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- """
- Routines for filling missing data.
- """
- import numpy as np
- from pandas._libs import algos, lib
- 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_datetime64_dtype,
- is_datetime64tz_dtype,
- is_integer_dtype,
- is_numeric_v_string_like,
- is_scalar,
- is_timedelta64_dtype,
- needs_i8_conversion,
- )
- from pandas.core.dtypes.missing import isna
- def mask_missing(arr, values_to_mask):
- """
- Return a masking array of same size/shape as arr
- with entries equaling any member of values_to_mask set to True
- """
- dtype, values_to_mask = infer_dtype_from_array(values_to_mask)
- try:
- values_to_mask = np.array(values_to_mask, dtype=dtype)
- except Exception:
- values_to_mask = np.array(values_to_mask, dtype=object)
- na_mask = isna(values_to_mask)
- nonna = values_to_mask[~na_mask]
- mask = None
- for x in nonna:
- if mask is None:
- if is_numeric_v_string_like(arr, x):
- # GH#29553 prevent numpy deprecation warnings
- mask = False
- else:
- mask = arr == x
- # if x is a string and arr is not, then we get False and we must
- # expand the mask to size arr.shape
- if is_scalar(mask):
- mask = np.zeros(arr.shape, dtype=bool)
- else:
- if is_numeric_v_string_like(arr, x):
- # GH#29553 prevent numpy deprecation warnings
- mask |= False
- else:
- mask |= arr == x
- if na_mask.any():
- if mask is None:
- mask = isna(arr)
- else:
- mask |= isna(arr)
- # GH 21977
- if mask is None:
- mask = np.zeros(arr.shape, dtype=bool)
- return mask
- def clean_fill_method(method, allow_nearest=False):
- # asfreq is compat for resampling
- if method in [None, "asfreq"]:
- return None
- if isinstance(method, 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
- def clean_interp_method(method, **kwargs):
- order = kwargs.get("order")
- valid = [
- "linear",
- "time",
- "index",
- "values",
- "nearest",
- "zero",
- "slinear",
- "quadratic",
- "cubic",
- "barycentric",
- "polynomial",
- "krogh",
- "piecewise_polynomial",
- "pchip",
- "akima",
- "spline",
- "from_derivatives",
- ]
- if method in ("spline", "polynomial") and order is None:
- raise ValueError("You must specify the order of the spline or polynomial.")
- if method not in valid:
- raise ValueError(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,
- yvalues,
- method="linear",
- limit=None,
- limit_direction="forward",
- limit_area=None,
- fill_value=None,
- bounds_error=False,
- order=None,
- **kwargs,
- ):
- """
- Logic for the 1-d interpolation. The result should be 1-d, inputs
- xvalues and yvalues will each be 1-d arrays of the same length.
- Bounds_error is currently hardcoded to False since non-scipy ones don't
- take it as an argument.
- """
- # Treat the original, non-scipy methods first.
- invalid = isna(yvalues)
- valid = ~invalid
- if not valid.any():
- # have to call np.asarray(xvalues) since xvalues could be an Index
- # which can't be mutated
- result = np.empty_like(np.asarray(xvalues), dtype=np.float64)
- result.fill(np.nan)
- return result
- if valid.all():
- return yvalues
- if method == "time":
- if not getattr(xvalues, "is_all_dates", None):
- # if not issubclass(xvalues.dtype.type, np.datetime64):
- raise ValueError(
- "time-weighted interpolation only works "
- "on Series or DataFrames with a "
- "DatetimeIndex"
- )
- method = "values"
- valid_limit_directions = ["forward", "backward", "both"]
- limit_direction = limit_direction.lower()
- if limit_direction not in valid_limit_directions:
- 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
- if limit_direction == "forward":
- preserve_nans = start_nans | set(_interp_limit(invalid, limit, 0))
- elif limit_direction == "backward":
- preserve_nans = end_nans | set(_interp_limit(invalid, 0, limit))
- else:
- # both directions... just use _interp_limit
- preserve_nans = set(_interp_limit(invalid, limit, limit))
- # if limit_area is set, add either mid or outside indices
- # to preserve_nans GH #16284
- if limit_area == "inside":
- # preserve NaNs on the outside
- preserve_nans |= start_nans | end_nans
- elif limit_area == "outside":
- # preserve NaNs on the inside
- preserve_nans |= mid_nans
- # sort preserve_nans and covert to list
- preserve_nans = sorted(preserve_nans)
- xvalues = getattr(xvalues, "values", xvalues)
- yvalues = getattr(yvalues, "values", yvalues)
- result = yvalues.copy()
- if method in ["linear", "time", "index", "values"]:
- if method in ("values", "index"):
- inds = np.asarray(xvalues)
- # hack for DatetimeIndex, #1646
- if needs_i8_conversion(inds.dtype.type):
- inds = inds.view(np.int64)
- if inds.dtype == np.object_:
- inds = lib.maybe_convert_objects(inds)
- else:
- inds = xvalues
- # np.interp requires sorted X values, #21037
- indexer = np.argsort(inds[valid])
- result[invalid] = np.interp(
- inds[invalid], inds[valid][indexer], yvalues[valid][indexer]
- )
- result[preserve_nans] = np.nan
- return result
- sp_methods = [
- "nearest",
- "zero",
- "slinear",
- "quadratic",
- "cubic",
- "barycentric",
- "krogh",
- "spline",
- "polynomial",
- "from_derivatives",
- "piecewise_polynomial",
- "pchip",
- "akima",
- ]
- if method in sp_methods:
- inds = np.asarray(xvalues)
- # hack for DatetimeIndex, #1646
- if issubclass(inds.dtype.type, np.datetime64):
- inds = inds.view(np.int64)
- result[invalid] = _interpolate_scipy_wrapper(
- inds[valid],
- yvalues[valid],
- inds[invalid],
- method=method,
- fill_value=fill_value,
- bounds_error=bounds_error,
- order=order,
- **kwargs,
- )
- result[preserve_nans] = np.nan
- return result
- def _interpolate_scipy_wrapper(
- x, y, new_x, method, fill_value=None, bounds_error=False, order=None, **kwargs
- ):
- """
- Passed off to scipy.interpolate.interp1d. method is scipy's kind.
