Cookbook
This is a repository for short and sweet examples and links for useful pandas recipes.We encourage users to add to this documentation.
Adding interesting links and/or inline examples to this section is a great First Pull Request.
Simplified, condensed, new-user friendly, in-line examples have been inserted where possible toaugment the Stack-Overflow and GitHub links. Many of the links contain expanded information,above what the in-line examples offer.
Pandas (pd) and Numpy (np) are the only two abbreviated imported modules. The rest are keptexplicitly imported for newer users.
These examples are written for Python 3. Minor tweaks might be necessary for earlier pythonversions.
Idioms
These are some neat pandas idioms
if-then/if-then-else on one column, and assignment to another one or more columns:
- In [1]: df = pd.DataFrame({'AAA': [4, 5, 6, 7],
- ...: 'BBB': [10, 20, 30, 40],
- ...: 'CCC': [100, 50, -30, -50]})
- ...:
- In [2]: df
- Out[2]:
- AAA BBB CCC
- 0 4 10 100
- 1 5 20 50
- 2 6 30 -30
- 3 7 40 -50
if-then…
An if-then on one column
- In [3]: df.loc[df.AAA >= 5, 'BBB'] = -1
- In [4]: df
- Out[4]:
- AAA BBB CCC
- 0 4 10 100
- 1 5 -1 50
- 2 6 -1 -30
- 3 7 -1 -50
An if-then with assignment to 2 columns:
- In [5]: df.loc[df.AAA >= 5, ['BBB', 'CCC']] = 555
- In [6]: df
- Out[6]:
- AAA BBB CCC
- 0 4 10 100
- 1 5 555 555
- 2 6 555 555
- 3 7 555 555
Add another line with different logic, to do the -else
- In [7]: df.loc[df.AAA < 5, ['BBB', 'CCC']] = 2000
- In [8]: df
- Out[8]:
- AAA BBB CCC
- 0 4 2000 2000
- 1 5 555 555
- 2 6 555 555
- 3 7 555 555
Or use pandas where after you’ve set up a mask
- In [9]: df_mask = pd.DataFrame({'AAA': [True] * 4,
- ...: 'BBB': [False] * 4,
- ...: 'CCC': [True, False] * 2})
- ...:
- In [10]: df.where(df_mask, -1000)
- Out[10]:
- AAA BBB CCC
- 0 4 -1000 2000
- 1 5 -1000 -1000
- 2 6 -1000 555
- 3 7 -1000 -1000
if-then-else using numpy’s where()
- In [11]: df = pd.DataFrame({'AAA': [4, 5, 6, 7],
- ....: 'BBB': [10, 20, 30, 40],
- ....: 'CCC': [100, 50, -30, -50]})
- ....:
- In [12]: df
- Out[12]:
- AAA BBB CCC
- 0 4 10 100
- 1 5 20 50
- 2 6 30 -30
- 3 7 40 -50
- In [13]: df['logic'] = np.where(df['AAA'] > 5, 'high', 'low')
- In [14]: df
- Out[14]:
- AAA BBB CCC logic
- 0 4 10 100 low
- 1 5 20 50 low
- 2 6 30 -30 high
- 3 7 40 -50 high
Splitting
Split a frame with a boolean criterion
- In [15]: df = pd.DataFrame({'AAA': [4, 5, 6, 7],
- ....: 'BBB': [10, 20, 30, 40],
- ....: 'CCC': [100, 50, -30, -50]})
- ....:
- In [16]: df
- Out[16]:
- AAA BBB CCC
- 0 4 10 100
- 1 5 20 50
- 2 6 30 -30
- 3 7 40 -50
- In [17]: df[df.AAA <= 5]
- Out[17]:
- AAA BBB CCC
- 0 4 10 100
- 1 5 20 50
- In [18]: df[df.AAA > 5]
- Out[18]:
- AAA BBB CCC
- 2 6 30 -30
- 3 7 40 -50
Building criteria
Select with multi-column criteria
- In [19]: df = pd.DataFrame({'AAA': [4, 5, 6, 7],
- ....: 'BBB': [10, 20, 30, 40],
- ....: 'CCC': [100, 50, -30, -50]})
- ....:
- In [20]: df
- Out[20]:
- AAA BBB CCC
- 0 4 10 100
- 1 5 20 50
- 2 6 30 -30
- 3 7 40 -50
…and (without assignment returns a Series)
- In [21]: df.loc[(df['BBB'] < 25) & (df['CCC'] >= -40), 'AAA']
- Out[21]:
- 0 4
- 1 5
- Name: AAA, dtype: int64
…or (without assignment returns a Series)
- In [22]: df.loc[(df['BBB'] > 25) | (df['CCC'] >= -40), 'AAA']
- Out[22]:
- 0 4
- 1 5
- 2 6
- 3 7
- Name: AAA, dtype: int64
…or (with assignment modifies the DataFrame.)
- In [23]: df.loc[(df['BBB'] > 25) | (df['CCC'] >= 75), 'AAA'] = 0.1
- In [24]: df
- Out[24]:
- AAA BBB CCC
- 0 0.1 10 100
- 1 5.0 20 50
- 2 0.1 30 -30
- 3 0.1 40 -50
Select rows with data closest to certain value using argsort
- In [25]: df = pd.DataFrame({'AAA': [4, 5, 6, 7],
- ....: 'BBB': [10, 20, 30, 40],
- ....: 'CCC': [100, 50, -30, -50]})
- ....:
- In [26]: df
- Out[26]:
- AAA BBB CCC
- 0 4 10 100
- 1 5 20 50
- 2 6 30 -30
- 3 7 40 -50
- In [27]: aValue = 43.0
- In [28]: df.loc[(df.CCC - aValue).abs().argsort()]
- Out[28]:
- AAA BBB CCC
- 1 5 20 50
- 0 4 10 100
- 2 6 30 -30
- 3 7 40 -50
Dynamically reduce a list of criteria using a binary operators
- In [29]: df = pd.DataFrame({'AAA': [4, 5, 6, 7],
- ....: 'BBB': [10, 20, 30, 40],
- ....: 'CCC': [100, 50, -30, -50]})
- ....:
- In [30]: df
- Out[30]:
- AAA BBB CCC
- 0 4 10 100
- 1 5 20 50
- 2 6 30 -30
- 3 7 40 -50
- In [31]: Crit1 = df.AAA <= 5.5
- In [32]: Crit2 = df.BBB == 10.0
- In [33]: Crit3 = df.CCC > -40.0
One could hard code:
- In [34]: AllCrit = Crit1 & Crit2 & Crit3
…Or it can be done with a list of dynamically built criteria
- In [35]: import functools
- In [36]: CritList = [Crit1, Crit2, Crit3]
- In [37]: AllCrit = functools.reduce(lambda x, y: x & y, CritList)
- In [38]: df[AllCrit]
- Out[38]:
- AAA BBB CCC
- 0 4 10 100
Selection
DataFrames
The indexing docs.
