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How to select list elements based on crteria from other lists

I am new to Python, coming from SciLab (an open source MatLab ersatz), which I am using as a toolbox for my analyses (test data analysis, reliability, acoustics, ...); I am definitely not a computer science lad.
I have data in the form of lists of same length (vectors of same size in SciLab).
I use some of them as parameter in order to select data from another one; e.g.
t_v = [1:10]; // a parameter vector
p_v = [20:29]; another parameter vector
res_v(t_v > 5 & p_v < 28); // are the res_v vector elements of which "corresponding" p_v and t_v values comply with my criteria; i can use it for analyses.
This is very direct and simple in SciLab; I did not find the way to achieve the same with Python, either "Pythonically" or simply translated.
Any idea that could help me, please?
Have a nice day,
Patrick.

You could use numpy arrays. It's easy:
import numpy as np
par1 = np.array([1,1,5,5,5,1,1])
par2 = np.array([-1,1,1,-1,1,1,1])
data = np.array([1,2,3,4,5,6,7])
print(par1)
print(par2)
print(data)
bool_filter = (par1[:]>1) & (par2[:]<0)
# example to do it directly in the array
filtered_data = data[ par1[:]>1 ]
print( filtered_data )
#filtering with the two parameters
filtered_data_twice = data[ bool_filter==True ]
print( filtered_data_twice )
output:
[1 1 5 5 5 1 1]
[-1 1 1 -1 1 1 1]
[1 2 3 4 5 6 7]
[3 4 5]
[4]
Note that it does not keep the same number of elements.

Here's my modified solution according to your last comment.
t_v = list(range(1,10))
p_v = list(range(20,29))
res_v = list(range(30,39))
def first_idex_greater_than(search_number, lst):
for count, number in enumerate(lst):
if number > search_number:
return count
def first_idex_lower_than(search_number, lst):
for count, number in enumerate(lst[::-1]):
if number < search_number:
return len(lst) - count # since I searched lst from top to bottom,
# I need to also reverse count
t_v_index = first_idex_greater_than(5, t_v)
p_v_index = first_idex_lower_than(28, p_v)
print(res_v[min(t_v_index, p_v_index):max(t_v_index, p_v_index)])
It returns an array [35, 36, 37].
I'm sure you can optimize it better according to your needs.

The problem statement is not clearly defined, but this is what I interpret to be a likely solution.
import pandas as pd
tv = list(range(1, 11))
pv = list(range(20, 30))
res = list(range(30, 40))
df = pd.DataFrame({'tv': tv, 'pv': pv, 'res': res})
print(df)
def criteria(row, col1, a, col2, b):
if (row[col1] > a) & (row[col2] < b):
return True
else:
return False
df['select'] = df.apply(lambda row: criteria(row, 'tv', 5, 'pv', 28), axis=1)
selected_res = df.loc[df['select']]['res'].tolist()
print(selected_res)
# ... or another way ..
print(df.loc[(df.tv > 5) & (df.pv < 28)]['res'])
This produces a dataframe where each column is the original lists, and applies a selection criteria, based on columns tv and pv to identify the rows in which the criteria, applied dependently to the 2 lists, is satisfied (or not), and then creates a new column of booleans identifying the rows where the criteria is either True or False.
[35, 36, 37]
5 35
6 36
7 37

Add a value in a column as a function of the timestamp and another column

The title may not be very clear, but with an example I hope it would make some sense.
I would like to create an output column (called "outputTics"), and put a 1 in it 0.21 seconds after a 1 appears in the "inputTics" column.
As you see, there is no value 0.21 seconds exactly after another value, so I'll put the 1 in the outputTics column two rows after : an example would be at the index 3, there is a 1 at 11.4 seconds so I'm putting an 1 in the output column at 11.6 seconds
If there is a 1 in the "inputTics" column 0.21 second of earlier, do not put a one in the output column : an example would be at the index 1 in the input column
Here is an example of the red column I would like to create.
Here is the code to create the dataframe :
A = pd.DataFrame({"Timestamp":[11.1,11.2,11.3,11.4,11.5,11.6,11.7,11.8,11.9,12.0,12.1,12.2,12.3,12.4,12.5,12.6,12.7,12.8,12.9,13.0],
"inputTics":[0,1,0,1,0,0,0,1,0,0,0,1,1,0,0,0,0,1,1,1],
"outputTics":[0,0,0,0,0,1,0,0,0,1,0,0,0,0,1,0,0,0,0,0]})
You can use pd.Timedelta if you can to avoid python rounded numbers if you want

