Python numpy.nanvar() 使用实例

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Example 1

def test_ddof_too_big(self):
        nanfuncs = [np.nanvar, np.nanstd]
        stdfuncs = [np.var, np.std]
        dsize = [len(d) for d in _rdat]
        for nf, rf in zip(nanfuncs, stdfuncs):
            for ddof in range(5):
                with warnings.catch_warnings(record=True) as w:
                    warnings.simplefilter('always')
                    tgt = [ddof >= d for d in dsize]
                    res = nf(_ndat, axis=1, ddof=ddof)
                    assert_equal(np.isnan(res), tgt)
                    if any(tgt):
                        assert_(len(w) == 1)
                        assert_(issubclass(w[0].category, RuntimeWarning))
                    else:
                        assert_(len(w) == 0) 

Example 2

def calculate_feature_statistics(feature_id):
    feature = Feature.objects.get(pk=feature_id)

    dataframe = _get_dataframe(feature.dataset.id)
    feature_col = dataframe[feature.name]

    feature.min = np.amin(feature_col).item()
    feature.max = np.amax(feature_col).item()
    feature.mean = np.mean(feature_col).item()
    feature.variance = np.nanvar(feature_col).item()
    unique_values = np.unique(feature_col)
    integer_check = (np.mod(unique_values, 1) == 0).all()
    feature.is_categorical = integer_check and (unique_values.size < 10)
    if feature.is_categorical:
        feature.categories = list(unique_values)
    feature.save(update_fields=['min', 'max', 'variance', 'mean', 'is_categorical', 'categories'])

    del unique_values, feature 

Example 3

def test_ddof_too_big(self):
        nanfuncs = [np.nanvar, np.nanstd]
        stdfuncs = [np.var, np.std]
        dsize = [len(d) for d in _rdat]
        for nf, rf in zip(nanfuncs, stdfuncs):
            for ddof in range(5):
                with warnings.catch_warnings(record=True) as w:
                    warnings.simplefilter('always')
                    tgt = [ddof >= d for d in dsize]
                    res = nf(_ndat, axis=1, ddof=ddof)
                    assert_equal(np.isnan(res), tgt)
                    if any(tgt):
                        assert_(len(w) == 1)
                        assert_(issubclass(w[0].category, RuntimeWarning))
                    else:
                        assert_(len(w) == 0) 

Example 4

def corr(data):  
  ns = data.shape[0];
  nt = data.shape[1];
  
  pairs = make_pairs(ns);
  npp = len(pairs);
  
  mean = np.nanmean(data, axis = 0);
  var = np.nanvar(data - mean, axis = 0);
  
  c = np.zeros(nt);
  for p in pairs:
    c += np.nanmean( (data[p[0]] - mean) * (data[p[1]] - mean), axis = 0) / var;
  c /= npp;
  
  return c; 

Example 5

def test_ddof_too_big(self):
        nanfuncs = [np.nanvar, np.nanstd]
        stdfuncs = [np.var, np.std]
        dsize = [len(d) for d in _rdat]
        for nf, rf in zip(nanfuncs, stdfuncs):
            for ddof in range(5):
                with warnings.catch_warnings(record=True) as w:
                    warnings.simplefilter('always')
                    tgt = [ddof >= d for d in dsize]
                    res = nf(_ndat, axis=1, ddof=ddof)
                    assert_equal(np.isnan(res), tgt)
                    if any(tgt):
                        assert_(len(w) == 1)
                        assert_(issubclass(w[0].category, RuntimeWarning))
                    else:
                        assert_(len(w) == 0) 

Example 6

def test_ddof_too_big(self):
        nanfuncs = [np.nanvar, np.nanstd]
        stdfuncs = [np.var, np.std]
        dsize = [len(d) for d in _rdat]
        for nf, rf in zip(nanfuncs, stdfuncs):
            for ddof in range(5):
                with warnings.catch_warnings(record=True) as w:
                    warnings.simplefilter('always')
                    tgt = [ddof >= d for d in dsize]
                    res = nf(_ndat, axis=1, ddof=ddof)
                    assert_equal(np.isnan(res), tgt)
                    if any(tgt):
                        assert_(len(w) == 1)
                        assert_(issubclass(w[0].category, RuntimeWarning))
                    else:
                        assert_(len(w) == 0) 

