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 to augment 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 kept explicitly imported for newer users.

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"] = 999
In [24]: df
Out[24]: 
 AAA BBB CCC
0 999 10 100
1 5 20 50
2 999 30 -30
3 999 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 GH 2904

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

  1. Positional-oriented (Python slicing style : exclusive of end)

  2. Label-oriented (Non-Python slicing style : inclusive of end)

  3. 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[0:3]
Out[44]: 
 AAA BBB CCC
foo 4 10 100
bar 5 20 50
boo 6 30 -30
In [45]: df["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 DataFrame.map (previously named 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].map(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, future_stack=True).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#

Slicing a MultiIndex with xs

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 GH 2995

Levels#

Prepending a level to a multiindex

Flatten Hierarchical columns

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年08月01日", periods=6, freq="B"),
 .....:  columns=list("A"),
 .....: )
 .....: 
In [101]: df.loc[df.index[3], "A"] = np.nan
In [102]: df
Out[102]: 
 A
2013年08月01日 0.721555
2013年08月02日 -0.706771
2013年08月05日 -1.039575
2013年08月06日 NaN
2013年08月07日 -0.424972
2013年08月08日 0.567020
In [103]: df.bfill()
Out[103]: 
 A
2013年08月01日 0.721555
2013年08月02日 -0.706771
2013年08月05日 -1.039575
2013年08月06日 -0.424972
2013年08月07日 -0.424972
2013年08月08日 0.567020

cumsum reset at NaN values

Replace#

Using replace with backrefs

Grouping#

The grouping docs.

Basic grouping with apply

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()], include_groups=False)
Out[106]: 
animal
cat L
dog M
fish M
dtype: object

Using get_group

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, include_groups=False)
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

Expanding apply

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
1 1
2 1
3 2

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年10月07日", 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.iloc[1] * 1.234
 .....:  return pd.NaT
 .....: 
In [128]: mhc = {"Mean": "mean", "Max": "max", "Custom": MyCust}
In [129]: ts.resample("5min").apply(mhc)
Out[129]: 
 Mean Max Custom
2014年10月07日 00:00:00 1.0 2 1.234
2014年10月07日 00:05:00 3.5 4 NaT
2014年10月07日 00:10:00 6.0 7 7.404
2014年10月07日 00:15:00 8.5 9 NaT
In [130]: ts
Out[130]: 
2014年10月07日 00:00:00 0
2014年10月07日 00:02:00 1
2014年10月07日 00:04:00 2
2014年10月07日 00:06:00 3
2014年10月07日 00:08:00 4
2014年10月07日 00:10:00 5
2014年10月07日 00:12:00 6
2014年10月07日 00:14:00 7
2014年10月07日 00:16:00 8
2014年10月07日 00:18:00 9
Freq: 2min, 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: [0], 2: [1], 3: [2], 4: [3, 4, 5], 5: [6], 6: [7, 8]}
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#

Alignment and to-date

Rolling Computation window based on values instead of counts

Rolling Mean by Time Interval

Splitting#

Splitting a frame

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.

Partial sums and subtotals

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="sum",
 .....:  margins=True,
 .....: )
 .....: 
In [153]: table.stack("City", future_stack=True)
Out[153]: 
 Sales
Province City 
AL Calgary 8.0
 Edmonton 4.0
 Montreal NaN
 Toronto NaN
 Vancouver NaN
... ...
All Toronto 13.0
 Vancouver 16.0
 Windsor 1.0
 Winnipeg 3.0
 All 51.0
[48 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年01月01日", freq="ME", 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 20.0 30.0 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年01月01日", periods=2000),
 .....:  columns=["A", "B"],
 .....: )
 .....: 
In [164]: df
Out[164]: 
 A B
2001年01月01日 -0.000144 -0.000141
2001年01月02日 0.000161 0.000102
2001年01月03日 0.000057 0.000088
2001年01月04日 -0.000221 0.000097
2001年01月05日 -0.000201 -0.000041
... ... ...
2006年06月19日 0.000040 -0.000235
2006年06月20日 -0.000123 -0.000021
2006年06月21日 -0.000113 0.000114
2006年06月22日 0.000136 0.000109
2006年06月23日 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年01月01日 0.000930
2001年01月02日 0.002615
2001年01月03日 0.001281
2001年01月04日 0.001117
2001年01月05日 0.002772
 ... 
2006年04月30日 0.003296
2006年05月01日 0.002629
2006年05月02日 0.002081
2006年05月03日 0.004247
2006年05月04日 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年01月01日", 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年01月01日 -1.611353 -0.492885 1219
2014年01月02日 -3.000951 0.445794 1054
2014年01月03日 -0.138359 -0.076081 1381
2014年01月04日 0.301568 1.198259 1253
2014年01月05日 0.276381 -0.669831 1728
... ... ... ...
2014年04月06日 -0.040338 0.937843 1188
2014年04月07日 0.359661 -0.285908 1864
2014年04月08日 0.060978 1.714814 941
2014年04月09日 1.759055 -0.455942 1065
2014年04月10日 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年01月06日 0.02
2014年01月07日 0.11
2014年01月08日 0.10
2014年01月09日 0.07
2014年01月10日 -0.29
 ... 
2014年04月06日 -0.63
2014年04月07日 -0.02
2014年04月08日 -0.03
2014年04月09日 0.34
2014年04月10日 0.29
Length: 95, dtype: float64