Create the column with zeros.
df['outputTics'] = 0
Define a function set_output_tic in the following manner
def set_output_tic(row):
if row['inputTics'] == 0:
return 0
index = df[df == row].dropna().index
# check for a 1 in input within 0.11 seconds
t = row['Timestamp'] + pd.TimeDelta(seconds = 0.11)
indices = df[df.Timestamp <= t].index
c = 0
for i in indices:
if df.loc[i,'inputTics'] == 0:
c = c + 1
else:
c = 0
break
if c > 0:
df.loc[indices[-1] + 1, 'outputTics'] = 1
return 0
then call the above function using df.apply
temp = df.apply(set_output_tic, axis = 1) # temp is practically useless

This was actually kinda tricky, but by playing with indices in numpy you can do it.
# Set timestamp as index for a moment
A = A.set_index(['Timestamp'])
# Find the timestamp indices of inputTics and add your 0.11
input_indices = A[A['inputTics']==1].index + 0.11
# Iterate through the indices and find the indices to update outputTics
output_indices = []
for ii in input_indices:
# Compare indices to full dataframe's timestamps
# and return index of nearest timestamp
oi = np.argmax((A.index - ii)>=0)
output_indices.append(oi)
# Create column of output ticks with 1s in the right place
output_tics = np.zeros(len(A))
output_tics[output_indices] = 1
# Add it to dataframe
A['outputTics'] = outputTics
# Add condition that if inputTics is 1, outputTics is 0
A['outputTics'] = A['outputTics'] - A['inputTics']
# Clean up negative values
A[A['outputTic']<0] = 0
# The first row becomes 1 because of indexing; change to 0
A = A.reset_index()
A.at[0, 'outputTics'] = 0

Performance enhancement of ranking function by replacement of lambda x with vectorization

