groupby.py

"""
Provide the groupby split-apply-combine paradigm. Define the GroupBy
class providing the base-class of operations.

The SeriesGroupBy and DataFrameGroupBy sub-class
(defined in pandas.core.groupby.generic)
expose these user-facing objects to provide specific functionality.
"""

from contextlib import contextmanager
import datetime
from functools import partial, wraps
import inspect
import re
import types
from typing import (
    Callable,
    Dict,
    FrozenSet,
    Generic,
    Hashable,
    Iterable,
    List,
    Mapping,
    Optional,
    Tuple,
    Type,
    TypeVar,
    Union,
)

import numpy as np

from pandas._config.config import option_context

from pandas._libs import Timestamp
import pandas._libs.groupby as libgroupby
from pandas._typing import FrameOrSeries, Scalar
from pandas.compat import set_function_name
from pandas.compat.numpy import function as nv
from pandas.errors import AbstractMethodError
from pandas.util._decorators import Appender, Substitution, cache_readonly, doc

from pandas.core.dtypes.cast import maybe_cast_result
from pandas.core.dtypes.common import (
    ensure_float,
    is_bool_dtype,
    is_datetime64_dtype,
    is_extension_array_dtype,
    is_integer_dtype,
    is_numeric_dtype,
    is_object_dtype,
    is_scalar,
)
from pandas.core.dtypes.missing import isna, notna

from pandas.core import nanops
import pandas.core.algorithms as algorithms
from pandas.core.arrays import Categorical, DatetimeArray
from pandas.core.base import DataError, PandasObject, SelectionMixin
import pandas.core.common as com
from pandas.core.frame import DataFrame
from pandas.core.generic import NDFrame
from pandas.core.groupby import base, ops
from pandas.core.indexes.api import CategoricalIndex, Index, MultiIndex
from pandas.core.series import Series
from pandas.core.sorting import get_group_index_sorter

_common_see_also = """
        See Also
        --------
        Series.%(name)s
        DataFrame.%(name)s
"""

_apply_docs = dict(
    template="""
    Apply function `func` group-wise and combine the results together.

    The function passed to `apply` must take a {input} as its first
    argument and return a DataFrame, Series or scalar. `apply` will
    then take care of combining the results back together into a single
    dataframe or series. `apply` is therefore a highly flexible
    grouping method.

    While `apply` is a very flexible method, its downside is that
    using it can be quite a bit slower than using more specific methods
    like `agg` or `transform`. Pandas offers a wide range of method that will
    be much faster than using `apply` for their specific purposes, so try to
    use them before reaching for `apply`.

    Parameters
    ----------
    func : callable
        A callable that takes a {input} as its first argument, and
        returns a dataframe, a series or a scalar. In addition the
        callable may take positional and keyword arguments.
    args, kwargs : tuple and dict
        Optional positional and keyword arguments to pass to `func`.

    Returns
    -------
    applied : Series or DataFrame

    See Also
    --------
    pipe : Apply function to the full GroupBy object instead of to each
        group.
    aggregate : Apply aggregate function to the GroupBy object.
    transform : Apply function column-by-column to the GroupBy object.
    Series.apply : Apply a function to a Series.
    DataFrame.apply : Apply a function to each row or column of a DataFrame.
    """,
    dataframe_examples="""
    >>> df = pd.DataFrame({'A': 'a a b'.split(),
                           'B': [1,2,3],
                           'C': [4,6, 5]})
    >>> g = df.groupby('A')

    Notice that ``g`` has two groups, ``a`` and ``b``.
    Calling `apply` in various ways, we can get different grouping results:

    Example 1: below the function passed to `apply` takes a DataFrame as
    its argument and returns a DataFrame. `apply` combines the result for
    each group together into a new DataFrame:

    >>> g[['B', 'C']].apply(lambda x: x / x.sum())
              B    C
    0  0.333333  0.4
    1  0.666667  0.6
    2  1.000000  1.0