Example 7

def test_dtype_from_dtype(self):
        mat = np.eye(3)
        codes = 'efdgFDG'
        for nf, rf in zip(self.nanfuncs, self.stdfuncs):
            for c in codes:
                with suppress_warnings() as sup:
                    if nf in {np.nanstd, np.nanvar} and c in 'FDG':
                        # Giving the warning is a small bug, see gh-8000
                        sup.filter(np.ComplexWarning)
                    tgt = rf(mat, dtype=np.dtype(c), axis=1).dtype.type
                    res = nf(mat, dtype=np.dtype(c), axis=1).dtype.type
                    assert_(res is tgt)
                    # scalar case
                    tgt = rf(mat, dtype=np.dtype(c), axis=None).dtype.type
                    res = nf(mat, dtype=np.dtype(c), axis=None).dtype.type
                    assert_(res is tgt) 

Example 8

def test_dtype_from_char(self):
        mat = np.eye(3)
        codes = 'efdgFDG'
        for nf, rf in zip(self.nanfuncs, self.stdfuncs):
            for c in codes:
                with suppress_warnings() as sup:
                    if nf in {np.nanstd, np.nanvar} and c in 'FDG':
                        # Giving the warning is a small bug, see gh-8000
                        sup.filter(np.ComplexWarning)
                    tgt = rf(mat, dtype=c, axis=1).dtype.type
                    res = nf(mat, dtype=c, axis=1).dtype.type
                    assert_(res is tgt)
                    # scalar case
                    tgt = rf(mat, dtype=c, axis=None).dtype.type
                    res = nf(mat, dtype=c, axis=None).dtype.type
                    assert_(res is tgt) 

Example 9

def test_ddof_too_big(self):
        nanfuncs = [np.nanvar, np.nanstd]
        stdfuncs = [np.var, np.std]
        dsize = [len(d) for d in _rdat]
        for nf, rf in zip(nanfuncs, stdfuncs):
            for ddof in range(5):
                with suppress_warnings() as sup:
                    sup.record(RuntimeWarning)
                    sup.filter(np.ComplexWarning)
                    tgt = [ddof >= d for d in dsize]
                    res = nf(_ndat, axis=1, ddof=ddof)
                    assert_equal(np.isnan(res), tgt)
                    if any(tgt):
                        assert_(len(sup.log) == 1)
                    else:
                        assert_(len(sup.log) == 0) 

Example 10

def compute(self, today, assets, out, close):
	        
	        # prepare X matrix (x_is - x_bar)
	        X = range(self.window_length)
	        X_bar = np.nanmean(X)
	        X_vector = X - X_bar
	        X_matrix = np.tile(X_vector, (len(close.T), 1)).T
	        
	        # prepare Y matrix (y_is - y_bar)
	        Y_bar = np.nanmean(close, axis=0)
	        Y_bars = np.tile(Y_bar, (self.window_length, 1))
	        Y_matrix = close - Y_bars

	        # prepare variance of X
	        X_var = np.nanvar(X)
	        
	        # multiply X matrix an Y matrix and sum (dot product)
	        # then divide by variance of X
	        # this gives the MLE of Beta
	        out[:] = (np.sum((X_matrix * Y_matrix), axis=0) / X_var) / (self.window_length) 

Example 11

def compute(self, today, assets, out, close):
	        
	        # prepare X matrix (x_is - x_bar)
	        X = range(self.window_length)
	        X_bar = np.nanmean(X)
	        X_vector = X - X_bar
	        X_matrix = np.tile(X_vector, (len(close.T), 1)).T
	        
	        # prepare Y vectors (y_is - y_bar)
	        Y_bar = np.nanmean(close, axis=0)
	        Y_bars = np.tile(Y_bar, (self.window_length, 1))
	        Y_matrix = close - Y_bars
	        
	        # multiply X matrix an Y matrix and sum (dot product)
	        # then divide by variance of X
	        # this gives the MLE of Beta
	        betas = (np.sum((X_matrix * Y_matrix), axis=0) / X_var) / (self.window_length)