I have a ranking function that I apply to a large number of columns of several million rows which takes minutes to run. By removing all of the logic preparing the data for application of the .rank( method, i.e., by doing this:
ranked = df[['period_id', 'sector_name'] + to_rank].groupby(['period_id', 'sector_name']).transform(lambda x: (x.rank(ascending = True) - 1)*100/len(x))
I managed to get this down to seconds. However, I need to retain my logic, and am struggling to restructure my code: ultimately, the largest bottleneck is my double use of lambda x:, but clearly other aspects are slowing things down (see below). I have provided a sample data frame, together with my ranking functions below, i.e. an MCVE. Broadly, I think that my questions boil down to:
(i) How can one replace the .apply(lambda x usage in the code with a fast, vectorized equivalent? (ii) How can one loop over multi-indexed, grouped, data frames and apply a function? in my case, to each unique combination of the date_id and category columns.
(iii) What else can I do to speed up my ranking logic? the main overhead seems to be in .value_counts(). This overlaps with (i) above; perhaps one can do most of this logic on df, perhaps via construction of temporary columns, before sending for ranking. Similarly, can one rank the sub-dataframe in one call?
(iv) Why use pd.qcut() rather than df.rank()? the latter is cythonized and seems to have more flexible handling of ties, but I cannot see a comparison between the two, and pd.qcut() seems most widely used.
Sample input data is as follows:
import pandas as pd
import numpy as np
import random
to_rank = ['var_1', 'var_2', 'var_3']
df = pd.DataFrame({'var_1' : np.random.randn(1000), 'var_2' : np.random.randn(1000), 'var_3' : np.random.randn(1000)})
df['date_id'] = np.random.choice(range(2001, 2012), df.shape[0])
df['category'] = ','.join(chr(random.randrange(97, 97 + 4 + 1)).upper() for x in range(1,df.shape[0]+1)).split(',')
The two ranking functions are:
def rank_fun(df, to_rank): # calls ranking function f(x) to rank each category at each date
#extra data tidying logic here beyond scope of question - can remove
ranked = df[to_rank].apply(lambda x: f(x))
return ranked
def f(x):
nans = x[np.isnan(x)] # Remove nans as these will be ranked with 50
sub_df = x.dropna() #
nans_ranked = nans.replace(np.nan, 50) # give nans rank of 50
if len(sub_df.index) == 0: #check not all nan. If no non-nan data, then return with rank 50
return nans_ranked
if len(sub_df.unique()) == 1: # if all data has same value, return rank 50
sub_df[:] = 50
return sub_df
#Check that we don't have too many clustered values, such that we can't bin due to overlap of ties, and reduce bin size provided we can at least quintile rank.
max_cluster = sub_df.value_counts().iloc[0] #value_counts sorts by counts, so first element will contain the max
max_bins = len(sub_df) / max_cluster
if max_bins > 100: #if largest cluster <1% of available data, then we can percentile_rank
max_bins = 100
if max_bins < 5: #if we don't have the resolution to quintile rank then assume no data.
sub_df[:] = 50
return sub_df
bins = int(max_bins) # bin using highest resolution that the data supports, subject to constraints above (max 100 bins, min 5 bins)
sub_df_ranked = pd.qcut(sub_df, bins, labels=False) #currently using pd.qcut. pd.rank( seems to have extra functionality, but overheads similar in practice
sub_df_ranked *= (100 / bins) #Since we bin using the resolution specified in bins, to convert back to decile rank, we have to multiply by 100/bins. E.g. with quintiles, we'll have scores 1 - 5, so have to multiply by 100 / 5 = 20 to convert to percentile ranking
ranked_df = pd.concat([sub_df_ranked, nans_ranked])
return ranked_df
And the code to call my ranking function and recombine with df is:
# ensure don't get duplicate columns if ranking already executed
ranked_cols = [col + '_ranked' for col in to_rank]
ranked = df[['date_id', 'category'] + to_rank].groupby(['date_id', 'category'], as_index = False).apply(lambda x: rank_fun(x, to_rank))
ranked.columns = ranked_cols
ranked.reset_index(inplace = True)
ranked.set_index('level_1', inplace = True)
df = df.join(ranked[ranked_cols])
I am trying to get this ranking logic as fast as I can, by removing both lambda x calls; I can remove the logic in rank_fun so that only f(x)'s logic is applicable, but I also don't know how to process multi-index dataframes in a vectorized fashion. An additional question would be on differences between pd.qcut( and df.rank(: it seems that both have different ways of dealing with ties, but the overheads seem similar, despite the fact that .rank( is cythonized; perhaps this is misleading, given the main overheads are due to my usage of lambda x.
I ran %lprun on f(x) which gave me the following results, although the main overhead is the use of .apply(lambda x rather than a vectorized approach:
Line # Hits Time Per Hit % Time Line Contents
2 def tst_fun(df, field):
3 1 685 685.0 0.2 x = df[field]
4 1 20726 20726.0 5.8 nans = x[np.isnan(x)]
5 1 28448 28448.0 8.0 sub_df = x.dropna()
6 1 387 387.0 0.1 nans_ranked = nans.replace(np.nan, 50)
7 1 5 5.0 0.0 if len(sub_df.index) == 0:
8 pass #check not empty. May be empty due to nans for first 5 years e.g. no revenue/operating margin data pre 1990
9 return nans_ranked
10
11 1 65559 65559.0 18.4 if len(sub_df.unique()) == 1:
12 sub_df[:] = 50 #e.g. for subranks where all factors had nan so ranked as 50 e.g. in 1990
13 return sub_df
14
15 #Finally, check that we don't have too many clustered values, such that we can't bin, and reduce bin size provided we can at least quintile rank.
16 1 74610 74610.0 20.9 max_cluster = sub_df.value_counts().iloc[0] #value_counts sorts by counts, so first element will contain the max
17 # print(counts)
18 1 9 9.0 0.0 max_bins = len(sub_df) / max_cluster #
19
20 1 3 3.0 0.0 if max_bins > 100:
21 1 0 0.0 0.0 max_bins = 100 #if largest cluster <1% of available data, then we can percentile_rank
22
23
24 1 0 0.0 0.0 if max_bins < 5:
25 sub_df[:] = 50 #if we don't have the resolution to quintile rank then assume no data.
26
27 # return sub_df
28
29 1 1 1.0 0.0 bins = int(max_bins) # bin using highest resolution that the data supports, subject to constraints above (max 100 bins, min 5 bins)
30
31 #should track bin resolution for all data. To add.
32
33 #if get here, then neither nans_ranked, nor sub_df are empty
34 # sub_df_ranked = pd.qcut(sub_df, bins, labels=False)
35 1 160530 160530.0 45.0 sub_df_ranked = (sub_df.rank(ascending = True) - 1)*100/len(x)
36
37 1 5777 5777.0 1.6 ranked_df = pd.concat([sub_df_ranked, nans_ranked])
38
39 1 1 1.0 0.0 return ranked_df

