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python描述性統計案例_Pandas 之 描述性統計案例

認識

import numpy as np

import pandas as pd

pandas objects are equipped(配備的) with a set of common mathematical and statistical methods. Most of these fall into the categrory of reductions or summary statistics, methods that exract(提取) a single value(like the sum or mean) from a Series of values from the rows or columns of a DataFrame. Compared with the similar methods found on NumPy arrays, they built-in handling for missiing data. Consider a small DataFarme -> (pandas提供了一些常用的統計函數, 輸入通常是一個series的值, 或df的行, 列; 值得一提的是, pandas提供了缺失值處理, 在統計的時候, 不列入計算)

df = pd.DataFrame([

[1.4, np.nan],

[7.6, -4.5],

[np.nan, np.nan],

[3, -1.5]

],

index=list('abcd'), columns=['one', 'two'])

df

one

two

a

1.4

NaN

b

7.6

-4.5

c

NaN

NaN

d

3.0

-1.5

Calling DataFrame's sum method returns a Series containing column sums:

"預設axis=0, 行方向, 下方, 展示每列, 忽略缺失值"

df.sum()

df.mean()

"在計算平均值時, NaN 不計入樣本"

'預設axis=0, 行方向, 下方, 展示每列, 忽略缺失值'

one 12.0

two -6.0

dtype: float64

one 4.0

two -3.0

dtype: float64

'在計算平均值時, NaN 不計入樣本'

Passing axis='columns' or axis=1 sums across the columns instead. -> axis方向

"按行統計, aixs=1, 列方向, 右邊"

df.sum(axis=1)

'按行統計, aixs=1, 列方向, 右邊'

a 1.4

b 3.1

c 0.0

d 1.5

dtype: float64

NA values are excluded unless the entire slice (row or column in the case) is NA. This can be disabled with the skipna option: -> 統計計算會自動忽略缺失值, 不計入樣本

"預設是忽略缺失值的, 要缺失值, 則手動指定一下"

df.mean(skipna=False, axis='columns') # 列方向, 行哦

'預設是忽略缺失值的, 要缺失值, 則手動指定一下'

a NaN

b 1.55

c NaN

d 0.75

dtype: float64

See Table 5-7 for a list of common options for each reduction method.

Method

Description

axis

Axis to reduce over, 0 for DataFrame's rows and 1 for columns

skipna

Exclude missing values; True by default

level

Reduce grouped by level if the axis is hierachically indexed(MaltiIndex)

Some methods, like idmax and idmin, return indirect statistics like the index where the minimum or maximum values are attained(取得).

"idxmax() 傳回最大值的第一個索引标簽"

df.idxmax()

'idxmax() 傳回最大值的第一個索引标簽'

one b

two d

dtype: object

Other methods are accumulations: 累積求和-預設axis=0 行方向

"累積求和, 預設axis=0, 忽略NA"

df.cumsum()

"也可指定axis=1列方向"

df.cumsum(axis=1)

'累積求和, 預設axis=0, 忽略NA'

one

two

a

1.4

NaN

b

9.0

-4.5

c

NaN

NaN

d

12.0

-6.0

'也可指定axis=0列方向'

one

two

a

1.4

NaN

b

7.6

3.1

c

NaN

NaN

d

3.0

1.5

Another type of method is neither a reduction(聚合) nor an accumulation. describe is one such example, producing multiple summary statistic in one shot: --> (describe()方法是對列變量做描述性統計)

"describe() 傳回列變量分位數, 均值, count, std等常用統計名額"

" roud(2)保留2位小數"

df.describe().round(2)

'describe() 傳回列變量分位數, 均值, count, std等常用統計名額'

' roud(2)保留2位小數'

one

two

count

3.00

2.00

mean

4.00

-3.00

std

3.22

2.12

min

1.40

-4.50

25%

2.20

-3.75

50%

3.00

-3.00

75%

5.30

-2.25

max

7.60

-1.50

On non-numeric data, describe produces alternative(供選擇的) summary statistics: --> 對于分類字段, 能自動識别并傳回分類彙總資訊

obj = pd.Series(['a', 'a', 'b', 'c']*4)

"describe()對分類字段自動分類彙總"

obj.describe()

'describe()對分類字段自動分類彙總'

count 16

unique 3

top a

freq 8

dtype: object

See Table 5-8 for a full list of summary statistics and related methods.

Method

Description

count

Number of non-NA values

describe

描述性統計Series或DataFrame的列

min, max

極值

argmin, argmax

極值所有的位置下标

idmin, idmax

極值所對應的行索引label

quantile

樣本分位數

sum

求和

mean

求均值

median

中位數

var

方差

std

标準差

skew

偏度

kurt

峰度

skew

偏度

cumsum

累積求和

cumprod

累積求積

diff

Compute first arithmetic difference (useful for time series)

pct_change

Compute percent change

df.idxmax()

one b

two d

dtype: object

df['one'].argmax()

c:\python\python36\lib\site-packages\ipykernel_launcher.py:1: FutureWarning: 'argmax' is deprecated, use 'idxmax' instead. The behavior of 'argmax'

will be corrected to return the positional maximum in the future.