    Example 2: The function passed to `apply` takes a DataFrame as
    its argument and returns a Series.  `apply` combines the result for
    each group together into a new DataFrame:

    >>> g[['B', 'C']].apply(lambda x: x.max() - x.min())
       B  C
    A
    a  1  2
    b  0  0

    Example 3: The function passed to `apply` takes a DataFrame as
    its argument and returns a scalar. `apply` combines the result for
    each group together into a Series, including setting the index as
    appropriate:

    >>> g.apply(lambda x: x.C.max() - x.B.min())
    A
    a    5
    b    2
    dtype: int64
    """,
    series_examples="""
    >>> s = pd.Series([0, 1, 2], index='a a b'.split())
    >>> g = s.groupby(s.index)

    From ``s`` above we can see that ``g`` has two groups, ``a`` and ``b``.
    Calling `apply` in various ways, we can get different grouping results:

    Example 1: The function passed to `apply` takes a Series as
    its argument and returns a Series.  `apply` combines the result for
    each group together into a new Series:

    >>> g.apply(lambda x:  x*2 if x.name == 'b' else x/2)
    0    0.0
    1    0.5
    2    4.0
    dtype: float64

    Example 2: The function passed to `apply` takes a Series as
    its argument and returns a scalar. `apply` combines the result for
    each group together into a Series, including setting the index as
    appropriate:

    >>> g.apply(lambda x: x.max() - x.min())
    a    1
    b    0
    dtype: int64

    Notes
    -----
    In the current implementation `apply` calls `func` twice on the
    first group to decide whether it can take a fast or slow code
    path. This can lead to unexpected behavior if `func` has
    side-effects, as they will take effect twice for the first
    group.

    Examples
    --------
    {examples}
    """,
)

_pipe_template = """
Apply a function `func` with arguments to this %(klass)s object and return
the function's result.

%(versionadded)s

Use `.pipe` when you want to improve readability by chaining together
functions that expect Series, DataFrames, GroupBy or Resampler objects.
Instead of writing

>>> h(g(f(df.groupby('group')), arg1=a), arg2=b, arg3=c)  # doctest: +SKIP

You can write

>>> (df.groupby('group')
...    .pipe(f)
...    .pipe(g, arg1=a)
...    .pipe(h, arg2=b, arg3=c))  # doctest: +SKIP

which is much more readable.

Parameters
----------
func : callable or tuple of (callable, str)
    Function to apply to this %(klass)s object or, alternatively,
    a `(callable, data_keyword)` tuple where `data_keyword` is a
    string indicating the keyword of `callable` that expects the
    %(klass)s object.
args : iterable, optional
       Positional arguments passed into `func`.
kwargs : dict, optional
         A dictionary of keyword arguments passed into `func`.

Returns
-------
object : the return type of `func`.

See Also
--------
Series.pipe : Apply a function with arguments to a series.
DataFrame.pipe: Apply a function with arguments to a dataframe.
apply : Apply function to each group instead of to the
    full %(klass)s object.

Notes
-----
See more `here
<https://pandas.pydata.org/pandas-docs/stable/user_guide/groupby.html#piping-function-calls>`_

Examples
--------
%(examples)s
"""

_transform_template = """
Call function producing a like-indexed %(klass)s on each group and
return a %(klass)s having the same indexes as the original object
filled with the transformed values

Parameters
----------
f : function
    Function to apply to each group.

    Can also accept a Numba JIT function with
    ``engine='numba'`` specified.

    If the ``'numba'`` engine is chosen, the function must be
    a user defined function with ``values`` and ``index`` as the
    first and second arguments respectively in the function signature.
    Each group's index will be passed to the user defined function
    and optionally available for use.

    .. versionchanged:: 1.1.0
*args
    Positional arguments to pass to func
engine : str, default 'cython'
    * ``'cython'`` : Runs the function through C-extensions from cython.
    * ``'numba'`` : Runs the function through JIT compiled code from numba.

