projektAI/venv/Lib/site-packages/pandas/core/missing.py

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"""
Routines for filling missing data.
"""
from functools import partial
from typing import TYPE_CHECKING, Any, List, Optional, Set, Union
import numpy as np
from pandas._libs import algos, lib
from pandas._typing import ArrayLike, Axis, DtypeObj
from pandas.compat._optional import import_optional_dependency
from pandas.core.dtypes.cast import infer_dtype_from_array
from pandas.core.dtypes.common import (
ensure_float64,
is_integer_dtype,
is_numeric_v_string_like,
needs_i8_conversion,
)
from pandas.core.dtypes.missing import isna
if TYPE_CHECKING:
from pandas import Index
def mask_missing(arr: ArrayLike, values_to_mask) -> np.ndarray:
"""
Return a masking array of same size/shape as arr
with entries equaling any member of values_to_mask set to True
Parameters
----------
arr : ArrayLike
values_to_mask: list, tuple, or scalar
Returns
-------
np.ndarray[bool]
"""
# When called from Block.replace/replace_list, values_to_mask is a scalar
# known to be holdable by arr.
# When called from Series._single_replace, values_to_mask is tuple or list
dtype, values_to_mask = infer_dtype_from_array(values_to_mask)
values_to_mask = np.array(values_to_mask, dtype=dtype)
na_mask = isna(values_to_mask)
nonna = values_to_mask[~na_mask]
# GH 21977
mask = np.zeros(arr.shape, dtype=bool)
for x in nonna:
if is_numeric_v_string_like(arr, x):
# GH#29553 prevent numpy deprecation warnings
pass
else:
mask |= arr == x
if na_mask.any():
mask |= isna(arr)
return mask
def clean_fill_method(method, allow_nearest: bool = False):
# asfreq is compat for resampling
if method in [None, "asfreq"]:
return None
if isinstance(method, str):
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:
raise ValueError(f"Invalid fill method. Expecting {expecting}. Got {method}")
return method
# interpolation methods that dispatch to np.interp
NP_METHODS = ["linear", "time", "index", "values"]
# interpolation methods that dispatch to _interpolate_scipy_wrapper
SP_METHODS = [
"nearest",
"zero",
"slinear",
"quadratic",
"cubic",
"barycentric",
"krogh",
"spline",
"polynomial",
"from_derivatives",
"piecewise_polynomial",
"pchip",
"akima",
"cubicspline",
]
def clean_interp_method(method: str, **kwargs) -> str:
order = kwargs.get("order")
if method in ("spline", "polynomial") and order is None:
raise ValueError("You must specify the order of the spline or polynomial.")
valid = NP_METHODS + SP_METHODS
if method not in valid:
raise ValueError(f"method must be one of {valid}. Got '{method}' instead.")
return method
def find_valid_index(values, how: str):
"""
Retrieves the index of the first valid value.
Parameters
----------
values : ndarray or ExtensionArray
how : {'first', 'last'}
Use this parameter to change between the first or last valid index.
Returns
-------
int or None
"""
assert how in ["first", "last"]
if len(values) == 0: # early stop
return None
is_valid = ~isna(values)
if values.ndim == 2:
is_valid = is_valid.any(1) # reduce axis 1
if how == "first":
idxpos = is_valid[::].argmax()
if how == "last":
idxpos = len(values) - 1 - is_valid[::-1].argmax()
chk_notna = is_valid[idxpos]
if not chk_notna:
return None
return idxpos
def interpolate_1d(
xvalues: "Index",
yvalues: np.ndarray,
method: Optional[str] = "linear",
limit: Optional[int] = None,
limit_direction: str = "forward",
limit_area: Optional[str] = None,
fill_value: Optional[Any] = None,
bounds_error: bool = False,
order: Optional[int] = 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 argument.
"""
invalid = isna(yvalues)
valid = ~invalid
if not valid.any():
result = np.empty(xvalues.shape, dtype=np.float64)
result.fill(np.nan)
return result
if valid.all():
return yvalues
if method == "time":
if not needs_i8_conversion(xvalues.dtype):
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:
raise ValueError(
"Invalid limit_direction: expecting one of "
f"{valid_limit_directions}, got '{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(
f"Invalid limit_area: expecting one of {valid_limit_areas}, got "
f"{limit_area}."