Use 'series.values.argmax' to get the position of the maximum now.

"""Entry point for launching an IPython kernel.

'b'

Correlation and Convariance

Some summary statistics, like correlation and convariance(方差和協方差), are computed from pairs of arguments. Let's consider some DataFrames of stock prices and volumes(體量) obtained from Yahoo! Finace using the add-on pandas-datareader package. If you don't have it install already, it can be obtained via or pip:

(conda) pip install pandas-datareader

I use the pandas_datareader module to dwonload some data for a few stock tickers:

import pandas_datareader.data as web

"字典推導式"

# all_data = {ticker: web.get_data_yahoo(ticker)

# for ticker in ['AAPL', 'IBM', 'MSFT', 'GOOG']}

'字典推導式'

"讀取二進制資料 read_pickle(), 存為 to_pickle()"

returns = pd.read_pickle("../examples/yahoo_volume.pkl")

returns.tail()

'讀取二進制資料 read_pickle(), 存為 to_pickle()'

AAPL

GOOG

IBM

MSFT

Date

2016-10-17

23624900

1089500

5890400

23830000

2016-10-18

24553500

1995600

12770600

19149500

2016-10-19

20034600

116600

4632900

22878400

2016-10-20

24125800

1734200

4023100

49455600

2016-10-21

22384800

1260500

4401900

79974200

The corr method of Series computes the correlation of the overlapping, non-NA(線性相關), aligned-by-index values in two Series. Relatedly, cov compute teh convariance: ->(corr 計算相關系數, cov 計算協方差)

returns.describe()

AAPL

GOOG

IBM

MSFT

count

1.714000e+03

1.714000e+03

1.714000e+03

1.714000e+03

mean

9.595085e+07

4.111642e+06

4.815604e+06

4.630359e+07

std

6.010914e+07

2.948526e+06

2.345484e+06

2.437393e+07

min

1.304640e+07

7.900000e+03

1.415800e+06

9.009100e+06

25%

5.088832e+07

1.950025e+06

3.337950e+06

3.008798e+07

50%

8.270255e+07

3.710000e+06

4.216750e+06

4.146035e+07

75%

1.235752e+08

5.243550e+06

5.520500e+06

5.558810e+07

max

4.702495e+08

2.976060e+07

2.341650e+07

3.193179e+08

"微軟和IBM的相關系數是: {}".format(returns['MSFT'].corr(returns['IBM']))

"微軟和IBM的協方差為是: {}".format(returns['MSFT'].cov(returns['IBM']))

'微軟和IBM的相關系數是: 0.42589249800808743'

'微軟和IBM的協方差為是: 24347708920434.156'

Since(盡管) MSFT is a vaild(無效的) Python attritute, we can alse select these columns using more concise syntax:

"通過 DF.col_name 這樣的屬性來選取字段, 面對對象, 支援"

returns.MSFT.corr(returns.IBM)

'通過 DF.col_name 這樣的屬性來選取字段, 面對對象, 支援'

0.42589249800808743

DataFrame's corr and cov methods, on the other hand, return a full correlaton or covariance matrix as a DataFrame, respectively(各自地). -> df.corr 傳回相關系數矩陣 df.cov() 傳回協方差矩陣哦

"DF.corr() 傳回矩陣, 這個厲害了, 不知道有無中心化過程"

returns.corr()

"DF.cov() 傳回協方差矩陣"

returns.cov()

'DF.corr() 傳回矩陣, 這個厲害了, 不知道有無中心化過程'

AAPL

GOOG

IBM

MSFT

AAPL

1.000000

0.576030

0.383942

0.490353

GOOG

0.576030

1.000000

0.438424

0.490446

IBM

0.383942

0.438424

1.000000

0.425892

MSFT

0.490353

0.490446

0.425892

1.000000

'DF.cov() 傳回協方差矩陣'

AAPL

GOOG

IBM

MSFT

AAPL

3.613108e+15

1.020917e+14

5.413005e+13

7.184135e+14

GOOG

1.020917e+14

8.693806e+12

3.032022e+12

3.524694e+13

IBM

5.413005e+13

3.032022e+12

5.501297e+12

2.434771e+13

MSFT

7.184135e+14

3.524694e+13

2.434771e+13

5.940884e+14

Using the DataFrame's corrwith method, you can compute pairwise(成對的) corrlations between a DataFrame's columns or rows with another Series or DataFrame. Passing a Series returns a Series with the correlation value computed for each column.