Using both row labels and value conditionals
- In [39]: df = pd.DataFrame({'AAA': [4, 5, 6, 7],
- ....: 'BBB': [10, 20, 30, 40],
- ....: 'CCC': [100, 50, -30, -50]})
- ....:
- In [40]: df
- Out[40]:
- AAA BBB CCC
- 0 4 10 100
- 1 5 20 50
- 2 6 30 -30
- 3 7 40 -50
- In [41]: df[(df.AAA <= 6) & (df.index.isin([0, 2, 4]))]
- Out[41]:
- AAA BBB CCC
- 0 4 10 100
- 2 6 30 -30
Use loc for label-oriented slicing and iloc positional slicing
- In [42]: df = pd.DataFrame({'AAA': [4, 5, 6, 7],
- ....: 'BBB': [10, 20, 30, 40],
- ....: 'CCC': [100, 50, -30, -50]},
- ....: index=['foo', 'bar', 'boo', 'kar'])
- ....:
There are 2 explicit slicing methods, with a third general case
- Positional-oriented (Python slicing style : exclusive of end)
- Label-oriented (Non-Python slicing style : inclusive of end)
- General (Either slicing style : depends on if the slice contains labels or positions)
- In [43]: df.loc['bar':'kar'] # Label
- Out[43]:
- AAA BBB CCC
- bar 5 20 50
- boo 6 30 -30
- kar 7 40 -50
- # Generic
- In [44]: df.iloc[0:3]
- Out[44]:
- AAA BBB CCC
- foo 4 10 100
- bar 5 20 50
- boo 6 30 -30
- In [45]: df.loc['bar':'kar']
- Out[45]:
- AAA BBB CCC
- bar 5 20 50
- boo 6 30 -30
- kar 7 40 -50
Ambiguity arises when an index consists of integers with a non-zero start or non-unit increment.
- In [46]: data = {'AAA': [4, 5, 6, 7],
- ....: 'BBB': [10, 20, 30, 40],
- ....: 'CCC': [100, 50, -30, -50]}
- ....:
- In [47]: df2 = pd.DataFrame(data=data, index=[1, 2, 3, 4]) # Note index starts at 1.
- In [48]: df2.iloc[1:3] # Position-oriented
- Out[48]:
- AAA BBB CCC
- 2 5 20 50
- 3 6 30 -30
- In [49]: df2.loc[1:3] # Label-oriented
- Out[49]:
- AAA BBB CCC
- 1 4 10 100
- 2 5 20 50
- 3 6 30 -30
Using inverse operator (~) to take the complement of a mask
- In [50]: df = pd.DataFrame({'AAA': [4, 5, 6, 7],
- ....: 'BBB': [10, 20, 30, 40],
- ....: 'CCC': [100, 50, -30, -50]})
- ....:
- In [51]: df
- Out[51]:
- AAA BBB CCC
- 0 4 10 100
- 1 5 20 50
- 2 6 30 -30
- 3 7 40 -50
- In [52]: df[~((df.AAA <= 6) & (df.index.isin([0, 2, 4])))]
- Out[52]:
- AAA BBB CCC
- 1 5 20 50
- 3 7 40 -50
New columns
Efficiently and dynamically creating new columns using applymap
- In [53]: df = pd.DataFrame({'AAA': [1, 2, 1, 3],
- ....: 'BBB': [1, 1, 2, 2],
- ....: 'CCC': [2, 1, 3, 1]})
- ....:
- In [54]: df
- Out[54]:
- AAA BBB CCC
- 0 1 1 2
- 1 2 1 1
- 2 1 2 3
- 3 3 2 1
- In [55]: source_cols = df.columns # Or some subset would work too
- In [56]: new_cols = [str(x) + "_cat" for x in source_cols]
- In [57]: categories = {1: 'Alpha', 2: 'Beta', 3: 'Charlie'}
- In [58]: df[new_cols] = df[source_cols].applymap(categories.get)
- In [59]: df
- Out[59]:
- AAA BBB CCC AAA_cat BBB_cat CCC_cat
- 0 1 1 2 Alpha Alpha Beta
- 1 2 1 1 Beta Alpha Alpha
- 2 1 2 3 Alpha Beta Charlie
- 3 3 2 1 Charlie Beta Alpha
Keep other columns when using min() with groupby
- In [60]: df = pd.DataFrame({'AAA': [1, 1, 1, 2, 2, 2, 3, 3],
- ....: 'BBB': [2, 1, 3, 4, 5, 1, 2, 3]})
- ....:
- In [61]: df
- Out[61]:
- AAA BBB
- 0 1 2
- 1 1 1
- 2 1 3
- 3 2 4
- 4 2 5
- 5 2 1
- 6 3 2
- 7 3 3
Method 1 : idxmin() to get the index of the minimums
- In [62]: df.loc[df.groupby("AAA")["BBB"].idxmin()]
- Out[62]:
- AAA BBB
- 1 1 1
- 5 2 1
- 6 3 2
Method 2 : sort then take first of each
- In [63]: df.sort_values(by="BBB").groupby("AAA", as_index=False).first()
- Out[63]:
- AAA BBB
- 0 1 1
- 1 2 1
- 2 3 2
Notice the same results, with the exception of the index.
MultiIndexing
The multindexing docs.
Creating a MultiIndex from a labeled frame
- In [64]: df = pd.DataFrame({'row': [0, 1, 2],
- ....: 'One_X': [1.1, 1.1, 1.1],
- ....: 'One_Y': [1.2, 1.2, 1.2],
- ....: 'Two_X': [1.11, 1.11, 1.11],
- ....: 'Two_Y': [1.22, 1.22, 1.22]})
- ....:
- In [65]: df
- Out[65]:
- row One_X One_Y Two_X Two_Y
- 0 0 1.1 1.2 1.11 1.22
- 1 1 1.1 1.2 1.11 1.22
- 2 2 1.1 1.2 1.11 1.22
- # As Labelled Index
- In [66]: df = df.set_index('row')
- In [67]: df
- Out[67]:
- One_X One_Y Two_X Two_Y
- row
- 0 1.1 1.2 1.11 1.22
- 1 1.1 1.2 1.11 1.22
- 2 1.1 1.2 1.11 1.22
- # With Hierarchical Columns
- In [68]: df.columns = pd.MultiIndex.from_tuples([tuple(c.split('_'))
- ....: for c in df.columns])
- ....:
- In [69]: df
- Out[69]:
- One Two
- X Y X Y
- row
- 0 1.1 1.2 1.11 1.22
- 1 1.1 1.2 1.11 1.22
- 2 1.1 1.2 1.11 1.22
- # Now stack & Reset
- In [70]: df = df.stack(0).reset_index(1)
- In [71]: df
- Out[71]:
- level_1 X Y
- row
- 0 One 1.10 1.20
- 0 Two 1.11 1.22
- 1 One 1.10 1.20
- 1 Two 1.11 1.22
- 2 One 1.10 1.20
- 2 Two 1.11 1.22
- # And fix the labels (Notice the label 'level_1' got added automatically)
- In [72]: df.columns = ['Sample', 'All_X', 'All_Y']
- In [73]: df
- Out[73]:
- Sample All_X All_Y
- row
- 0 One 1.10 1.20
- 0 Two 1.11 1.22
- 1 One 1.10 1.20
- 1 Two 1.11 1.22
- 2 One 1.10 1.20
- 2 Two 1.11 1.22
Arithmetic
Performing arithmetic with a MultiIndex that needs broadcasting
- In [74]: cols = pd.MultiIndex.from_tuples([(x, y) for x in ['A', 'B', 'C']
- ....: for y in ['O', 'I']])
- ....:
- In [75]: df = pd.DataFrame(np.random.randn(2, 6), index=['n', 'm'], columns=cols)
- In [76]: df
- Out[76]:
- A B C
- O I O I O I
- n 0.469112 -0.282863 -1.509059 -1.135632 1.212112 -0.173215
- m 0.119209 -1.044236 -0.861849 -2.104569 -0.494929 1.071804
- In [77]: df = df.div(df['C'], level=1)
- In [78]: df
- Out[78]:
- A B C
- O I O I O I
- n 0.387021 1.633022 -1.244983 6.556214 1.0 1.0
- m -0.240860 -0.974279 1.741358 -1.963577 1.0 1.0
Slicing
- In [79]: coords = [('AA', 'one'), ('AA', 'six'), ('BB', 'one'), ('BB', 'two'),
- ....: ('BB', 'six')]
- ....:
- In [80]: index = pd.MultiIndex.from_tuples(coords)
- In [81]: df = pd.DataFrame([11, 22, 33, 44, 55], index, ['MyData'])
- In [82]: df
- Out[82]:
- MyData
- AA one 11
- six 22
- BB one 33
- two 44
- six 55
To take the cross section of the 1st level and 1st axis the index:
- # Note : level and axis are optional, and default to zero
- In [83]: df.xs('BB', level=0, axis=0)
- Out[83]:
- MyData
- one 33
- two 44
- six 55
…and now the 2nd level of the 1st axis.