Timeseries#

Between times

Using indexer between time

Constructing a datetime range that excludes weekends and includes only certain times

Vectorized Lookup

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年01月01日", periods=5)
In [176]: dates.to_period(freq="M").to_timestamp()
Out[176]: 
DatetimeIndex(['2000年01月01日', '2000年01月01日', '2000年01月01日', '2000年01月01日',
 '2000年01月01日'],
 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 Timeseries

Grouping using a MultiIndex

Using TimeGrouper and another grouping to create subgroups, then apply a custom function GH 3791

Resampling with custom periods

Resample intraday frame without adding new days

Resample minute data

Resample with groupby

Merge#

The Join docs.

Concatenate two dataframes with overlapping index (emulate R rbind)

In [177]: rng = pd.date_range("2000年01月01日", 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 = pd.concat([df1, 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

Self Join of a DataFrame GH 2996

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

How to set the index and join

KDB like asof join

Join with a criteria based on the values

Using searchsorted to merge based on values inside a range

Plotting#

The Plotting docs.

Make Matplotlib look like R

Setting x-axis major and minor labels

Plotting multiple charts in an IPython Jupyter notebook

Creating a multi-line plot

Plotting a heatmap

Annotate a time-series plot

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]: <Axes: title={'center': 'price'}, xlabel='quartiles'>
../_images/quartile_boxplot.png

Data in/out#

Performance comparison of SQL vs HDF5

CSV#

The CSV docs

read_csv in action

appending to a csv

Reading a csv chunk-by-chunk

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 and using that handle to read. See here

Inferring dtypes from a file

Dealing with bad lines GH 2886

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 all of 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)
 .....: 
2.7 ms +- 240 us per loop (mean +- std. dev. of 7 runs, 100 loops each)
1.09 ms +- 5.62 us per loop (mean +- std. dev. of 7 runs, 1,000 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年01月01日 00:00:00 1 1 2 3
1990年01月01日 01:00:00 5 3 4 5
1990年01月01日 02:00:00 9 5 6 7
1990年01月01日 03:00:00 13 7 8 9
1990年01月01日 04:00:00 17 9 10 11
1990年01月01日 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年01月01日 00:00:00 1 1 2 3
1990年01月01日 01:00:00 5 3 4 5
1990年01月01日 02:00:00 9 5 6 7
1990年01月01日 03:00:00 13 7 8 9
1990年01月01日 04:00:00 17 9 10 11
1990年01月01日 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

Loading only visible sheets GH 19842#issuecomment-892150745

HTML#

Reading HTML tables from a server that cannot handle the default request header

HDFStore#

The HDFStores docs

Simple queries with a Timestamp Index

Managing heterogeneous data using a linked multiple table hierarchy GH 3032

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 from csv 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

Large Data work flows

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

Counting with 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}

You can create or load a HDFStore in-memory by passing the driver parameter to PyTables. Changes are only written to disk when the HDFStore is closed.

In [211]: store = pd.HDFStore("test.h5", "w", driver="H5FD_CORE")
In [212]: df = pd.DataFrame(np.random.randn(8, 3))
In [213]: store["test"] = df
# only after closing the store, data is written to disk:
In [214]: store.close()

Binary files#

pandas readily accepts NumPy record arrays, if you need to read in a binary file consisting of an array of C structs. For example, given this C program in a file called main.c compiled with gcc main.c -std=gnu99 on a 64-bit machine,