I'd build a function using numpy
I plan on using this within each group defined within a pandas groupby
def rnk(df):
a = df.values.argsort(0)
n, m = a.shape
r = np.arange(a.shape[1])
b = np.empty_like(a)
b[a, np.arange(m)[None, :]] = np.arange(n)[:, None]
return pd.DataFrame(b / n, df.index, df.columns)
gcols = ['date_id', 'category']
rcols = ['var_1', 'var_2', 'var_3']
df.groupby(gcols)[rcols].apply(rnk).add_suffix('_ranked')
var_1_ranked var_2_ranked var_3_ranked
0 0.333333 0.809524 0.428571
1 0.160000 0.360000 0.240000
2 0.153846 0.384615 0.461538
3 0.000000 0.315789 0.105263
4 0.560000 0.200000 0.160000
...
How It Works
Because I know that ranking is related to sorting, I want to use some clever sorting to do this quicker.
numpy's argsort will produce a permutation that can be used to slice the array into a sorted array.
a = np.array([25, 300, 7])
b = a.argsort()
print(b)
[2 0 1]
print(a[b])
[ 7 25 300]
So, instead, I'm going to use the argsort to tell me where the first, second, and third ranked elements are.
# create an empty array that is the same size as b or a
# but these will be ranks, so I want them to be integers
# so I use empty_like(b) because b is the result of
# argsort and is already integers.
u = np.empty_like(b)
# now just like when I sliced a above with a[b]
# I slice u the same way but instead I assign to
# those positions, the ranks I want.
# In this case, I defined the ranks as np.arange(b.size) + 1
u[b] = np.arange(b.size) + 1
print(u)
[2 3 1]
And that was exactly correct. The 7 was in the last position but was our first rank. 300 was in the second position and was our third rank. 25 was in the first position and was our second rank.
Finally, I divide by the number in the rank to get the percentiles. It so happens that because I used zero based ranking np.arange(n), as opposed to one based np.arange(1, n+1) or np.arange(n) + 1 as in our example, I can do the simple division to get the percentiles.
What's left to do is apply this logic to each group. We can do this in pandas with groupby
Some of the missing details include how I use argsort(0) to get independent sorts per column` and that I do some fancy slicing to rearrange each column independently.
Can we avoid the groupby and have numpy do the whole thing?
I'll also take advantage of numba's just in time compiling to speed up some things with njit
from numba import njit
#njit
def count_factor(f):
c = np.arange(f.max() + 2) * 0
for i in f:
c[i + 1] += 1
return c
#njit
def factor_fun(f):
c = count_factor(f)
cc = c[:-1].cumsum()
return c[1:][f], cc[f]
def lexsort(a, f):
n, m = a.shape
f = f * (a.max() - a.min() + 1)
return (f.reshape(-1, 1) + a).argsort(0)
def rnk_numba(df, gcols, rcols):
tups = list(zip(*[df[c].values.tolist() for c in gcols]))
f = pd.Series(tups).factorize()[0]
a = lexsort(np.column_stack([df[c].values for c in rcols]), f)
c, cc = factor_fun(f)
c = c[:, None]
cc = cc[:, None]
n, m = a.shape
r = np.arange(a.shape[1])
b = np.empty_like(a)
b[a, np.arange(m)[None, :]] = np.arange(n)[:, None]
return pd.DataFrame((b - cc) / c, df.index, rcols).add_suffix('_ranked')
How it works
Honestly, this is difficult to process mentally. I'll stick with expanding on what I explained above.
I want to use argsort again to drop rankings into the correct positions. However, I have to contend with the grouping columns. So what I do is compile a list of tuples and factorize them as was addressed in this question here
Now that I have a factorized set of tuples I can perform a modified lexsort that sorts within my factorized tuple groups. This question addresses the lexsort.
A tricky bit remains to be addressed where I must off set the new found ranks by the size of each group so that I get fresh ranks for every group. This is taken care of in the tiny snippet b - cc in the code below. But calculating cc is a necessary component.
So that's some of the high level philosophy. What about #njit?
Note that when I factorize, I am mapping to the integers 0 to n - 1 where n is the number of unique grouping tuples. I can use an array of length n as a convenient way to track the counts.
In order to accomplish the groupby offset, I needed to track the counts and cumulative counts in the positions of those groups as they are represented in the list of tuples or the factorized version of those tuples. I decided to do a linear scan through the factorized array f and count the observations in a numba loop. While I had this information, I'd also produce the necessary information to produce the cumulative offsets I also needed.
numba provides an interface to produce highly efficient compiled functions. It is finicky and you have to acquire some experience to know what is possible and what isn't possible. I decided to numbafy two functions that are preceded with a numba decorator #njit. This coded works just as well without those decorators, but is sped up with them.
Timing
%%timeit
ranked_cols = [col + '_ranked' for col in to_rank]
​
ranked = df[['date_id', 'category'] + to_rank].groupby(['date_id', 'category'], as_index = False).apply(lambda x: rank_fun(x, to_rank))
ranked.columns = ranked_cols
ranked.reset_index(inplace = True)
ranked.set_index('level_1', inplace = True)
1 loop, best of 3: 481 ms per loop
gcols = ['date_id', 'category']
rcols = ['var_1', 'var_2', 'var_3']
%timeit df.groupby(gcols)[rcols].apply(rnk_numpy).add_suffix('_ranked')
100 loops, best of 3: 16.4 ms per loop
%timeit rnk_numba(df, gcols, rcols).head()
1000 loops, best of 3: 1.03 ms per loop