使用DataFrame的corrwith方法,您可以計算DataFrame的列或行與另一個Series或DataFrame之間的成對相關。 傳遞一個Series會傳回一個Series,其中包含為每列計算的相關值。

"corrwith() 計算成對相關"

"計算IMB與其他幾個的相關"

returns.corrwith(returns.IBM)

'corrwith() 計算成對相關'

'計算IMB與其他幾個的相關'

AAPL 0.383942

GOOG 0.438424

IBM 1.000000

MSFT 0.425892

dtype: float64

returns.corrwith(returns)

AAPL 1.0

GOOG 1.0

IBM 1.0

MSFT 1.0

dtype: float64

Passing axis='column'(列方向, 每行) does things row-by-row instead. In all cases, the data points are aligned by label before the correlation is computed. ->按照行進進行計算, 前提是資料是按label對齊的.

Unique Values, Value Counts, and Membership

Another class of related methods extracts(提取) infomation about the values contained in a one-dimensional Series. To illustrate these, consider this example:

obj = pd.Series(['c', 'a', 'd', 'a', 'a', 'b', 'b', 'c', 'c'])

"unique()傳回不重複的值序列"

obj.unique()

'unique()傳回不重複的值序列'

array(['c', 'a', 'd', 'b'], dtype=object)

The unique values are not neccessarily returned in sorted order(沒有進行排序), but could be sorted ater the fact if needed(uniques.sort()). Relatedly, value_counts computes a Series containing value frequencies: ->value_count()統計頻率

"統計詞頻, value_counts()"

obj.value_counts()

'統計詞頻, value_counts()'

a 3

c 3

b 2

d 1

dtype: int64

The Series id sorted by value in descending order(降序) as a convenience. value_counts is also available as a top-level pandas method that can be used with any array or sequence: -> 統計詞頻,并降序排列

"統計詞頻并降序排列"

"預設是降序的"

pd.value_counts(obj.values)

"手動自動不排序"

pd.value_counts(obj.values, sort=False)

'統計詞頻并降序排列'

'預設是降序的'

a 3

c 3

b 2

d 1

dtype: int64

'手動自動不排序'

c 3

b 2

d 1

a 3

dtype: int64

isin performs a vectorized set membership check and can be useful in filtering a dataset down to a subset of values in a Series or column in a DataFrame: -> isin 成員判斷

obj

0 c

1 a

2 d

3 a

4 a

5 b

6 b

7 c

8 c

dtype: object

mask = obj.isin(['b', 'c'])

mask

0 True

1 False

2 False

3 False

4 False

5 True

6 True

7 True

8 True

dtype: bool

"bool 過濾條件, True的則傳回"

obj[mask]

'bool 過濾條件, True的則傳回'

0 c

5 b

6 b

7 c

8 c

dtype: object

Related to(涉及) isin is the Index.get_indexer method, which gives you can index array from an array of possibly non-distinct values into another array of distinct values:

to_match = pd.Series(['c', 'a', 'b', 'b', 'c', 'a'])

unique_vals = pd.Series(['c', 'b', 'a'])

"沒看懂這是幹嘛"

pd.Index(unique_vals).get_indexer(to_match)

'沒看懂這是幹嘛'

array([0, 2, 1, 1, 0, 2], dtype=int64)

See Table 5-9 for a reference on these methods.

Method

Description

isin

判斷數組的每一個值是否在isin的數組裡面, 傳回一個bool數組

match

資料對齊用的, 暫時還不會pass

unique

數組元素去重後的數組結果

value_counts

詞頻統計, 預設降序

In some cases, you may want to compute a histogram(直方圖) on multiple related columns in a DataFrame. Here's an example:

data = pd.DataFrame({

'Qu1': [1, 3, 4, 3, 4],

'Qu2': [2, 3, 1, 2, 3],

'Qu3': [1, 5, 2, 4, 4]})

data

Qu1

Qu2

Qu3

1

2

1

1

3

3

5

2

4

1

2

3

3

2

4

4

4

3

4

Passing pandas.value_counts to this DF's apply function gives: -> 對每列進行詞頻統計, 沒有的用0填充

result = data.apply(pd.value_counts).fillna(0)

result

Qu1

Qu2

Qu3

1

1.0

1.0

1.0

2

0.0

2.0

1.0

3

2.0

2.0

0.0

4

2.0

0.0

2.0

5

0.0

0.0

1.0

Here, the row labels in the result are the distinct values occuring in all of the columns. The values are the respective counts of these values in each clumns

這裡,結果中的行标簽是在所有列中出現的不同值。 值是每列中這些值的相應計數

Conclusion

In the nex chapter, we will discuss tools for reading(or loading) and writing datasets with pandas. After that, we will dig deeper into data cleaning, wrangling, analysis, and visualization tool using pandas.

後面的内容, 涉及資料的讀寫, 資料清理, 轉換, 規整, 分析模組化, 挖掘, 可視化等.