    .. versionadded:: 1.1.0
engine_kwargs : dict, default None
    * For ``'cython'`` engine, there are no accepted ``engine_kwargs``
    * For ``'numba'`` engine, the engine can accept ``nopython``, ``nogil``
      and ``parallel`` dictionary keys. The values must either be ``True`` or
      ``False``. The default ``engine_kwargs`` for the ``'numba'`` engine is
      ``{'nopython': True, 'nogil': False, 'parallel': False}`` and will be
      applied to the function

    .. versionadded:: 1.1.0
**kwargs
    Keyword arguments to be passed into func.

Returns
-------
%(klass)s

See Also
--------
aggregate, transform

Notes
-----
Each group is endowed the attribute 'name' in case you need to know
which group you are working on.

The current implementation imposes three requirements on f:

* f must return a value that either has the same shape as the input
  subframe or can be broadcast to the shape of the input subframe.
  For example, if `f` returns a scalar it will be broadcast to have the
  same shape as the input subframe.
* if this is a DataFrame, f must support application column-by-column
  in the subframe. If f also supports application to the entire subframe,
  then a fast path is used starting from the second chunk.
* f must not mutate groups. Mutation is not supported and may
  produce unexpected results.

Examples
--------

# Same shape
>>> df = pd.DataFrame({'A' : ['foo', 'bar', 'foo', 'bar',
...                           'foo', 'bar'],
...                    'B' : ['one', 'one', 'two', 'three',
...                          'two', 'two'],
...                    'C' : [1, 5, 5, 2, 5, 5],
...                    'D' : [2.0, 5., 8., 1., 2., 9.]})
>>> grouped = df.groupby('A')
>>> grouped.transform(lambda x: (x - x.mean()) / x.std())
          C         D
0 -1.154701 -0.577350
1  0.577350  0.000000
2  0.577350  1.154701
3 -1.154701 -1.000000
4  0.577350 -0.577350
5  0.577350  1.000000

# Broadcastable
>>> grouped.transform(lambda x: x.max() - x.min())
   C    D
0  4  6.0
1  3  8.0
2  4  6.0
3  3  8.0
4  4  6.0
5  3  8.0
"""


class GroupByPlot(PandasObject):
    """
    Class implementing the .plot attribute for groupby objects.
    """

    def __init__(self, groupby):
        self._groupby = groupby

    def __call__(self, *args, **kwargs):
        def f(self):
            return self.plot(*args, **kwargs)

        f.__name__ = "plot"
        return self._groupby.apply(f)

    def __getattr__(self, name: str):
        def attr(*args, **kwargs):
            def f(self):
                return getattr(self.plot, name)(*args, **kwargs)

            return self._groupby.apply(f)

        return attr


@contextmanager
def _group_selection_context(groupby):
    """
    Set / reset the _group_selection_context.
    """
    groupby._set_group_selection()
    yield groupby
    groupby._reset_group_selection()


_KeysArgType = Union[
    Hashable,
    List[Hashable],
    Callable[[Hashable], Hashable],
    List[Callable[[Hashable], Hashable]],
    Mapping[Hashable, Hashable],
]


class _GroupBy(PandasObject, SelectionMixin, Generic[FrameOrSeries]):
    _group_selection = None
    _apply_whitelist: FrozenSet[str] = frozenset()

    def __init__(
        self,
        obj: FrameOrSeries,
        keys: Optional[_KeysArgType] = None,
        axis: int = 0,
        level=None,
        grouper: "Optional[ops.BaseGrouper]" = None,
        exclusions=None,
        selection=None,
        as_index: bool = True,
        sort: bool = True,
        group_keys: bool = True,
        squeeze: bool = False,
        observed: bool = False,
        mutated: bool = False,
    ):