I suggest you try this code. It's 3 times faster than yours, and more clear.
rank function:
def rank(x):
counts = x.value_counts()
bins = int(0 if len(counts) == 0 else x.count() / counts.iloc[0])
bins = 100 if bins > 100 else bins
if bins < 5:
return x.apply(lambda x: 50)
else:
return (pd.qcut(x, bins, labels=False) * (100 / bins)).fillna(50).astype(int)
single thread apply:
for col in to_rank:
df[col + '_ranked'] = df.groupby(['date_id', 'category'])[col].apply(rank)
mulple thread apply:
import sys
from multiprocessing import Pool
def tfunc(col):
return df.groupby(['date_id', 'category'])[col].apply(rank)
pool = Pool(len(to_rank))
result = pool.map_async(tfunc, to_rank).get(sys.maxint)
for (col, val) in zip(to_rank, result):
df[col + '_ranked'] = val

python: divide list into pequal parts and add samples in each part together

The following is my script. Each equal part has self.number samples, in0 is input sample. There is an error as follows:
pn[i] = pn[i] + d
IndexError: list index out of range
Is this the problem about the size of pn? How can I define a list with a certain size but no exact number in it?
for i in range(0,len(in0)/self.number):
pn = []
m = i*self.number
for d in in0[m: m + self.number]:
pn[i] += d
if pn[i] >= self.alpha:
out[i] = 1
elif pn[i] <= self.beta:
out[i] = 0
else:
if pn[i] >= self.noise:
out[i] = 1
else:
out[i] = 0
if pn[i] >= self.noise:
out[i] = 1
else:
out[i] = 0