- In [84]: df.xs('six', level=1, axis=0)
- Out[84]:
- MyData
- AA 22
- BB 55
Slicing a MultiIndex with xs, method #2
- In [85]: import itertools
- In [86]: index = list(itertools.product(['Ada', 'Quinn', 'Violet'],
- ....: ['Comp', 'Math', 'Sci']))
- ....:
- In [87]: headr = list(itertools.product(['Exams', 'Labs'], ['I', 'II']))
- In [88]: indx = pd.MultiIndex.from_tuples(index, names=['Student', 'Course'])
- In [89]: cols = pd.MultiIndex.from_tuples(headr) # Notice these are un-named
- In [90]: data = [[70 + x + y + (x * y) % 3 for x in range(4)] for y in range(9)]
- In [91]: df = pd.DataFrame(data, indx, cols)
- In [92]: df
- Out[92]:
- Exams Labs
- I II I II
- Student Course
- Ada Comp 70 71 72 73
- Math 71 73 75 74
- Sci 72 75 75 75
- Quinn Comp 73 74 75 76
- Math 74 76 78 77
- Sci 75 78 78 78
- Violet Comp 76 77 78 79
- Math 77 79 81 80
- Sci 78 81 81 81
- In [93]: All = slice(None)
- In [94]: df.loc['Violet']
- Out[94]:
- Exams Labs
- I II I II
- Course
- Comp 76 77 78 79
- Math 77 79 81 80
- Sci 78 81 81 81
- In [95]: df.loc[(All, 'Math'), All]
- Out[95]:
- Exams Labs
- I II I II
- Student Course
- Ada Math 71 73 75 74
- Quinn Math 74 76 78 77
- Violet Math 77 79 81 80
- In [96]: df.loc[(slice('Ada', 'Quinn'), 'Math'), All]
- Out[96]:
- Exams Labs
- I II I II
- Student Course
- Ada Math 71 73 75 74
- Quinn Math 74 76 78 77
- In [97]: df.loc[(All, 'Math'), ('Exams')]
- Out[97]:
- I II
- Student Course
- Ada Math 71 73
- Quinn Math 74 76
- Violet Math 77 79
- In [98]: df.loc[(All, 'Math'), (All, 'II')]
- Out[98]:
- Exams Labs
- II II
- Student Course
- Ada Math 73 74
- Quinn Math 76 77
- Violet Math 79 80
Setting portions of a MultiIndex with xs
Sorting
Sort by specific column or an ordered list of columns, with a MultiIndex
- In [99]: df.sort_values(by=('Labs', 'II'), ascending=False)
- Out[99]:
- Exams Labs
- I II I II
- Student Course
- Violet Sci 78 81 81 81
- Math 77 79 81 80
- Comp 76 77 78 79
- Quinn Sci 75 78 78 78
- Math 74 76 78 77
- Comp 73 74 75 76
- Ada Sci 72 75 75 75
- Math 71 73 75 74
- Comp 70 71 72 73
Partial selection, the need for sortedness;
Levels
Prepending a level to a multiindex
Missing data
The missing data docs.
Fill forward a reversed timeseries
- In [100]: df = pd.DataFrame(np.random.randn(6, 1),
- .....: index=pd.date_range('2013-08-01', periods=6, freq='B'),
- .....: columns=list('A'))
- .....:
- In [101]: df.loc[df.index[3], 'A'] = np.nan
- In [102]: df
- Out[102]:
- A
- 2013-08-01 0.721555
- 2013-08-02 -0.706771
- 2013-08-05 -1.039575
- 2013-08-06 NaN
- 2013-08-07 -0.424972
- 2013-08-08 0.567020
- In [103]: df.reindex(df.index[::-1]).ffill()
- Out[103]:
- A
- 2013-08-08 0.567020
- 2013-08-07 -0.424972
- 2013-08-06 -0.424972
- 2013-08-05 -1.039575
- 2013-08-02 -0.706771
- 2013-08-01 0.721555
Replace
Grouping
The grouping docs.
Unlike agg, apply’s callable is passed a sub-DataFrame which gives you access to all the columns
- In [104]: df = pd.DataFrame({'animal': 'cat dog cat fish dog cat cat'.split(),
- .....: 'size': list('SSMMMLL'),
- .....: 'weight': [8, 10, 11, 1, 20, 12, 12],
- .....: 'adult': [False] * 5 + [True] * 2})
- .....:
- In [105]: df
- Out[105]:
- animal size weight adult
- 0 cat S 8 False
- 1 dog S 10 False
- 2 cat M 11 False
- 3 fish M 1 False
- 4 dog M 20 False
- 5 cat L 12 True
- 6 cat L 12 True
- # List the size of the animals with the highest weight.
