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"""
Tests for statistical reductions of 2nd moment or higher: var, skew, kurt, ...
"""
import inspect
import numpy as np
import pytest
import pandas.util._test_decorators as td
import pandas as pd
from pandas import (
DataFrame,
Series,
date_range,
)
import pandas._testing as tm
class TestDatetimeLikeStatReductions:
@pytest.mark.parametrize("box", [Series, pd.Index, pd.array])
def test_dt64_mean(self, tz_naive_fixture, box):
tz = tz_naive_fixture
dti = date_range("2001-01-01", periods=11, tz=tz)
# shuffle so that we are not just working with monotone-increasing
dti = dti.take([4, 1, 3, 10, 9, 7, 8, 5, 0, 2, 6])
dtarr = dti._data
obj = box(dtarr)
assert obj.mean() == pd.Timestamp("2001-01-06", tz=tz)
assert obj.mean(skipna=False) == pd.Timestamp("2001-01-06", tz=tz)
# dtarr[-2] will be the first date 2001-01-1
dtarr[-2] = pd.NaT
obj = box(dtarr)
assert obj.mean() == pd.Timestamp("2001-01-06 07:12:00", tz=tz)
assert obj.mean(skipna=False) is pd.NaT
@pytest.mark.parametrize("box", [Series, pd.Index, pd.array])
@pytest.mark.parametrize("freq", ["s", "h", "D", "W", "B"])
def test_period_mean(self, box, freq):
# GH#24757
dti = date_range("2001-01-01", periods=11)
# shuffle so that we are not just working with monotone-increasing
dti = dti.take([4, 1, 3, 10, 9, 7, 8, 5, 0, 2, 6])
warn = FutureWarning if freq == "B" else None
msg = r"PeriodDtype\[B\] is deprecated"
with tm.assert_produces_warning(warn, match=msg):
parr = dti._data.to_period(freq)
obj = box(parr)
with pytest.raises(TypeError, match="ambiguous"):
obj.mean()
with pytest.raises(TypeError, match="ambiguous"):
obj.mean(skipna=True)
# parr[-2] will be the first date 2001-01-1
parr[-2] = pd.NaT
with pytest.raises(TypeError, match="ambiguous"):
obj.mean()
with pytest.raises(TypeError, match="ambiguous"):
obj.mean(skipna=True)
@pytest.mark.parametrize("box", [Series, pd.Index, pd.array])
def test_td64_mean(self, box):
m8values = np.array([0, 3, -2, -7, 1, 2, -1, 3, 5, -2, 4], "m8[D]")
tdi = pd.TimedeltaIndex(m8values).as_unit("ns")
tdarr = tdi._data
obj = box(tdarr, copy=False)
result = obj.mean()
expected = np.array(tdarr).mean()
assert result == expected
tdarr[0] = pd.NaT
assert obj.mean(skipna=False) is pd.NaT
result2 = obj.mean(skipna=True)
assert result2 == tdi[1:].mean()
# exact equality fails by 1 nanosecond
assert result2.round("us") == (result * 11.0 / 10).round("us")
class TestSeriesStatReductions:
# 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", "median", "std"]:
ds = Series(date_range("1/1/2001", periods=10))
msg = f"does not support reduction '{name}'"
with pytest.raises(TypeError, match=msg):
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(range(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, match=None):
f(Series(list("abc")))
# Invalid axis.
msg = "No axis named 1 for object type Series"
with pytest.raises(ValueError, match=msg):
f(string_series_, axis=1)
if "numeric_only" in inspect.getfullargspec(f).args:
# only the index is string; dtype is float
f(string_series_, numeric_only=True)
def test_sum(self):
string_series = Series(range(20), dtype=np.float64, name="series")
self._check_stat_op("sum", np.sum, string_series, check_allna=False)
def test_mean(self):
string_series = Series(range(20), dtype=np.float64, name="series")
self._check_stat_op("mean", np.mean, string_series)
def test_median(self):
string_series = Series(range(20), dtype=np.float64, name="series")
self._check_stat_op("median", np.median, string_series)
# test with integers, test failure
int_ts = Series(np.ones(10, dtype=int), index=range(10))
tm.assert_almost_equal(np.median(int_ts), int_ts.median())
def test_prod(self):
string_series = Series(range(20), dtype=np.float64, name="series")
self._check_stat_op("prod", np.prod, string_series)
def test_min(self):
string_series = Series(range(20), dtype=np.float64, name="series")
self._check_stat_op("min", np.min, string_series, check_objects=True)
def test_max(self):
string_series = Series(range(20), dtype=np.float64, name="series")
self._check_stat_op("max", np.max, string_series, check_objects=True)
def test_var_std(self):
string_series = Series(range(20), dtype=np.float64, name="series")
datetime_series = Series(
np.arange(10, dtype=np.float64),
index=date_range("2020-01-01", periods=10),
name="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 = Series(range(20), dtype=np.float64, name="series")
datetime_series = Series(
np.arange(10, dtype=np.float64),
index=date_range("2020-01-01", periods=10),
name="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)
def test_skew(self):
sp_stats = td.versioned_importorskip("scipy.stats")
string_series = Series(range(20), dtype=np.float64, name="series")
alt = lambda x: sp_stats.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 isinstance(s.skew(), np.float64) # GH53482
assert (df.skew() == 0).all()
def test_kurt(self):
sp_stats = td.versioned_importorskip("scipy.stats")
string_series = Series(range(20), dtype=np.float64, name="series")
alt = lambda x: sp_stats.kurtosis(x, bias=False)
self._check_stat_op("kurt", alt, string_series)
def test_kurt_corner(self):
# 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 isinstance(s.kurt(), np.float64) # GH53482
assert (df.kurt() == 0).all()
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