There are a number of problems in the code as posted, however, the gist seems to be something that you'd want to do with numpy arrays instead of iterating over lists.
For example, the set of if/else cases that check if pn[i] >= some_value and then sets a corresponding entry into another list with the result (true/false) could be done as a one-liner with an array operation much faster than iterating over lists.
import numpy as np
# for example, assuming you have 9 numbers in your list
# and you want them divided into 3 sublists of 3 values each
# in0 is your original list, which for example might be:
in0 = [1.05, -0.45, -0.63, 0.07, -0.71, 0.72, -0.12, -1.56, -1.92]
# convert into array
in2 = np.array(in0)
# reshape to 3 rows, the -1 means that numpy will figure out
# what the second dimension must be.
in2 = in2.reshape((3,-1))
print(in2)
output:
[[ 1.05 -0.45 -0.63]
[ 0.07 -0.71 0.72]
[-0.12 -1.56 -1.92]]
With this 2-d array structure, element-wise summing is super easy. So is element-wise threshold checking. Plus 'vectorizing' these operations has big speed advantages if you are working with large data.
# add corresponding entries, we want to add the columns together,
# as each row should correspond to your sub-lists.
pn = in2.sum(axis=0) # you can sum row-wise or column-wise, or all elements
print(pn)
output: [ 1. -2.72 -1.83]
# it is also trivial to check the threshold conditions
# here I check each entry in pn against a scalar
alpha = 0.0
out1 = ( pn >= alpha )
print(out1)
output: [ True False False]
# you can easily convert booleans to 1/0
x = out1.astype('int') # or simply out1 * 1
print(x)
output: [1 0 0]
# if you have a list of element-wise thresholds
beta = np.array([0.0, 0.5, -2.0])
out2 = (pn >= beta)
print(out2)
output: [True False True]
I hope this helps. Using the correct data structures for your task can make the analysis much easier and faster. There is a wealth of documentation on numpy, which is the standard numeric library for python.

You initialize pn to an empty list just inside the for loop, never assign anything into it, and then attempt to access an index i. There is nothing at index i because there is nothing at any index in pn yet.
for i in range(0, len(in0) / self.number):
pn = []
m = i*self.number
for d in in0[m: m + self.number]:
pn[i] += d
If you are trying to add the value d to the pn list, you should do this instead:
pn.append(d)

Pandas: Index of last non equal row

I have a pandas data frame F with a sorted index I. I am interested in knowing about the last change in one of the columns, let's say A. In particular, I want to construct a series with the same index as F, namely I, whose value at i is j where j is the greatest index value less than i such that F[A][j] != F[A][i]. For example, consider the following frame:
A
1 5
2 5
3 6
4 2
5 2
The desired series would be:
1 NaN
2 NaN
3 2
4 3
5 3
Is there a pandas/numpy idiomatic way to construct this series?

Try this:
df['B'] = np.nan
last = np.nan
for index, row in df.iterrows():
if index == 0:
continue
if df['A'].iloc[index] != df['A'].iloc[index - 1]:
last = index
df['B'].iloc[index] = last
This will create a new column with the results. I believe that changing the rows as you pass through them is not a good idea, after that you can simply replace a column and delete the other if you wish.

np.argmax or pd.Series.argmax on Boolean data can help you find the first (or in this case, last) True value. You still have to loop over the series in this solution, though.
# Initiate source data
F = pd.DataFrame({'A':[5,5,6,2,2]}, index=list('fobni'))
# Initiate resulting Series to NaN
result = pd.Series(np.nan, index=F.index)
for i in range(1, len(F)):
value_at_i = F['A'].iloc[i]
values_before_i = F['A'].iloc[:i]
# Get differences as a Boolean Series
# (keeping the original index)
diffs = (values_before_i != value_at_i)
if diffs.sum() == 0:
continue
# Reverse the Series of differences,
# then find the index of the first True value
j = diffs[::-1].argmax()
result.iloc[i] = j