- In [106]: df.groupby('animal').apply(lambda subf: subf['size'][subf['weight'].idxmax()])
- Out[106]:
- animal
- cat L
- dog M
- fish M
- dtype: object
- In [107]: gb = df.groupby(['animal'])
- In [108]: gb.get_group('cat')
- Out[108]:
- animal size weight adult
- 0 cat S 8 False
- 2 cat M 11 False
- 5 cat L 12 True
- 6 cat L 12 True
Apply to different items in a group
- In [109]: def GrowUp(x):
- .....: avg_weight = sum(x[x['size'] == 'S'].weight * 1.5)
- .....: avg_weight += sum(x[x['size'] == 'M'].weight * 1.25)
- .....: avg_weight += sum(x[x['size'] == 'L'].weight)
- .....: avg_weight /= len(x)
- .....: return pd.Series(['L', avg_weight, True],
- .....: index=['size', 'weight', 'adult'])
- .....:
- In [110]: expected_df = gb.apply(GrowUp)
- In [111]: expected_df
- Out[111]:
- size weight adult
- animal
- cat L 12.4375 True
- dog L 20.0000 True
- fish L 1.2500 True
- In [112]: S = pd.Series([i / 100.0 for i in range(1, 11)])
- In [113]: def cum_ret(x, y):
- .....: return x * (1 + y)
- .....:
- In [114]: def red(x):
- .....: return functools.reduce(cum_ret, x, 1.0)
- .....:
- In [115]: S.expanding().apply(red, raw=True)
- Out[115]:
- 0 1.010000
- 1 1.030200
- 2 1.061106
- 3 1.103550
- 4 1.158728
- 5 1.228251
- 6 1.314229
- 7 1.419367
- 8 1.547110
- 9 1.701821
- dtype: float64
Replacing some values with mean of the rest of a group
- In [116]: df = pd.DataFrame({'A': [1, 1, 2, 2], 'B': [1, -1, 1, 2]})
- In [117]: gb = df.groupby('A')
- In [118]: def replace(g):
- .....: mask = g < 0
- .....: return g.where(mask, g[~mask].mean())
- .....:
- In [119]: gb.transform(replace)
- Out[119]:
- B
- 0 1.0
- 1 -1.0
- 2 1.5
- 3 1.5
Sort groups by aggregated data
- In [120]: df = pd.DataFrame({'code': ['foo', 'bar', 'baz'] * 2,
- .....: 'data': [0.16, -0.21, 0.33, 0.45, -0.59, 0.62],
- .....: 'flag': [False, True] * 3})
- .....:
- In [121]: code_groups = df.groupby('code')
- In [122]: agg_n_sort_order = code_groups[['data']].transform(sum).sort_values(by='data')
- In [123]: sorted_df = df.loc[agg_n_sort_order.index]
- In [124]: sorted_df
- Out[124]:
- code data flag
- 1 bar -0.21 True
- 4 bar -0.59 False
- 0 foo 0.16 False
- 3 foo 0.45 True
- 2 baz 0.33 False
- 5 baz 0.62 True
Create multiple aggregated columns
- In [125]: rng = pd.date_range(start="2014-10-07", periods=10, freq='2min')
- In [126]: ts = pd.Series(data=list(range(10)), index=rng)
- In [127]: def MyCust(x):
- .....: if len(x) > 2:
- .....: return x[1] * 1.234
- .....: return pd.NaT
- .....:
- In [128]: mhc = {'Mean': np.mean, 'Max': np.max, 'Custom': MyCust}
- In [129]: ts.resample("5min").apply(mhc)
- Out[129]:
- Mean 2014-10-07 00:00:00 1
- 2014-10-07 00:05:00 3.5
- 2014-10-07 00:10:00 6
- 2014-10-07 00:15:00 8.5
- Max 2014-10-07 00:00:00 2
- 2014-10-07 00:05:00 4
- 2014-10-07 00:10:00 7
- 2014-10-07 00:15:00 9
- Custom 2014-10-07 00:00:00 1.234
- 2014-10-07 00:05:00 NaT
- 2014-10-07 00:10:00 7.404
- 2014-10-07 00:15:00 NaT
- dtype: object
- In [130]: ts
- Out[130]:
- 2014-10-07 00:00:00 0
- 2014-10-07 00:02:00 1
- 2014-10-07 00:04:00 2
- 2014-10-07 00:06:00 3
- 2014-10-07 00:08:00 4
- 2014-10-07 00:10:00 5
- 2014-10-07 00:12:00 6
- 2014-10-07 00:14:00 7
- 2014-10-07 00:16:00 8
- 2014-10-07 00:18:00 9
- Freq: 2T, dtype: int64
Create a value counts column and reassign back to the DataFrame
- In [131]: df = pd.DataFrame({'Color': 'Red Red Red Blue'.split(),
- .....: 'Value': [100, 150, 50, 50]})
- .....:
- In [132]: df
- Out[132]:
- Color Value
- 0 Red 100
- 1 Red 150
- 2 Red 50
- 3 Blue 50
- In [133]: df['Counts'] = df.groupby(['Color']).transform(len)
- In [134]: df
- Out[134]:
- Color Value Counts
- 0 Red 100 3
- 1 Red 150 3
- 2 Red 50 3
- 3 Blue 50 1
Shift groups of the values in a column based on the index
- In [135]: df = pd.DataFrame({'line_race': [10, 10, 8, 10, 10, 8],
- .....: 'beyer': [99, 102, 103, 103, 88, 100]},
- .....: index=['Last Gunfighter', 'Last Gunfighter',
- .....: 'Last Gunfighter', 'Paynter', 'Paynter',
- .....: 'Paynter'])
- .....:
- In [136]: df
- Out[136]:
- line_race beyer
- Last Gunfighter 10 99
- Last Gunfighter 10 102
- Last Gunfighter 8 103
- Paynter 10 103
- Paynter 10 88
- Paynter 8 100
- In [137]: df['beyer_shifted'] = df.groupby(level=0)['beyer'].shift(1)
- In [138]: df
- Out[138]:
- line_race beyer beyer_shifted
- Last Gunfighter 10 99 NaN
- Last Gunfighter 10 102 99.0
- Last Gunfighter 8 103 102.0
- Paynter 10 103 NaN
- Paynter 10 88 103.0
- Paynter 8 100 88.0
Select row with maximum value from each group
- In [139]: df = pd.DataFrame({'host': ['other', 'other', 'that', 'this', 'this'],
- .....: 'service': ['mail', 'web', 'mail', 'mail', 'web'],
- .....: 'no': [1, 2, 1, 2, 1]}).set_index(['host', 'service'])
- .....:
- In [140]: mask = df.groupby(level=0).agg('idxmax')
- In [141]: df_count = df.loc[mask['no']].reset_index()
- In [142]: df_count
- Out[142]:
- host service no
- 0 other web 2
- 1 that mail 1
- 2 this mail 2
Grouping like Python’s itertools.groupby
- In [143]: df = pd.DataFrame([0, 1, 0, 1, 1, 1, 0, 1, 1], columns=['A'])
- In [144]: df.A.groupby((df.A != df.A.shift()).cumsum()).groups
- Out[144]:
- {1: Int64Index([0], dtype='int64'),
- 2: Int64Index([1], dtype='int64'),
- 3: Int64Index([2], dtype='int64'),
- 4: Int64Index([3, 4, 5], dtype='int64'),
- 5: Int64Index([6], dtype='int64'),
- 6: Int64Index([7, 8], dtype='int64')}
- In [145]: df.A.groupby((df.A != df.A.shift()).cumsum()).cumsum()
- Out[145]:
- 0 0
- 1 1
- 2 0
- 3 1
- 4 2
- 5 3
- 6 0
- 7 1
- 8 2
- Name: A, dtype: int64
Expanding data
Rolling Computation window based on values instead of counts
Splitting
Create a list of dataframes, split using a delineation based on logic included in rows.