)
# default limit is unlimited GH #16282
limit = algos.validate_limit(nobs=None, limit=limit)
# These are sets of index pointers to invalid values... i.e. {0, 1, etc...
all_nans = set(np.flatnonzero(invalid))
start_nans = set(range(find_valid_index(yvalues, "first")))
end_nans = set(range(1 + find_valid_index(yvalues, "last"), 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
preserve_nans: Union[List, Set]
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)
result = yvalues.copy()
# xarr to pass to NumPy/SciPy
xarr = xvalues._values
if needs_i8_conversion(xarr.dtype):
# GH#1646 for dt64tz
xarr = xarr.view("i8")
if method == "linear":
inds = xarr
else:
inds = np.asarray(xarr)
if method in ("values", "index"):
if inds.dtype == np.object_:
inds = lib.maybe_convert_objects(inds)
if method in NP_METHODS:
# np.interp requires sorted X values, #21037
indexer = np.argsort(inds[valid])
result[invalid] = np.interp(
inds[invalid], inds[valid][indexer], yvalues[valid][indexer]
)
else:
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.
"""
extra = f"{method} interpolation requires SciPy."
import_optional_dependency("scipy", extra=extra)
from scipy import interpolate
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 handle datetime64s
x, new_x = x._values.astype("i8"), new_x.astype("i8")
if method == "pchip":
alt_methods["pchip"] = interpolate.pchip_interpolate
elif method == "akima":
alt_methods["akima"] = _akima_interpolate
elif method == "cubicspline":
alt_methods["cubicspline"] = _cubicspline_interpolate
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, #24014
if isna(order) or (order <= 0):
raise ValueError(
f"order needs to be specified and greater than 0; got order: {order}"
)
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]
order: 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 number includes 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.
"""
from scipy import interpolate
# 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, 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
P = interpolate.Akima1DInterpolator(xi, yi, axis=axis)
return P(x, nu=der)
def _cubicspline_interpolate(xi, yi, x, axis=0, bc_type="not-a-knot", extrapolate=None):
"""
Convenience function for cubic spline data interpolator.
See `scipy.interpolate.CubicSpline` for details.
Parameters
----------
xi : array_like, shape (n,)
1-d array containing values of the independent variable.
Values must be real, finite and in strictly increasing order.
yi : array_like
Array containing values of the dependent variable. It can have
arbitrary number of dimensions, but the length along ``axis``
(see below) must match the length of ``x``. Values must be finite.
x : scalar or array_like, shape (m,)
axis : int, optional
Axis along which `y` is assumed to be varying. Meaning that for
``x[i]`` the corresponding values are ``np.take(y, i, axis=axis)``.
Default is 0.
bc_type : string or 2-tuple, optional
Boundary condition type. Two additional equations, given by the
boundary conditions, are required to determine all coefficients of
polynomials on each segment [2]_.
If `bc_type` is a string, then the specified condition will be applied
at both ends of a spline. Available conditions are:
* 'not-a-knot' (default): The first and second segment at a curve end
are the same polynomial. It is a good default when there is no
information on boundary conditions.
* 'periodic': The interpolated functions is assumed to be periodic
of period ``x[-1] - x[0]``. The first and last value of `y` must be
identical: ``y[0] == y[-1]``. This boundary condition will result in
``y'[0] == y'[-1]`` and ``y''[0] == y''[-1]``.
* 'clamped': The first derivative at curves ends are zero. Assuming
a 1D `y`, ``bc_type=((1, 0.0), (1, 0.0))`` is the same condition.
* 'natural': The second derivative at curve ends are zero. Assuming
a 1D `y`, ``bc_type=((2, 0.0), (2, 0.0))`` is the same condition.
If `bc_type` is a 2-tuple, the first and the second value will be
applied at the curve start and end respectively. The tuple values can
be one of the previously mentioned strings (except 'periodic') or a
tuple `(order, deriv_values)` allowing to specify arbitrary
derivatives at curve ends:
* `order`: the derivative order, 1 or 2.
* `deriv_value`: array_like containing derivative values, shape must
be the same as `y`, excluding ``axis`` dimension. For example, if
`y` is 1D, then `deriv_value` must be a scalar. If `y` is 3D with
the shape (n0, n1, n2) and axis=2, then `deriv_value` must be 2D
and have the shape (n0, n1).
extrapolate : {bool, 'periodic', None}, optional
If bool, determines whether to extrapolate to out-of-bounds points
based on first and last intervals, or to return NaNs. If 'periodic',
periodic extrapolation is used. If None (default), ``extrapolate`` is
set to 'periodic' for ``bc_type='periodic'`` and to True otherwise.
See Also
--------
scipy.interpolate.CubicHermiteSpline
Returns
-------
y : scalar or array_like
The result, of shape (m,)
References
----------
.. [1] `Cubic Spline Interpolation
<https://en.wikiversity.org/wiki/Cubic_Spline_Interpolation>`_
on Wikiversity.
