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- # -*- coding: utf-8 -*-
- """
- Tests for statistical reductions of 2nd moment or higher: var, skew, kurt, ...
- """
- import numpy as np
- import pytest
- from pandas.compat import lrange
- import pandas.util._test_decorators as td
- import pandas as pd
- from pandas import DataFrame, Series, compat
- import pandas.util.testing as tm
- class TestSeriesStatReductions(object):
- # Note: the name TestSeriesStatReductions indicates these tests
- # were moved from a series-specific test file, _not_ that these tests are
- # intended long-term to be series-specific
- def _check_stat_op(self, name, alternate, string_series_,
- check_objects=False, check_allna=False):
- with pd.option_context('use_bottleneck', False):
- f = getattr(Series, name)
- # add some NaNs
- string_series_[5:15] = np.NaN
- # mean, idxmax, idxmin, min, and max are valid for dates
- if name not in ['max', 'min', 'mean']:
- ds = Series(pd.date_range('1/1/2001', periods=10))
- with pytest.raises(TypeError):
- f(ds)
- # skipna or no
- assert pd.notna(f(string_series_))
- assert pd.isna(f(string_series_, skipna=False))
- # check the result is correct
- nona = string_series_.dropna()
- tm.assert_almost_equal(f(nona), alternate(nona.values))
- tm.assert_almost_equal(f(string_series_), alternate(nona.values))
- allna = string_series_ * np.nan
- if check_allna:
- assert np.isnan(f(allna))
- # dtype=object with None, it works!
- s = Series([1, 2, 3, None, 5])
- f(s)
- # GH#2888
- items = [0]
- items.extend(lrange(2 ** 40, 2 ** 40 + 1000))
- s = Series(items, dtype='int64')
- tm.assert_almost_equal(float(f(s)), float(alternate(s.values)))
- # check date range
- if check_objects:
- s = Series(pd.bdate_range('1/1/2000', periods=10))
- res = f(s)
- exp = alternate(s)
- assert res == exp
- # check on string data
- if name not in ['sum', 'min', 'max']:
- with pytest.raises(TypeError):
- f(Series(list('abc')))
- # Invalid axis.
- with pytest.raises(ValueError):
- f(string_series_, axis=1)
- # Unimplemented numeric_only parameter.
- if 'numeric_only' in compat.signature(f).args:
- with pytest.raises(NotImplementedError, match=name):
- f(string_series_, numeric_only=True)
- def test_sum(self):
- string_series = tm.makeStringSeries().rename('series')
- self._check_stat_op('sum', np.sum, string_series, check_allna=False)
- def test_mean(self):
- string_series = tm.makeStringSeries().rename('series')
- self._check_stat_op('mean', np.mean, string_series)
- def test_median(self):
- string_series = tm.makeStringSeries().rename('series')
- self._check_stat_op('median', np.median, string_series)
- # test with integers, test failure
- int_ts = Series(np.ones(10, dtype=int), index=lrange(10))
- tm.assert_almost_equal(np.median(int_ts), int_ts.median())
- def test_prod(self):
- string_series = tm.makeStringSeries().rename('series')
- self._check_stat_op('prod', np.prod, string_series)
- def test_min(self):
- string_series = tm.makeStringSeries().rename('series')
- self._check_stat_op('min', np.min, string_series, check_objects=True)
- def test_max(self):
- string_series = tm.makeStringSeries().rename('series')
- self._check_stat_op('max', np.max, string_series, check_objects=True)
- def test_var_std(self):
- string_series = tm.makeStringSeries().rename('series')
- datetime_series = tm.makeTimeSeries().rename('ts')
- alt = lambda x: np.std(x, ddof=1)
- self._check_stat_op('std', alt, string_series)
- alt = lambda x: np.var(x, ddof=1)
- self._check_stat_op('var', alt, string_series)
- result = datetime_series.std(ddof=4)
- expected = np.std(datetime_series.values, ddof=4)
- tm.assert_almost_equal(result, expected)
- result = datetime_series.var(ddof=4)
- expected = np.var(datetime_series.values, ddof=4)
- tm.assert_almost_equal(result, expected)
- # 1 - element series with ddof=1
- s = datetime_series.iloc[[0]]
- result = s.var(ddof=1)
- assert pd.isna(result)
- result = s.std(ddof=1)
- assert pd.isna(result)
- def test_sem(self):
- string_series = tm.makeStringSeries().rename('series')
- datetime_series = tm.makeTimeSeries().rename('ts')
- alt = lambda x: np.std(x, ddof=1) / np.sqrt(len(x))
- self._check_stat_op('sem', alt, string_series)
- result = datetime_series.sem(ddof=4)
- expected = np.std(datetime_series.values,
- ddof=4) / np.sqrt(len(datetime_series.values))
- tm.assert_almost_equal(result, expected)
- # 1 - element series with ddof=1
- s = datetime_series.iloc[[0]]
- result = s.sem(ddof=1)
- assert pd.isna(result)
- @td.skip_if_no_scipy
- def test_skew(self):
- from scipy.stats import skew
- string_series = tm.makeStringSeries().rename('series')
- alt = lambda x: skew(x, bias=False)
- self._check_stat_op('skew', alt, string_series)
- # test corner cases, skew() returns NaN unless there's at least 3
- # values
- min_N = 3
- for i in range(1, min_N + 1):
- s = Series(np.ones(i))
- df = DataFrame(np.ones((i, i)))
- if i < min_N:
- assert np.isnan(s.skew())
- assert np.isnan(df.skew()).all()
- else:
- assert 0 == s.skew()
- assert (df.skew() == 0).all()
- @td.skip_if_no_scipy
- def test_kurt(self):
- from scipy.stats import kurtosis
- string_series = tm.makeStringSeries().rename('series')
- alt = lambda x: kurtosis(x, bias=False)
- self._check_stat_op('kurt', alt, string_series)
- index = pd.MultiIndex(
- levels=[['bar'], ['one', 'two', 'three'], [0, 1]],
- codes=[[0, 0, 0, 0, 0, 0], [0, 1, 2, 0, 1, 2], [0, 1, 0, 1, 0, 1]]
- )
- s = Series(np.random.randn(6), index=index)
- tm.assert_almost_equal(s.kurt(), s.kurt(level=0)['bar'])
- # test corner cases, kurt() returns NaN unless there's at least 4
- # values
- min_N = 4
- for i in range(1, min_N + 1):
- s = Series(np.ones(i))
- df = DataFrame(np.ones((i, i)))
- if i < min_N:
- assert np.isnan(s.kurt())
- assert np.isnan(df.kurt()).all()
- else:
- assert 0 == s.kurt()
- assert (df.kurt() == 0).all()
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