        self._selection = selection

        assert isinstance(obj, NDFrame), type(obj)
        obj._consolidate_inplace()

        self.level = level

        if not as_index:
            if not isinstance(obj, DataFrame):
                raise TypeError("as_index=False only valid with DataFrame")
            if axis != 0:
                raise ValueError("as_index=False only valid for axis=0")

        self.as_index = as_index
        self.keys = keys
        self.sort = sort
        self.group_keys = group_keys
        self.squeeze = squeeze
        self.observed = observed
        self.mutated = mutated

        if grouper is None:
            from pandas.core.groupby.grouper import get_grouper

            grouper, exclusions, obj = get_grouper(
                obj,
                keys,
                axis=axis,
                level=level,
                sort=sort,
                observed=observed,
                mutated=self.mutated,
            )

        self.obj = obj
        self.axis = obj._get_axis_number(axis)
        self.grouper = grouper
        self.exclusions = set(exclusions) if exclusions else set()

    def __len__(self) -> int:
        return len(self.groups)

    def __repr__(self) -> str:
        # TODO: Better repr for GroupBy object
        return object.__repr__(self)

    def _assure_grouper(self):
        """
        We create the grouper on instantiation sub-classes may have a
        different policy.
        """
        pass

    @property
    def groups(self):
        """
        Dict {group name -> group labels}.
        """
        self._assure_grouper()
        return self.grouper.groups

    @property
    def ngroups(self):
        self._assure_grouper()
        return self.grouper.ngroups

    @property
    def indices(self):
        """
        Dict {group name -> group indices}.
        """
        self._assure_grouper()
        return self.grouper.indices

    def _get_indices(self, names):
        """
        Safe get multiple indices, translate keys for
        datelike to underlying repr.
        """

        def get_converter(s):
            # possibly convert to the actual key types
            # in the indices, could be a Timestamp or a np.datetime64
            if isinstance(s, datetime.datetime):
                return lambda key: Timestamp(key)
            elif isinstance(s, np.datetime64):
                return lambda key: Timestamp(key).asm8
            else:
                return lambda key: key

        if len(names) == 0:
            return []

        if len(self.indices) > 0:
            index_sample = next(iter(self.indices))
        else:
            index_sample = None  # Dummy sample

        name_sample = names[0]
        if isinstance(index_sample, tuple):
            if not isinstance(name_sample, tuple):
                msg = "must supply a tuple to get_group with multiple grouping keys"
                raise ValueError(msg)
            if not len(name_sample) == len(index_sample):
                try:
                    # If the original grouper was a tuple
                    return [self.indices[name] for name in names]
                except KeyError as err:
                    # turns out it wasn't a tuple
                    msg = (
                        "must supply a same-length tuple to get_group "
                        "with multiple grouping keys"
                    )
                    raise ValueError(msg) from err

            converters = [get_converter(s) for s in index_sample]
            names = (tuple(f(n) for f, n in zip(converters, name)) for name in names)

        else:
            converter = get_converter(index_sample)
            names = (converter(name) for name in names)

        return [self.indices.get(name, []) for name in names]

    def _get_index(self, name):
        """
        Safe get index, translate keys for datelike to underlying repr.
        """
        return self._get_indices([name])[0]

    @cache_readonly
    def _selected_obj(self):
        # Note: _selected_obj is always just `self.obj` for SeriesGroupBy

        if self._selection is None or isinstance(self.obj, Series):
            if self._group_selection is not None:
                return self.obj[self._group_selection]
            return self.obj
        else:
            return self.obj[self._selection]

    def _reset_group_selection(self):
        """
        Clear group based selection.

        Used for methods needing to return info on each group regardless of
        whether a group selection was previously set.
        """
        if self._group_selection is not None:
            # GH12839 clear cached selection too when changing group selection
            self._group_selection = None
            self._reset_cache("_selected_obj")

    def _set_group_selection(self):
        """
        Create group based selection.