.. [2] Carl de Boor, "A Practical Guide to Splines", Springer-Verlag, 1978.
"""
from scipy import interpolate
P = interpolate.CubicSpline(
xi, yi, axis=axis, bc_type=bc_type, extrapolate=extrapolate
)
return P(x)
def _interpolate_with_limit_area(
values: ArrayLike, method: str, limit: Optional[int], limit_area: Optional[str]
) -> ArrayLike:
"""
Apply interpolation and limit_area logic to values along a to-be-specified axis.
Parameters
----------
values: array-like
Input array.
method: str
Interpolation method. Could be "bfill" or "pad"
limit: int, optional
Index limit on interpolation.
limit_area: str
Limit area for interpolation. Can be "inside" or "outside"
Returns
-------
values: array-like
Interpolated array.
"""
invalid = isna(values)
if not invalid.all():
first = find_valid_index(values, "first")
last = find_valid_index(values, "last")
values = interpolate_2d(
values,
method=method,
limit=limit,
)
if limit_area == "inside":
invalid[first : last + 1] = False
elif limit_area == "outside":
invalid[:first] = invalid[last + 1 :] = False
values[invalid] = np.nan
return values
def interpolate_2d(
values,
method: str = "pad",
axis: Axis = 0,
limit: Optional[int] = None,
limit_area: Optional[str] = None,
):
"""
Perform an actual interpolation of values, values will be make 2-d if
needed fills inplace, returns the result.
Parameters
----------
values: array-like
Input array.
method: str, default "pad"
Interpolation method. Could be "bfill" or "pad"
axis: 0 or 1
Interpolation axis
limit: int, optional
Index limit on interpolation.
limit_area: str, optional
Limit area for interpolation. Can be "inside" or "outside"
Returns
-------
values: array-like
Interpolated array.
"""
if limit_area is not None:
return np.apply_along_axis(
partial(
_interpolate_with_limit_area,
method=method,
limit=limit,
limit_area=limit_area,
),
axis,
values,
)
orig_values = values
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))
method = clean_fill_method(method)
tvalues = transf(values)
if method == "pad":
result = _pad_2d(tvalues, limit=limit)
else:
result = _backfill_2d(tvalues, limit=limit)
result = transf(result)
# reshape back
if ndim == 1:
result = result[0]
if orig_values.dtype.kind in ["m", "M"]:
# convert float back to datetime64/timedelta64
result = result.view(orig_values.dtype)
return result
def _cast_values_for_fillna(values, dtype: DtypeObj, has_mask: bool):
"""
Cast values to a dtype that algos.pad and algos.backfill can handle.
"""
# TODO: for int-dtypes we make a copy, but for everything else this
# alters the values in-place. Is this intentional?
if needs_i8_conversion(dtype):
values = values.view(np.int64)
elif is_integer_dtype(values) and not has_mask:
# NB: this check needs to come after the datetime64 check above
# has_mask check to avoid casting i8 values that have already
# been cast from PeriodDtype
values = ensure_float64(values)
return values
def _fillna_prep(values, mask=None):
# boilerplate for _pad_1d, _backfill_1d, _pad_2d, _backfill_2d
dtype = values.dtype
has_mask = mask is not None
if not has_mask:
# This needs to occur before datetime/timedeltas are cast to int64
mask = isna(values)
values = _cast_values_for_fillna(values, dtype, has_mask)
mask = mask.view(np.uint8)
return values, mask
def _pad_1d(values, limit=None, mask=None):
values, mask = _fillna_prep(values, mask)
algos.pad_inplace(values, mask, limit=limit)
return values
def _backfill_1d(values, limit=None, mask=None):
values, mask = _fillna_prep(values, mask)
algos.backfill_inplace(values, mask, limit=limit)
return values
def _pad_2d(values, limit=None, mask=None):
values, mask = _fillna_prep(values, mask)
if np.all(values.shape):
algos.pad_2d_inplace(values, mask, limit=limit)
else:
# for test coverage
pass
return values
def _backfill_2d(values, limit=None, mask=None):
values, mask = _fillna_prep(values, mask)
if np.all(values.shape):
algos.backfill_2d_inplace(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 _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
def _interp_limit(invalid, fw_limit, bw_limit):
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 indices 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_inv = list(inner(invalid[::-1], bw_limit))
b_idx = set(N - 1 - np.asarray(b_idx_inv))
if fw_limit == 0:
return b_idx
return f_idx & b_idx
def _rolling_window(a: np.ndarray, window: int):
"""
[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)