NumPy:计算移除NaNs的平均值

我如何计算matrix的matrix平均值,但要从计算中删除nan值? (对于R人,请考虑na.rm = TRUE )。

这是我的[非]工作的例子:

 import numpy as np dat = np.array([[1, 2, 3], [4, 5, np.nan], [np.nan, 6, np.nan], [np.nan, np.nan, np.nan]]) print(dat) print(dat.mean(1)) # [ 2. nan nan nan] 

除去NaN,我的预期产出将是:

 array([ 2., 4.5, 6., nan]) 

我想你想要的是一个蒙面数组:

 dat = np.array([[1,2,3], [4,5,nan], [nan,6,nan], [nan,nan,nan]]) mdat = np.ma.masked_array(dat,np.isnan(dat)) mm = np.mean(mdat,axis=1) print mm.filled(np.nan) # the desired answer 

编辑:结合所有的时间数据

  from timeit import Timer setupstr=""" import numpy as np from scipy.stats.stats import nanmean dat = np.random.normal(size=(1000,1000)) ii = np.ix_(np.random.randint(0,99,size=50),np.random.randint(0,99,size=50)) dat[ii] = np.nan """ method1=""" mdat = np.ma.masked_array(dat,np.isnan(dat)) mm = np.mean(mdat,axis=1) mm.filled(np.nan) """ N = 2 t1 = Timer(method1, setupstr).timeit(N) t2 = Timer("[np.mean([l for l in d if not np.isnan(l)]) for d in dat]", setupstr).timeit(N) t3 = Timer("np.array([r[np.isfinite(r)].mean() for r in dat])", setupstr).timeit(N) t4 = Timer("np.ma.masked_invalid(dat).mean(axis=1)", setupstr).timeit(N) t5 = Timer("nanmean(dat,axis=1)", setupstr).timeit(N) print 'Time: %f\tRatio: %f' % (t1,t1/t1 ) print 'Time: %f\tRatio: %f' % (t2,t2/t1 ) print 'Time: %f\tRatio: %f' % (t3,t3/t1 ) print 'Time: %f\tRatio: %f' % (t4,t4/t1 ) print 'Time: %f\tRatio: %f' % (t5,t5/t1 ) 

返回:

 Time: 0.045454 Ratio: 1.000000 Time: 8.179479 Ratio: 179.950595 Time: 0.060988 Ratio: 1.341755 Time: 0.070955 Ratio: 1.561029 Time: 0.065152 Ratio: 1.433364 

如果性能很重要,则应该使用bottleneck.nanmean()来代替:

http://pypi.python.org/pypi/Bottleneck

也可以在飞行中创build一个过滤了nans的蒙版数组:

 print np.ma.masked_invalid(dat).mean(1) 

你总是可以find一个解决方法,如:

 numpy.nansum(dat, axis=1) / numpy.sum(numpy.isfinite(dat), axis=1) 

Numpy 2.0的numpy.mean有一个skipna选项,应该照顾。

这是基于JoshAdel提出的解决scheme。

定义以下function:

 def nanmean(data, **args): return numpy.ma.filled(numpy.ma.masked_array(data,numpy.isnan(data)).mean(**args), fill_value=numpy.nan) 

使用示例:

 data = [[0, 1, numpy.nan], [8, 5, 1]] data = numpy.array(data) print data print nanmean(data) print nanmean(data, axis=0) print nanmean(data, axis=1) 

将打印出来:

 [[ 0. 1. nan] [ 8. 5. 1.]] 3.0 [ 4. 3. 1.] [ 0.5 4.66666667] 

如何使用pandas来做到这一点:

 import numpy as np import pandas as pd dat = np.array([[1, 2, 3], [4, 5, np.nan], [np.nan, 6, np.nan], [np.nan, np.nan, np.nan]]) print dat print dat.mean(1) df = pd.DataFrame(dat) print df.mean(axis=1) 

得到:

 0 2.0 1 4.5 2 6.0 3 NaN 

从numpy 1.8(2013-10-30发布)开始, nanmean正是您所需要的:

 >>> import numpy as np >>> np.nanmean(np.array([1.5, 3.5, np.nan])) 2.5 

或者你使用laxarray,刚刚上传,这是蒙面数组的封装。

 import laxarray as la la.array(dat).mean(axis=1) 

遵循JoshAdel的协议我得到:

 Time: 0.048791 Ratio: 1.000000 Time: 0.062242 Ratio: 1.275689 # laxarray's one-liner 

所以laxarray稍微慢一点(需要检查为什么,也许是可以修复的),但是使用起来更容易,并且允许使用string标注尺寸。

退房: https : //github.com/perrette/laxarray

编辑:我已经检查了另一个模块,“拉”,larry,击败所有testing:

 import la la.larry(dat).mean(axis=1) By hand, Time: 0.049013 Ratio: 1.000000 Larry, Time: 0.005467 Ratio: 0.111540 laxarray Time: 0.061751 Ratio: 1.259889 

印象深刻!

再次检查所有提议的方法:

 Python 2.7.11 |Anaconda 2.4.1 (64-bit)| (default, Jan 19 2016, 12:08:31) [MSC v.1500 64 bit (AMD64)] IPython 4.0.1 -- An enhanced Interactive Python. import numpy as np from scipy.stats.stats import nanmean dat = np.random.normal(size=(1000,1000)) ii = np.ix_(np.random.randint(0,99,size=50),np.random.randint(0,99,size=50)) dat[ii] = np.nan In[185]: def method1(): mdat = np.ma.masked_array(dat,np.isnan(dat)) mm = np.mean(mdat,axis=1) mm.filled(np.nan) In[190]: %timeit method1() 100 loops, best of 3: 7.09 ms per loop In[191]: %timeit [np.mean([l for l in d if not np.isnan(l)]) for d in dat] 1 loops, best of 3: 1.04 s per loop In[192]: %timeit np.array([r[np.isfinite(r)].mean() for r in dat]) 10 loops, best of 3: 19.6 ms per loop In[193]: %timeit np.ma.masked_invalid(dat).mean(axis=1) 100 loops, best of 3: 11.8 ms per loop In[194]: %timeit nanmean(dat,axis=1) 100 loops, best of 3: 6.36 ms per loop In[195]: import bottleneck as bn In[196]: %timeit bn.nanmean(dat,axis=1) 1000 loops, best of 3: 1.05 ms per loop In[197]: from scipy import stats In[198]: %timeit stats.nanmean(dat) 100 loops, best of 3: 6.19 ms per loop 

所以最好的是瓶颈。nanmean(dat,axis = 1)'scipy.stats.nanmean(dat)'不会比numpy.nanmean(dat, axis=1)更快。

 # I suggest you this way: import numpy as np dat = np.array([[1, 2, 3], [4, 5, np.nan], [np.nan, 6, np.nan], [np.nan, np.nan, np.nan]]) dat2 = np.ma.masked_invalid(dat) print np.mean(dat2, axis=1) 
 '''define dataMat''' numFeat= shape(datMat)[1] for i in range(numFeat): meanVal=mean(dataMat[nonzero(~isnan(datMat[:,i].A))[0],i])