        Used when selection is not passed directly but instead via a grouper.

        NOTE: this should be paired with a call to _reset_group_selection
        """
        grp = self.grouper
        if not (
            self.as_index
            and getattr(grp, "groupings", None) is not None
            and self.obj.ndim > 1
            and self._group_selection is None
        ):
            return

        ax = self.obj._info_axis
        groupers = [g.name for g in grp.groupings if g.level is None and g.in_axis]

        if len(groupers):
            # GH12839 clear selected obj cache when group selection changes
            self._group_selection = ax.difference(Index(groupers), sort=False).tolist()
            self._reset_cache("_selected_obj")

    def _set_result_index_ordered(self, result):
        # set the result index on the passed values object and
        # return the new object, xref 8046

        # the values/counts are repeated according to the group index
        # shortcut if we have an already ordered grouper
        if not self.grouper.is_monotonic:
            index = Index(np.concatenate(self._get_indices(self.grouper.result_index)))
            result.set_axis(index, axis=self.axis, inplace=True)
            result = result.sort_index(axis=self.axis)

        result.set_axis(self.obj._get_axis(self.axis), axis=self.axis, inplace=True)
        return result

    def _dir_additions(self):
        return self.obj._dir_additions() | self._apply_whitelist

    def __getattr__(self, attr: str):
        if attr in self._internal_names_set:
            return object.__getattribute__(self, attr)
        if attr in self.obj:
            return self[attr]

        raise AttributeError(
            f"'{type(self).__name__}' object has no attribute '{attr}'"
        )

    @Substitution(
        klass="GroupBy",
        versionadded=".. versionadded:: 0.21.0",
        examples="""\
>>> df = pd.DataFrame({'A': 'a b a b'.split(), 'B': [1, 2, 3, 4]})
>>> df
   A  B
0  a  1
1  b  2
2  a  3
3  b  4

To get the difference between each groups maximum and minimum value in one
pass, you can do

>>> df.groupby('A').pipe(lambda x: x.max() - x.min())
   B
A
a  2
b  2""",
    )
    @Appender(_pipe_template)
    def pipe(self, func, *args, **kwargs):
        return com.pipe(self, func, *args, **kwargs)

    plot = property(GroupByPlot)

    def _make_wrapper(self, name):
        assert name in self._apply_whitelist

        self._set_group_selection()

        # need to setup the selection
        # as are not passed directly but in the grouper
        f = getattr(self._selected_obj, name)
        if not isinstance(f, types.MethodType):
            return self.apply(lambda self: getattr(self, name))

        f = getattr(type(self._selected_obj), name)
        sig = inspect.signature(f)

        def wrapper(*args, **kwargs):
            # a little trickery for aggregation functions that need an axis
            # argument
            if "axis" in sig.parameters:
                if kwargs.get("axis", None) is None:
                    kwargs["axis"] = self.axis

            def curried(x):
                return f(x, *args, **kwargs)

            # preserve the name so we can detect it when calling plot methods,
            # to avoid duplicates
            curried.__name__ = name

            # special case otherwise extra plots are created when catching the
            # exception below
            if name in base.plotting_methods:
                return self.apply(curried)

            try:
                return self.apply(curried)
            except TypeError as err:
                if not re.search(
                    "reduction operation '.*' not allowed for this dtype", str(err)
                ):
                    # We don't have a cython implementation
                    # TODO: is the above comment accurate?
                    raise

            if self.obj.ndim == 1:
                # this can be called recursively, so need to raise ValueError
                raise ValueError

            # GH#3688 try to operate item-by-item
            result = self._aggregate_item_by_item(name, *args, **kwargs)
            return result

        wrapper.__name__ = name
        return wrapper

    def get_group(self, name, obj=None):
        """
        Construct DataFrame from group with provided name.