	        # prepare variance of X
	        X_var = np.nanvar(X)
	        
	        # now use to get to MLE of alpha
	        out[:] = Y_bar - (betas * X_bar) 

Example 12

def test_ddof_too_big(self):
        nanfuncs = [np.nanvar, np.nanstd]
        stdfuncs = [np.var, np.std]
        dsize = [len(d) for d in _rdat]
        for nf, rf in zip(nanfuncs, stdfuncs):
            for ddof in range(5):
                with warnings.catch_warnings(record=True) as w:
                    warnings.simplefilter('always')
                    tgt = [ddof >= d for d in dsize]
                    res = nf(_ndat, axis=1, ddof=ddof)
                    assert_equal(np.isnan(res), tgt)
                    if any(tgt):
                        assert_(len(w) == 1)
                        assert_(issubclass(w[0].category, RuntimeWarning))
                    else:
                        assert_(len(w) == 0) 

Example 13

def test_nanvar(self):
        tgt = np.var(self.mat)
        for mat in self.integer_arrays():
            assert_equal(np.nanvar(mat), tgt)

        tgt = np.var(mat, ddof=1)
        for mat in self.integer_arrays():
            assert_equal(np.nanvar(mat, ddof=1), tgt) 

Example 14

def test_ddof(self):
        nanfuncs = [np.nanvar, np.nanstd]
        stdfuncs = [np.var, np.std]
        for nf, rf in zip(nanfuncs, stdfuncs):
            for ddof in [0, 1]:
                tgt = [rf(d, ddof=ddof) for d in _rdat]
                res = nf(_ndat, axis=1, ddof=ddof)
                assert_almost_equal(res, tgt) 

Example 15

def mean_var(data):
    # TODO: assert is a np.array
    mean = np.nanmean(data, axis=0)
    var = np.nanvar(data, axis=0)
    return [mean, var] 

Example 16

def test_basic_stats(x):
    s = SummaryStats()
    s.update(x)

    assert s.count() == np.count_nonzero(~np.isnan(x))
    np.testing.assert_allclose(s.sum(), np.nansum(x), rtol=RTOL, atol=ATOL)
    np.testing.assert_equal(s.min(), np.nanmin(x) if len(x) else np.nan)
    np.testing.assert_equal(s.max(), np.nanmax(x) if len(x) else np.nan)
    np.testing.assert_allclose(s.mean(), np.nanmean(x) if len(x) else np.nan,
                               rtol=RTOL, atol=ATOL)
    np.testing.assert_allclose(s.var(), np.nanvar(x) if len(x) else np.nan,
                               rtol=RTOL, atol=ATOL)
    np.testing.assert_allclose(s.std(), np.nanstd(x) if len(x) else np.nan,
                               rtol=RTOL, atol=ATOL) 

Example 17

def fit(self, X, y=None):
        self.variances_ = np.nanvar(X, 0)
        return self 

Example 18

def test_nanvar(self):
        tgt = np.var(self.mat)
        for mat in self.integer_arrays():
            assert_equal(np.nanvar(mat), tgt)

        tgt = np.var(mat, ddof=1)
        for mat in self.integer_arrays():
            assert_equal(np.nanvar(mat, ddof=1), tgt) 

Example 19

def test_ddof(self):
        nanfuncs = [np.nanvar, np.nanstd]
        stdfuncs = [np.var, np.std]
        for nf, rf in zip(nanfuncs, stdfuncs):
            for ddof in [0, 1]:
                tgt = [rf(d, ddof=ddof) for d in _rdat]
                res = nf(_ndat, axis=1, ddof=ddof)
                assert_almost_equal(res, tgt) 

Example 20

def get_stats(arr):
    return np.array([
            np.nanmean(arr),
            np.nanvar(arr),
            np.nanmedian(arr),
            np.nanstd(arr),
            arr.shape[0]
        ]) 

Example 21

def _calc_var(self):

        if self.data is None:
            raise RuntimeError('Fit the data model first.')

        data = self.data.T

        # variance calc
        var = np.nanvar(data, axis=1)
        total_var = var.sum()
        self.var_exp = self.eig_vals.cumsum() / total_var 

Example 22

def test_nanvar(self):
        tgt = np.var(self.mat)
        for mat in self.integer_arrays():
            assert_equal(np.nanvar(mat), tgt)

        tgt = np.var(mat, ddof=1)
        for mat in self.integer_arrays():
            assert_equal(np.nanvar(mat, ddof=1), tgt) 