- Returns an array interpolated at new_x. Add any new methods to
- the list in _clean_interp_method.
- """
- 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":
- try:
- alt_methods["pchip"] = interpolate.pchip_interpolate
- except AttributeError:
- raise ImportError(
- "Your version of Scipy does not support PCHIP interpolation."
- )
- elif method == "akima":
- alt_methods["akima"] = _akima_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 numberincludes the function
- value as 0th derivative.
- extrapolate : bool, optional
- Whether to extrapolate to ouf-of-bounds points based on first and last
- intervals, or to return NaNs. Default: True.
- See Also
- --------
- scipy.interpolate.BPoly.from_derivatives
- Returns
- -------
- y : scalar or array_like
- The result, of length R or length M or M by R.
- """
- 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 or list, optional
- How many derivatives to extract; None for all potentially
- nonzero derivatives (that is a number equal to the number
- of points), or a list of derivatives to extract. This number
- includes the function value as 0th derivative.
- axis : int, optional
- Axis in the yi array corresponding to the x-coordinate values.
- See Also
- --------
- scipy.interpolate.Akima1DInterpolator
- Returns
- -------
- y : scalar or array_like
- The result, of length R or length M or M by R,
- """
- from scipy import interpolate
- P = interpolate.Akima1DInterpolator(xi, yi, axis=axis)
- if der == 0:
- return P(x)
- elif interpolate._isscalar(der):
- return P(x, der=der)
- else:
- return [P(x, nu) for nu in der]
- def interpolate_2d(
- values, method="pad", axis=0, limit=None, fill_value=None, dtype=None
- ):
- """
- Perform an actual interpolation of values, values will be make 2-d if
- needed fills inplace, returns the result.
- """
- 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))
- if fill_value is None:
- mask = None
- else: # todo create faster fill func without masking
- mask = mask_missing(transf(values), fill_value)
- method = clean_fill_method(method)
- if method == "pad":
- values = transf(pad_2d(transf(values), limit=limit, mask=mask, dtype=dtype))
- else:
- values = transf(
- backfill_2d(transf(values), limit=limit, mask=mask, dtype=dtype)
- )
- # reshape back
- if ndim == 1:
- values = values[0]
- if orig_values.dtype.kind == "M":
- # convert float back to datetime64
- values = values.astype(orig_values.dtype)
- return values
- def _cast_values_for_fillna(values, dtype):
- """
- 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 (
- is_datetime64_dtype(dtype)
- or is_datetime64tz_dtype(dtype)
- or is_timedelta64_dtype(dtype)
- ):
- values = values.view(np.int64)
- elif is_integer_dtype(values):
- # NB: this check needs to come after the datetime64 check above
- values = ensure_float64(values)
- return values
- def _fillna_prep(values, mask=None, dtype=None):
- # boilerplate for pad_1d, backfill_1d, pad_2d, backfill_2d
- if dtype is None:
- dtype = values.dtype
- if mask is None:
- # This needs to occur before datetime/timedeltas are cast to int64
- mask = isna(values)
- values = _cast_values_for_fillna(values, dtype)
- mask = mask.view(np.uint8)
- return values, mask
- def pad_1d(values, limit=None, mask=None, dtype=None):
- values, mask = _fillna_prep(values, mask, dtype)
- algos.pad_inplace(values, mask, limit=limit)
- return values
- def backfill_1d(values, limit=None, mask=None, dtype=None):
- values, mask = _fillna_prep(values, mask, dtype)
- algos.backfill_inplace(values, mask, limit=limit)
- return values
- def pad_2d(values, limit=None, mask=None, dtype=None):
- values, mask = _fillna_prep(values, mask, dtype)
- 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, dtype=None):
- values, mask = _fillna_prep(values, mask, dtype)
- 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 = list(inner(invalid[::-1], bw_limit))
- b_idx = set(N - 1 - np.asarray(b_idx))
- if fw_limit == 0:
- return b_idx
- return f_idx & b_idx
- def _rolling_window(a, window):
- """
- [True, True, False, True, False], 2 ->
- [
- [True, True],
- [True, False],
- [False, True],
- [True, False],
- ]
- """
- # https://stackoverflow.com/a/6811241
- shape = a.shape[:-1] + (a.shape[-1] - window + 1, window)
- strides = a.strides + (a.strides[-1],)
- return np.lib.stride_tricks.as_strided(a, shape=shape, strides=strides)
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