- In [146]: df = pd.DataFrame(data={'Case': ['A', 'A', 'A', 'B', 'A', 'A', 'B', 'A',
- .....: 'A'],
- .....: 'Data': np.random.randn(9)})
- .....:
- In [147]: dfs = list(zip(*df.groupby((1 * (df['Case'] == 'B')).cumsum()
- .....: .rolling(window=3, min_periods=1).median())))[-1]
- .....:
- In [148]: dfs[0]
- Out[148]:
- Case Data
- 0 A 0.276232
- 1 A -1.087401
- 2 A -0.673690
- 3 B 0.113648
- In [149]: dfs[1]
- Out[149]:
- Case Data
- 4 A -1.478427
- 5 A 0.524988
- 6 B 0.404705
- In [150]: dfs[2]
- Out[150]:
- Case Data
- 7 A 0.577046
- 8 A -1.715002
Pivot
The Pivot docs.
- In [151]: df = pd.DataFrame(data={'Province': ['ON', 'QC', 'BC', 'AL', 'AL', 'MN', 'ON'],
- .....: 'City': ['Toronto', 'Montreal', 'Vancouver',
- .....: 'Calgary', 'Edmonton', 'Winnipeg',
- .....: 'Windsor'],
- .....: 'Sales': [13, 6, 16, 8, 4, 3, 1]})
- .....:
- In [152]: table = pd.pivot_table(df, values=['Sales'], index=['Province'],
- .....: columns=['City'], aggfunc=np.sum, margins=True)
- .....:
- In [153]: table.stack('City')
- Out[153]:
- Sales
- Province City
- AL All 12.0
- Calgary 8.0
- Edmonton 4.0
- BC All 16.0
- Vancouver 16.0
- ... ...
- All Montreal 6.0
- Toronto 13.0
- Vancouver 16.0
- Windsor 1.0
- Winnipeg 3.0
- [20 rows x 1 columns]
Frequency table like plyr in R
- In [154]: grades = [48, 99, 75, 80, 42, 80, 72, 68, 36, 78]
- In [155]: df = pd.DataFrame({'ID': ["x%d" % r for r in range(10)],
- .....: 'Gender': ['F', 'M', 'F', 'M', 'F',
- .....: 'M', 'F', 'M', 'M', 'M'],
- .....: 'ExamYear': ['2007', '2007', '2007', '2008', '2008',
- .....: '2008', '2008', '2009', '2009', '2009'],
- .....: 'Class': ['algebra', 'stats', 'bio', 'algebra',
- .....: 'algebra', 'stats', 'stats', 'algebra',
- .....: 'bio', 'bio'],
- .....: 'Participated': ['yes', 'yes', 'yes', 'yes', 'no',
- .....: 'yes', 'yes', 'yes', 'yes', 'yes'],
- .....: 'Passed': ['yes' if x > 50 else 'no' for x in grades],
- .....: 'Employed': [True, True, True, False,
- .....: False, False, False, True, True, False],
- .....: 'Grade': grades})
- .....:
- In [156]: df.groupby('ExamYear').agg({'Participated': lambda x: x.value_counts()['yes'],
- .....: 'Passed': lambda x: sum(x == 'yes'),
- .....: 'Employed': lambda x: sum(x),
- .....: 'Grade': lambda x: sum(x) / len(x)})
- .....:
- Out[156]:
- Participated Passed Employed Grade
- ExamYear
- 2007 3 2 3 74.000000
- 2008 3 3 0 68.500000
- 2009 3 2 2 60.666667
Plot pandas DataFrame with year over year data
To create year and month cross tabulation:
- In [157]: df = pd.DataFrame({'value': np.random.randn(36)},
- .....: index=pd.date_range('2011-01-01', freq='M', periods=36))
- .....:
- In [158]: pd.pivot_table(df, index=df.index.month, columns=df.index.year,
- .....: values='value', aggfunc='sum')
- .....:
- Out[158]:
- 2011 2012 2013
- 1 -1.039268 -0.968914 2.565646
- 2 -0.370647 -1.294524 1.431256
- 3 -1.157892 0.413738 1.340309
- 4 -1.344312 0.276662 -1.170299
- 5 0.844885 -0.472035 -0.226169
- 6 1.075770 -0.013960 0.410835
- 7 -0.109050 -0.362543 0.813850
- 8 1.643563 -0.006154 0.132003
- 9 -1.469388 -0.923061 -0.827317
- 10 0.357021 0.895717 -0.076467
- 11 -0.674600 0.805244 -1.187678
- 12 -1.776904 -1.206412 1.130127
Apply
Rolling apply to organize - Turning embedded lists into a MultiIndex frame
- In [159]: df = pd.DataFrame(data={'A': [[2, 4, 8, 16], [100, 200], [10, 20, 30]],
- .....: 'B': [['a', 'b', 'c'], ['jj', 'kk'], ['ccc']]},
- .....: index=['I', 'II', 'III'])
- .....:
- In [160]: def SeriesFromSubList(aList):
- .....: return pd.Series(aList)
- .....:
- In [161]: df_orgz = pd.concat({ind: row.apply(SeriesFromSubList)
- .....: for ind, row in df.iterrows()})
- .....:
- In [162]: df_orgz
- Out[162]:
- 0 1 2 3
- I A 2 4 8 16.0
- B a b c NaN
- II A 100 200 NaN NaN
- B jj kk NaN NaN
- III A 10 20 30 NaN
- B ccc NaN NaN NaN
Rolling apply with a DataFrame returning a Series
Rolling Apply to multiple columns where function calculates a Series before a Scalar from the Series is returned
- In [163]: df = pd.DataFrame(data=np.random.randn(2000, 2) / 10000,
- .....: index=pd.date_range('2001-01-01', periods=2000),
- .....: columns=['A', 'B'])
- .....:
- In [164]: df
- Out[164]:
- A B
- 2001-01-01 -0.000144 -0.000141
- 2001-01-02 0.000161 0.000102
- 2001-01-03 0.000057 0.000088
- 2001-01-04 -0.000221 0.000097
- 2001-01-05 -0.000201 -0.000041
- ... ... ...
- 2006-06-19 0.000040 -0.000235
- 2006-06-20 -0.000123 -0.000021
- 2006-06-21 -0.000113 0.000114
- 2006-06-22 0.000136 0.000109
- 2006-06-23 0.000027 0.000030
- [2000 rows x 2 columns]
- In [165]: def gm(df, const):
- .....: v = ((((df.A + df.B) + 1).cumprod()) - 1) * const
- .....: return v.iloc[-1]
- .....:
- In [166]: s = pd.Series({df.index[i]: gm(df.iloc[i:min(i + 51, len(df) - 1)], 5)
- .....: for i in range(len(df) - 50)})
- .....:
- In [167]: s
- Out[167]:
- 2001-01-01 0.000930
- 2001-01-02 0.002615
- 2001-01-03 0.001281
- 2001-01-04 0.001117
- 2001-01-05 0.002772
- ...