Example 23

def test_ddof(self):
        nanfuncs = [np.nanvar, np.nanstd]
        stdfuncs = [np.var, np.std]
        for nf, rf in zip(nanfuncs, stdfuncs):
            for ddof in [0, 1]:
                tgt = [rf(d, ddof=ddof) for d in _rdat]
                res = nf(_ndat, axis=1, ddof=ddof)
                assert_almost_equal(res, tgt) 

Example 24

def test_nanvar(self):
        tgt = np.var(self.mat)
        for mat in self.integer_arrays():
            assert_equal(np.nanvar(mat), tgt)

        tgt = np.var(mat, ddof=1)
        for mat in self.integer_arrays():
            assert_equal(np.nanvar(mat, ddof=1), tgt) 

Example 25

def test_ddof(self):
        nanfuncs = [np.nanvar, np.nanstd]
        stdfuncs = [np.var, np.std]
        for nf, rf in zip(nanfuncs, stdfuncs):
            for ddof in [0, 1]:
                tgt = [rf(d, ddof=ddof) for d in _rdat]
                res = nf(_ndat, axis=1, ddof=ddof)
                assert_almost_equal(res, tgt) 

Example 26

def var(self):
        ''' Variance of displacement
        :type: float
        '''
        return num.nanvar(self.displacement) 

Example 27

def test_nanvar(self):
        tgt = np.var(self.mat)
        for mat in self.integer_arrays():
            assert_equal(np.nanvar(mat), tgt)

        tgt = np.var(mat, ddof=1)
        for mat in self.integer_arrays():
            assert_equal(np.nanvar(mat, ddof=1), tgt) 

Example 28

def test_ddof(self):
        nanfuncs = [np.nanvar, np.nanstd]
        stdfuncs = [np.var, np.std]
        for nf, rf in zip(nanfuncs, stdfuncs):
            for ddof in [0, 1]:
                tgt = [rf(d, ddof=ddof) for d in _rdat]
                res = nf(_ndat, axis=1, ddof=ddof)
                assert_almost_equal(res, tgt) 

Example 29

def compute(self, today, assets, out, close):

	    	# get returns dataset
	        returns = ((close - np.roll(close, 1, axis=0)) / np.roll(close, 1, axis=0))[1:]

	        # get index of benchmark
	        benchmark_index = np.where((assets == 8554) == True)[0][0]

	        # get returns of benchmark
	        benchmark_returns = returns[:, benchmark_index]
	        
	        # prepare X matrix (x_is - x_bar)
	        X = benchmark_returns
	        X_bar = np.nanmean(X)
	        X_vector = X - X_bar
	        X_matrix = np.tile(X_vector, (len(returns.T), 1)).T

	        # prepare Y matrix (y_is - y_bar)
	        Y_bar = np.nanmean(close, axis=0)
	        Y_bars = np.tile(Y_bar, (len(returns), 1))
	        Y_matrix = returns - Y_bars

	        # prepare variance of X
	        X_var = np.nanvar(X)

	        # multiply X matrix an Y matrix and sum (dot product)
	        # then divide by variance of X
	        # this gives the MLE of Beta
	        out[:] = (np.sum((X_matrix * Y_matrix), axis=0) / X_var) / (len(returns)) 

Example 30

def compute(self, today, assets, out, data):
	        out[:] = np.nanvar(data, axis=0) 

Example 31

def test_nanvar(self):
        tgt = np.var(self.mat)
        for mat in self.integer_arrays():
            assert_equal(np.nanvar(mat), tgt)

        tgt = np.var(mat, ddof=1)
        for mat in self.integer_arrays():
            assert_equal(np.nanvar(mat, ddof=1), tgt) 

Example 32

def test_ddof(self):
        nanfuncs = [np.nanvar, np.nanstd]
        stdfuncs = [np.var, np.std]
        for nf, rf in zip(nanfuncs, stdfuncs):
            for ddof in [0, 1]:
                tgt = [rf(d, ddof=ddof) for d in _rdat]
                res = nf(_ndat, axis=1, ddof=ddof)
                assert_almost_equal(res, tgt) 
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