get something faster to work, using scipy.stats.percentileofscore() and pd.expanding_apply(), but it's not giving the correct output and I'm driving myself insane trying to figure out why. This is what I've been playing with:
perc = pd.expanding_apply(df, lambda x: stats.percentileofscore(x, x[-1], kind='weak'))
Does anyone have any thoughts on why this gives incorrect output? Or a faster way to do this whole exercise? Any and all help much appreciated!
As several other commenters have pointed out, computing percentiles for each row likely involves sorting the data each time. This will probably be the case for any current pre-packaged solution, including pd.DataFrame.rank or scipy.stats.percentileofscore. Repeatedly sorting is wasteful and computationally intensive, so we want a solution that minimizes that.
Taking a step back, finding the inverse-quantile of a value relative to an existing data set is analagous to finding the position we would insert that value into the data set if it were sorted. The issue is that we also have an expanding set of data. Thankfully, some sorting algorithms are extremely fast with dealing with mostly sorted data (and inserting a small number of unsorted elements). Hence our strategy is to maintain our own array of sorted data, and with each row iteration, add it to our existing list and query their positions in the newly expanded sorted set. The latter operation is also fast given that the data is sorted.
I think insertion sort would be the fastest sort for this, but its performance will probably be slower in Python than any native NumPy sort. Merge sort seems to be the best of the available options in NumPy. An ideal solution would involve writing some Cython, but using our above strategy with NumPy gets us most of the way.
This is a hand-rolled solution:
def quantiles_by_row(df):
""" Reconstruct a DataFrame of expanding quantiles by row """
# Construct skeleton of DataFrame what we'll fill with quantile values
quantile_df = pd.DataFrame(np.NaN, index=df.index, columns=df.columns)
# Pre-allocate numpy array. We only want to keep the non-NaN values from our DataFrame
num_valid = np.sum(~np.isnan(df.values))
sorted_array = np.empty(num_valid)
# We want to maintain that sorted_array[:length] has data and is sorted
length = 0
# Iterates over ndarray rows
for i, row_array in enumerate(df.values):
# Extract non-NaN numpy array from row
row_is_nan = np.isnan(row_array)
add_array = row_array[~row_is_nan]
# Add new data to our sorted_array and sort.
new_length = length + len(add_array)
sorted_array[length:new_length] = add_array
length = new_length
sorted_array[:length].sort(kind="mergesort")
# Query the relative positions, divide by length to get quantiles
quantile_row = np.searchsorted(sorted_array[:length], add_array, side="left").astype(np.float) / length
# Insert values into quantile_df
quantile_df.iloc[i][~row_is_nan] = quantile_row
return quantile_df
Based on the data that bhalperin provided (offline), this solution is up to 10x faster.
One final comment: np.searchsorted has options for 'left' and 'right' which determines whether you want your prospective inserted position to be the first or last suitable position possible. This matters if you have a lot of duplicates in your data. A more accurate version of the above solution will take the average of 'left' and 'right':
# Query the relative positions, divide to get quantiles
left_rank_row = np.searchsorted(sorted_array[:length], add_array, side="left")
right_rank_row = np.searchsorted(sorted_array[:length], add_array, side="right")
quantile_row = (left_rank_row + right_rank_row).astype(np.float) / (length * 2)
Yet not quite clear, but do you want a cumulative sum divided by total?
norm = 100.0/df.a.sum()
df['cum_a'] = df.a.cumsum()
df['cum_a'] = df.cum_a * norm
ditto for b
Here's an attempt to implement your 'percentile over the set of all values in all rows before and including that row' requirement. stats.percentileofscore seems to act up when given 2D data, so squeezeing seems to help in getting correct results:
a_percentile = pd.Series(np.nan, index=df.index)
b_percentile = pd.Series(np.nan, index=df.index)
for current_index in df.index:
preceding_rows = df.loc[:current_index, :]
# Combine values from all columns into a single 1D array
# * 2 should be * N if you have N columns
combined = preceding_rows.values.reshape((1, len(preceding_rows) *2)).squeeze()
a_percentile[current_index] = stats.percentileofscore(
combined,
df.loc[current_index, 'a'],
kind='weak'
)
b_percentile[current_index] = stats.percentileofscore(
combined,
df.loc[current_index, 'b'],
kind='weak'
)

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