- 2006-04-30 0.003296
- 2006-05-01 0.002629
- 2006-05-02 0.002081
- 2006-05-03 0.004247
- 2006-05-04 0.003928
- Length: 1950, dtype: float64
Rolling apply with a DataFrame returning a Scalar
Rolling Apply to multiple columns where function returns a Scalar (Volume Weighted Average Price)
- In [168]: rng = pd.date_range(start='2014-01-01', periods=100)
- In [169]: df = pd.DataFrame({'Open': np.random.randn(len(rng)),
- .....: 'Close': np.random.randn(len(rng)),
- .....: 'Volume': np.random.randint(100, 2000, len(rng))},
- .....: index=rng)
- .....:
- In [170]: df
- Out[170]:
- Open Close Volume
- 2014-01-01 -1.611353 -0.492885 1219
- 2014-01-02 -3.000951 0.445794 1054
- 2014-01-03 -0.138359 -0.076081 1381
- 2014-01-04 0.301568 1.198259 1253
- 2014-01-05 0.276381 -0.669831 1728
- ... ... ... ...
- 2014-04-06 -0.040338 0.937843 1188
- 2014-04-07 0.359661 -0.285908 1864
- 2014-04-08 0.060978 1.714814 941
- 2014-04-09 1.759055 -0.455942 1065
- 2014-04-10 0.138185 -1.147008 1453
- [100 rows x 3 columns]
- In [171]: def vwap(bars):
- .....: return ((bars.Close * bars.Volume).sum() / bars.Volume.sum())
- .....:
- In [172]: window = 5
- In [173]: s = pd.concat([(pd.Series(vwap(df.iloc[i:i + window]),
- .....: index=[df.index[i + window]]))
- .....: for i in range(len(df) - window)])
- .....:
- In [174]: s.round(2)
- Out[174]:
- 2014-01-06 0.02
- 2014-01-07 0.11
- 2014-01-08 0.10
- 2014-01-09 0.07
- 2014-01-10 -0.29
- ...
- 2014-04-06 -0.63
- 2014-04-07 -0.02
- 2014-04-08 -0.03
- 2014-04-09 0.34
- 2014-04-10 0.29
- Length: 95, dtype: float64
Timeseries
Constructing a datetime range that excludes weekends and includes only certain times
Aggregation and plotting time series
Turn a matrix with hours in columns and days in rows into a continuous row sequence in the form of a time series.How to rearrange a Python pandas DataFrame?
Dealing with duplicates when reindexing a timeseries to a specified frequency
Calculate the first day of the month for each entry in a DatetimeIndex
- In [175]: dates = pd.date_range('2000-01-01', periods=5)
- In [176]: dates.to_period(freq='M').to_timestamp()
- Out[176]:
- DatetimeIndex(['2000-01-01', '2000-01-01', '2000-01-01', '2000-01-01',
- '2000-01-01'],
- dtype='datetime64[ns]', freq=None)
Resampling
The Resample docs.
Using Grouper instead of TimeGrouper for time grouping of values
Time grouping with some missing values
Valid frequency arguments to Grouper
Using TimeGrouper and another grouping to create subgroups, then apply a custom function
Resampling with custom periods
Resample intraday frame without adding new days
Merge
The Concat docs. The Join docs.
Append two dataframes with overlapping index (emulate R rbind)
- In [177]: rng = pd.date_range('2000-01-01', periods=6)
- In [178]: df1 = pd.DataFrame(np.random.randn(6, 3), index=rng, columns=['A', 'B', 'C'])
- In [179]: df2 = df1.copy()
Depending on df construction, ignore_index
may be needed
- In [180]: df = df1.append(df2, ignore_index=True)
- In [181]: df
- Out[181]:
- A B C
- 0 -0.870117 -0.479265 -0.790855
- 1 0.144817 1.726395 -0.464535
- 2 -0.821906 1.597605 0.187307
- 3 -0.128342 -1.511638 -0.289858
- 4 0.399194 -1.430030 -0.639760
- 5 1.115116 -2.012600 1.810662
- 6 -0.870117 -0.479265 -0.790855
- 7 0.144817 1.726395 -0.464535
- 8 -0.821906 1.597605 0.187307
- 9 -0.128342 -1.511638 -0.289858
- 10 0.399194 -1.430030 -0.639760
- 11 1.115116 -2.012600 1.810662
- In [182]: df = pd.DataFrame(data={'Area': ['A'] * 5 + ['C'] * 2,
- .....: 'Bins': [110] * 2 + [160] * 3 + [40] * 2,
- .....: 'Test_0': [0, 1, 0, 1, 2, 0, 1],
- .....: 'Data': np.random.randn(7)})
- .....:
- In [183]: df
- Out[183]:
- Area Bins Test_0 Data
- 0 A 110 0 -0.433937
- 1 A 110 1 -0.160552
- 2 A 160 0 0.744434
- 3 A 160 1 1.754213
- 4 A 160 2 0.000850
- 5 C 40 0 0.342243
- 6 C 40 1 1.070599
- In [184]: df['Test_1'] = df['Test_0'] - 1
- In [185]: pd.merge(df, df, left_on=['Bins', 'Area', 'Test_0'],
- .....: right_on=['Bins', 'Area', 'Test_1'],
- .....: suffixes=('_L', '_R'))
- .....:
- Out[185]:
- Area Bins Test_0_L Data_L Test_1_L Test_0_R Data_R Test_1_R
- 0 A 110 0 -0.433937 -1 1 -0.160552 0
- 1 A 160 0 0.744434 -1 1 1.754213 0
- 2 A 160 1 1.754213 0 2 0.000850 1
- 3 C 40 0 0.342243 -1 1 1.070599 0
Join with a criteria based on the values
Using searchsorted to merge based on values inside a range
Plotting
The Plotting docs.
Setting x-axis major and minor labels
Plotting multiple charts in an ipython notebook
Annotate a time-series plot #2
Generate Embedded plots in excel files using Pandas, Vincent and xlsxwriter
Boxplot for each quartile of a stratifying variable
- In [186]: df = pd.DataFrame(
- .....: {'stratifying_var': np.random.uniform(0, 100, 20),
- .....: 'price': np.random.normal(100, 5, 20)})
- .....:
- In [187]: df['quartiles'] = pd.qcut(
- .....: df['stratifying_var'],
- .....: 4,
- .....: labels=['0-25%', '25-50%', '50-75%', '75-100%'])
- .....:
- In [188]: df.boxplot(column='price', by='quartiles')
- Out[188]: <matplotlib.axes._subplots.AxesSubplot at 0x7f4529608e90>
Data In/Out
Performance comparison of SQL vs HDF5
CSV
The CSV docs
Reading only certain rows of a csv chunk-by-chunk
Reading the first few lines of a frame
Reading a file that is compressed but not by gzip/bz2
(the native compressed formats which read_csv
understands).This example shows a WinZipped
file, but is a general application of opening the file within a context manager andusing that handle to read.See here
Reading CSV with Unix timestamps and converting to local timezone
Write a multi-row index CSV without writing duplicates
Reading multiple files to create a single DataFrame
The best way to combine multiple files into a single DataFrame is to read the individual frames one by one, put allof the individual frames into a list, and then combine the frames in the list using pd.concat()
:
- In [189]: for i in range(3):
- .....: data = pd.DataFrame(np.random.randn(10, 4))
- .....: data.to_csv('file_{}.csv'.format(i))
- .....:
- In [190]: files = ['file_0.csv', 'file_1.csv', 'file_2.csv']
- In [191]: result = pd.concat([pd.read_csv(f) for f in files], ignore_index=True)
You can use the same approach to read all files matching a pattern. Here is an example using glob
:
- In [192]: import glob
- In [193]: import os
- In [194]: files = glob.glob('file_*.csv')
- In [195]: result = pd.concat([pd.read_csv(f) for f in files], ignore_index=True)
Finally, this strategy will work with the other pd.read_*(…)
functions described in the io docs.