#include<stdio.h>
#include<stdint.h>
typedefstruct_Data
{
int32_tcount;
doubleavg;
floatscale;
}Data;
intmain(intargc,constchar*argv[])
{
size_tn=10;
Datad[n];
for(inti=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);
return0;
}

the following Python code will read the binary file 'binary.dat' into a pandas DataFrame, where each element of the struct corresponds to a column in 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 the architecture of the machine on which the file was created. Using a raw binary file format like this for general data storage is not recommended, as it is not cross platform. We recommended either HDF5 or parquet, both of which 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 [215]: df = pd.DataFrame(np.random.random(size=(100, 5)))
In [216]: corr_mat = df.corr()
In [217]: mask = np.tril(np.ones_like(corr_mat, dtype=np.bool_), k=-1)
In [218]: corr_mat.where(mask)
Out[218]: 
 0 1 2 3 4
0 NaN NaN NaN NaN NaN
1 -0.079861 NaN NaN NaN NaN
2 -0.236573 0.183801 NaN NaN NaN
3 -0.013795 -0.051975 0.037235 NaN NaN
4 -0.031974 0.118342 -0.073499 -0.02063 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 [219]: 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 [220]: df = pd.DataFrame(np.random.normal(size=(100, 3)))
In [221]: df.corr(method=distcorr)
Out[221]: 
 0 1 2
0 1.000000 0.197613 0.216328
1 0.197613 1.000000 0.208749
2 0.216328 0.208749 1.000000

Timedeltas#

The Timedeltas docs.

Using timedeltas

In [222]: import datetime
In [223]: s = pd.Series(pd.date_range("2012年1月1日", periods=3, freq="D"))
In [224]: s - s.max()
Out[224]: 
0 -2 days
1 -1 days
2 0 days
dtype: timedelta64[ns]
In [225]: s.max() - s
Out[225]: 
0 2 days
1 1 days
2 0 days
dtype: timedelta64[ns]
In [226]: s - datetime.datetime(2011, 1, 1, 3, 5)
Out[226]: 
0 364 days 20:55:00
1 365 days 20:55:00
2 366 days 20:55:00
dtype: timedelta64[ns]
In [227]: s + datetime.timedelta(minutes=5)
Out[227]: 
0 2012年01月01日 00:05:00
1 2012年01月02日 00:05:00
2 2012年01月03日 00:05:00
dtype: datetime64[ns]
In [228]: datetime.datetime(2011, 1, 1, 3, 5) - s
Out[228]: 
0 -365 days +03:05:00
1 -366 days +03:05:00
2 -367 days +03:05:00
dtype: timedelta64[ns]
In [229]: datetime.timedelta(minutes=5) + s
Out[229]: 
0 2012年01月01日 00:05:00
1 2012年01月02日 00:05:00
2 2012年01月03日 00:05:00
dtype: datetime64[ns]

Adding and subtracting deltas and dates

In [230]: deltas = pd.Series([datetime.timedelta(days=i) for i in range(3)])
In [231]: df = pd.DataFrame({"A": s, "B": deltas})
In [232]: df
Out[232]: 
 A B
0 2012年01月01日 0 days
1 2012年01月02日 1 days
2 2012年01月03日 2 days
In [233]: df["New Dates"] = df["A"] + df["B"]
In [234]: df["Delta"] = df["A"] - df["New Dates"]
In [235]: df
Out[235]: 
 A B New Dates Delta
0 2012年01月01日 0 days 2012年01月01日 0 days
1 2012年01月02日 1 days 2012年01月03日 -1 days
2 2012年01月03日 2 days 2012年01月05日 -2 days
In [236]: df.dtypes
Out[236]: 
A datetime64[ns]
B timedelta64[ns]
New Dates datetime64[ns]
Delta timedelta64[ns]
dtype: object

Another example

Values can be set to NaT using np.nan, similar to datetime

In [237]: y = s - s.shift()
In [238]: y
Out[238]: 
0 NaT
1 1 days
2 1 days
dtype: timedelta64[ns]
In [239]: y[1] = np.nan
In [240]: y
Out[240]: 
0 NaT
1 NaT
2 1 days
dtype: timedelta64[ns]

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 lists of the data values:

In [241]: def expand_grid(data_dict):
 .....:  rows = itertools.product(*data_dict.values())
 .....:  return pd.DataFrame.from_records(rows, columns=data_dict.keys())
 .....: 
In [242]: df = expand_grid(
 .....:  {"height": [60, 70], "weight": [100, 140, 180], "sex": ["Male", "Female"]}
 .....: )
 .....: 
In [243]: df
Out[243]: 
 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

Constant series#

To assess if a series has a constant value, we can check if series.nunique() <= 1. However, a more performant approach, that does not count all unique values first, is:

In [244]: v = s.to_numpy()
In [245]: is_constant = v.shape[0] == 0 or (s[0] == s).all()

This approach assumes that the series does not contain missing values. For the case that we would drop NA values, we can simply remove those values first:

In [246]: v = s.dropna().to_numpy()
In [247]: is_constant = v.shape[0] == 0 or (s[0] == s).all()

If missing values are considered distinct from any other value, then one could use:

In [248]: v = s.to_numpy()
In [249]: is_constant = v.shape[0] == 0 or (s[0] == s).all() or not pd.notna(v).any()

(Note that this example does not disambiguate between np.nan, pd.NA and None)