Parsing date components in multi-columns
Parsing date components in multi-columns is faster with a format
- In [196]: i = pd.date_range('20000101', periods=10000)
- In [197]: df = pd.DataFrame({'year': i.year, 'month': i.month, 'day': i.day})
- In [198]: df.head()
- Out[198]:
- year month day
- 0 2000 1 1
- 1 2000 1 2
- 2 2000 1 3
- 3 2000 1 4
- 4 2000 1 5
- In [199]: %timeit pd.to_datetime(df.year * 10000 + df.month * 100 + df.day, format='%Y%m%d')
- .....: ds = df.apply(lambda x: "%04d%02d%02d" % (x['year'],
- .....: x['month'], x['day']), axis=1)
- .....: ds.head()
- .....: %timeit pd.to_datetime(ds)
- .....:
- 9.41 ms +- 596 us per loop (mean +- std. dev. of 7 runs, 100 loops each)
- 2.76 ms +- 60.8 us per loop (mean +- std. dev. of 7 runs, 100 loops each)
Skip row between header and data
- In [200]: data = """;;;;
- .....: ;;;;
- .....: ;;;;
- .....: ;;;;
- .....: ;;;;
- .....: ;;;;
- .....: ;;;;
- .....: ;;;;
- .....: ;;;;
- .....: ;;;;
- .....: date;Param1;Param2;Param4;Param5
- .....: ;m²;°C;m²;m
- .....: ;;;;
- .....: 01.01.1990 00:00;1;1;2;3
- .....: 01.01.1990 01:00;5;3;4;5
- .....: 01.01.1990 02:00;9;5;6;7
- .....: 01.01.1990 03:00;13;7;8;9
- .....: 01.01.1990 04:00;17;9;10;11
- .....: 01.01.1990 05:00;21;11;12;13
- .....: """
- .....:
Option 1: pass rows explicitly to skip rows
- In [201]: from io import StringIO
- In [202]: pd.read_csv(StringIO(data), sep=';', skiprows=[11, 12],
- .....: index_col=0, parse_dates=True, header=10)
- .....:
- Out[202]:
- Param1 Param2 Param4 Param5
- date
- 1990-01-01 00:00:00 1 1 2 3
- 1990-01-01 01:00:00 5 3 4 5
- 1990-01-01 02:00:00 9 5 6 7
- 1990-01-01 03:00:00 13 7 8 9
- 1990-01-01 04:00:00 17 9 10 11
- 1990-01-01 05:00:00 21 11 12 13
Option 2: read column names and then data
- In [203]: pd.read_csv(StringIO(data), sep=';', header=10, nrows=10).columns
- Out[203]: Index(['date', 'Param1', 'Param2', 'Param4', 'Param5'], dtype='object')
- In [204]: columns = pd.read_csv(StringIO(data), sep=';', header=10, nrows=10).columns
- In [205]: pd.read_csv(StringIO(data), sep=';', index_col=0,
- .....: header=12, parse_dates=True, names=columns)
- .....:
- Out[205]:
- Param1 Param2 Param4 Param5
- date
- 1990-01-01 00:00:00 1 1 2 3
- 1990-01-01 01:00:00 5 3 4 5
- 1990-01-01 02:00:00 9 5 6 7
- 1990-01-01 03:00:00 13 7 8 9
- 1990-01-01 04:00:00 17 9 10 11
- 1990-01-01 05:00:00 21 11 12 13
SQL
The SQL docs
Reading from databases with SQL
Excel
The Excel docs
Reading from a filelike handle
Modifying formatting in XlsxWriter output
HTML
Reading HTML tables from a server that cannot handle the default requestheader
HDFStore
The HDFStores docs
Simple queries with a Timestamp Index
Managing heterogeneous data using a linked multiple table hierarchy
Merging on-disk tables with millions of rows
Avoiding inconsistencies when writing to a store from multiple processes/threads
De-duplicating a large store by chunks, essentially a recursive reduction operation. Shows a function for taking in data fromcsv file and creating a store by chunks, with date parsing as well.See here
Creating a store chunk-by-chunk from a csv file
Appending to a store, while creating a unique index
Reading in a sequence of files, then providing a global unique index to a store while appending
Groupby on a HDFStore with low group density
Groupby on a HDFStore with high group density
Hierarchical queries on a HDFStore
Troubleshoot HDFStore exceptions
Setting min_itemsize with strings
Using ptrepack to create a completely-sorted-index on a store
Storing Attributes to a group node
- In [206]: df = pd.DataFrame(np.random.randn(8, 3))
- In [207]: store = pd.HDFStore('test.h5')
- In [208]: store.put('df', df)
- # you can store an arbitrary Python object via pickle
- In [209]: store.get_storer('df').attrs.my_attribute = {'A': 10}
- In [210]: store.get_storer('df').attrs.my_attribute
- Out[210]: {'A': 10}
Binary files
pandas readily accepts NumPy record arrays, if you need to read in a binaryfile consisting of an array of C structs. For example, given this C programin a file called main.c
compiled with gcc main.c -std=gnu99
on a64-bit machine,
- #include <stdio.h>
- #include <stdint.h>
- typedef struct _Data
- {
- int32_t count;
- double avg;
- float scale;
- } Data;
- int main(int argc, const char *argv[])
- {
- size_t n = 10;
- Data d[n];
- for (int i = 0; i < n; ++i)
- {
- d[i].count = i;
- d[i].avg = i + 1.0;
- d[i].scale = (float) i + 2.0f;
- }
- FILE *file = fopen("binary.dat", "wb");
- fwrite(&d, sizeof(Data), n, file);
- fclose(file);
- return 0;
- }
the following Python code will read the binary file 'binary.dat'
into apandas DataFrame
, where each element of the struct corresponds to a columnin the frame:
- names = 'count', 'avg', 'scale'
- # note that the offsets are larger than the size of the type because of
- # struct padding
- offsets = 0, 8, 16
- formats = 'i4', 'f8', 'f4'
- dt = np.dtype({'names': names, 'offsets': offsets, 'formats': formats},
- align=True)
- df = pd.DataFrame(np.fromfile('binary.dat', dt))
Note
The offsets of the structure elements may be different depending on thearchitecture of the machine on which the file was created. Using a rawbinary file format like this for general data storage is not recommended, asit is not cross platform. We recommended either HDF5 or msgpack, both ofwhich are supported by pandas’ IO facilities.
Computation
Numerical integration (sample-based) of a time series
Correlation
Often it’s useful to obtain the lower (or upper) triangular form of a correlation matrix calculated from DataFrame.corr()
. This can be achieved by passing a boolean mask to where
as follows:
- In [211]: df = pd.DataFrame(np.random.random(size=(100, 5)))
- In [212]: corr_mat = df.corr()
- In [213]: mask = np.tril(np.ones_like(corr_mat, dtype=np.bool), k=-1)
- In [214]: corr_mat.where(mask)
- Out[214]:
- 0 1 2 3 4
- 0 NaN NaN NaN NaN NaN
- 1 -0.018923 NaN NaN NaN NaN
- 2 -0.076296 -0.012464 NaN NaN NaN
- 3 -0.169941 -0.289416 0.076462 NaN NaN
- 4 0.064326 0.018759 -0.084140 -0.079859 NaN
The method argument within DataFrame.corr can accept a callable in addition to the named correlation types. Here we compute the distance correlation matrix for a DataFrame object.
- In [215]: def distcorr(x, y):
- .....: n = len(x)
- .....: a = np.zeros(shape=(n, n))
- .....: b = np.zeros(shape=(n, n))
- .....: for i in range(n):
- .....: for j in range(i + 1, n):
- .....: a[i, j] = abs(x[i] - x[j])
- .....: b[i, j] = abs(y[i] - y[j])
- .....: a += a.T
- .....: b += b.T
- .....: a_bar = np.vstack([np.nanmean(a, axis=0)] * n)
- .....: b_bar = np.vstack([np.nanmean(b, axis=0)] * n)
- .....: A = a - a_bar - a_bar.T + np.full(shape=(n, n), fill_value=a_bar.mean())
- .....: B = b - b_bar - b_bar.T + np.full(shape=(n, n), fill_value=b_bar.mean())
- .....: cov_ab = np.sqrt(np.nansum(A * B)) / n
- .....: std_a = np.sqrt(np.sqrt(np.nansum(A**2)) / n)
- .....: std_b = np.sqrt(np.sqrt(np.nansum(B**2)) / n)
- .....: return cov_ab / std_a / std_b
- .....:
- In [216]: df = pd.DataFrame(np.random.normal(size=(100, 3)))
- In [217]: df.corr(method=distcorr)
- Out[217]:
- 0 1 2
- 0 1.000000 0.199653 0.214871
- 1 0.199653 1.000000 0.195116
- 2 0.214871 0.195116 1.000000
Timedeltas
The Timedeltas docs.
- In [218]: import datetime
- In [219]: s = pd.Series(pd.date_range('2012-1-1', periods=3, freq='D'))
- In [220]: s - s.max()
- Out[220]:
- 0 -2 days
- 1 -1 days
- 2 0 days
- dtype: timedelta64[ns]
- In [221]: s.max() - s
- Out[221]:
- 0 2 days
- 1 1 days
- 2 0 days
- dtype: timedelta64[ns]
- In [222]: s - datetime.datetime(2011, 1, 1, 3, 5)
- Out[222]:
- 0 364 days 20:55:00
- 1 365 days 20:55:00
- 2 366 days 20:55:00
- dtype: timedelta64[ns]
- In [223]: s + datetime.timedelta(minutes=5)
- Out[223]:
- 0 2012-01-01 00:05:00
- 1 2012-01-02 00:05:00
- 2 2012-01-03 00:05:00
- dtype: datetime64[ns]
- In [224]: datetime.datetime(2011, 1, 1, 3, 5) - s
- Out[224]:
- 0 -365 days +03:05:00
- 1 -366 days +03:05:00
- 2 -367 days +03:05:00
- dtype: timedelta64[ns]
- In [225]: datetime.timedelta(minutes=5) + s
- Out[225]:
- 0 2012-01-01 00:05:00
- 1 2012-01-02 00:05:00
- 2 2012-01-03 00:05:00
- dtype: datetime64[ns]
Adding and subtracting deltas and dates
- In [226]: deltas = pd.Series([datetime.timedelta(days=i) for i in range(3)])
- In [227]: df = pd.DataFrame({'A': s, 'B': deltas})
- In [228]: df
- Out[228]:
- A B
- 0 2012-01-01 0 days
- 1 2012-01-02 1 days
- 2 2012-01-03 2 days
- In [229]: df['New Dates'] = df['A'] + df['B']
- In [230]: df['Delta'] = df['A'] - df['New Dates']
- In [231]: df
- Out[231]:
- A B New Dates Delta
- 0 2012-01-01 0 days 2012-01-01 0 days
- 1 2012-01-02 1 days 2012-01-03 -1 days
- 2 2012-01-03 2 days 2012-01-05 -2 days
- In [232]: df.dtypes
- Out[232]:
- A datetime64[ns]
- B timedelta64[ns]
- New Dates datetime64[ns]
- Delta timedelta64[ns]
- dtype: object
Values can be set to NaT using np.nan, similar to datetime
- In [233]: y = s - s.shift()
- In [234]: y
- Out[234]:
- 0 NaT
- 1 1 days
- 2 1 days
- dtype: timedelta64[ns]
- In [235]: y[1] = np.nan
- In [236]: y
- Out[236]:
- 0 NaT
- 1 NaT
- 2 1 days
- dtype: timedelta64[ns]
Aliasing axis names
To globally provide aliases for axis names, one can define these 2 functions:
- In [237]: def set_axis_alias(cls, axis, alias):
- .....: if axis not in cls._AXIS_NUMBERS:
- .....: raise Exception("invalid axis [%s] for alias [%s]" % (axis, alias))
- .....: cls._AXIS_ALIASES[alias] = axis
- .....:
- In [238]: def clear_axis_alias(cls, axis, alias):
- .....: if axis not in cls._AXIS_NUMBERS:
- .....: raise Exception("invalid axis [%s] for alias [%s]" % (axis, alias))
- .....: cls._AXIS_ALIASES.pop(alias, None)
- .....:
- In [239]: set_axis_alias(pd.DataFrame, 'columns', 'myaxis2')
- In [240]: df2 = pd.DataFrame(np.random.randn(3, 2), columns=['c1', 'c2'],
- .....: index=['i1', 'i2', 'i3'])
- .....:
- In [241]: df2.sum(axis='myaxis2')
- Out[241]:
- i1 -0.461013
- i2 2.040016
- i3 0.904681
- dtype: float64
- In [242]: clear_axis_alias(pd.DataFrame, 'columns', 'myaxis2')
Creating example data
To create a dataframe from every combination of some given values, like R’s expand.grid()
function, we can create a dict where the keys are column names and the values are listsof the data values:
- In [243]: def expand_grid(data_dict):
- .....: rows = itertools.product(*data_dict.values())
- .....: return pd.DataFrame.from_records(rows, columns=data_dict.keys())
- .....:
- In [244]: df = expand_grid({'height': [60, 70],
- .....: 'weight': [100, 140, 180],
- .....: 'sex': ['Male', 'Female']})
- .....:
- In [245]: df
- Out[245]:
- height weight sex
- 0 60 100 Male
- 1 60 100 Female
- 2 60 140 Male
- 3 60 140 Female
- 4 60 180 Male
- 5 60 180 Female
- 6 70 100 Male
- 7 70 100 Female
- 8 70 140 Male
- 9 70 140 Female
- 10 70 180 Male
- 11 70 180 Female