        Parameters
        ----------
        name : object
            The name of the group to get as a DataFrame.
        obj : DataFrame, default None
            The DataFrame to take the DataFrame out of.  If
            it is None, the object groupby was called on will
            be used.

        Returns
        -------
        group : same type as obj
        """
        if obj is None:
            obj = self._selected_obj

        inds = self._get_index(name)
        if not len(inds):
            raise KeyError(name)

        return obj._take_with_is_copy(inds, axis=self.axis)

    def __iter__(self):
        """
        Groupby iterator.

        Returns
        -------
        Generator yielding sequence of (name, subsetted object)
        for each group
        """
        return self.grouper.get_iterator(self.obj, axis=self.axis)

    @Appender(
        _apply_docs["template"].format(
            input="dataframe", examples=_apply_docs["dataframe_examples"]
        )
    )
    def apply(self, func, *args, **kwargs):

        func = self._is_builtin_func(func)

        # this is needed so we don't try and wrap strings. If we could
        # resolve functions to their callable functions prior, this
        # wouldn't be needed
        if args or kwargs:
            if callable(func):

                @wraps(func)
                def f(g):
                    with np.errstate(all="ignore"):
                        return func(g, *args, **kwargs)

            elif hasattr(nanops, "nan" + func):
                # TODO: should we wrap this in to e.g. _is_builtin_func?
                f = getattr(nanops, "nan" + func)

            else:
                raise ValueError(
                    "func must be a callable if args or kwargs are supplied"
                )
        else:
            f = func

        # ignore SettingWithCopy here in case the user mutates
        with option_context("mode.chained_assignment", None):
            try:
                result = self._python_apply_general(f)
            except TypeError:
                # gh-20949
                # try again, with .apply acting as a filtering
                # operation, by excluding the grouping column
                # This would normally not be triggered
                # except if the udf is trying an operation that
                # fails on *some* columns, e.g. a numeric operation
                # on a string grouper column

                with _group_selection_context(self):
                    return self._python_apply_general(f)

        return result

    def _python_apply_general(self, f):
        keys, values, mutated = self.grouper.apply(f, self._selected_obj, self.axis)

        return self._wrap_applied_output(
            keys, values, not_indexed_same=mutated or self.mutated
        )

    def _iterate_slices(self) -> Iterable[Series]:
        raise AbstractMethodError(self)

    def transform(self, func, *args, **kwargs):
        raise AbstractMethodError(self)

    def _cumcount_array(self, ascending: bool = True):
        """
        Parameters
        ----------
        ascending : bool, default True
            If False, number in reverse, from length of group - 1 to 0.

        Notes
        -----
        this is currently implementing sort=False
        (though the default is sort=True) for groupby in general
        """
        ids, _, ngroups = self.grouper.group_info
        sorter = get_group_index_sorter(ids, ngroups)
        ids, count = ids[sorter], len(ids)

        if count == 0:
            return np.empty(0, dtype=np.int64)

        run = np.r_[True, ids[:-1] != ids[1:]]
        rep = np.diff(np.r_[np.nonzero(run)[0], count])
        out = (~run).cumsum()

        if ascending:
            out -= np.repeat(out[run], rep)
        else:
            out = np.repeat(out[np.r_[run[1:], True]], rep) - out

        rev = np.empty(count, dtype=np.intp)
        rev[sorter] = np.arange(count, dtype=np.intp)
        return out[rev].astype(np.int64, copy=False)

    def _transform_should_cast(self, func_nm: str) -> bool:
        """
        Parameters
        ----------
        func_nm: str
            The name of the aggregation function being performed

        Returns
        -------
        bool
            Whether transform should attempt to cast the result of aggregation
        """
        return (self.size().fillna(0) > 0).any() and (
            func_nm not in base.cython_cast_blacklist
        )

    def _cython_transform(self, how: str, numeric_only: bool = True, **kwargs):
        output: Dict[base.OutputKey, np.ndarray] = {}
        for idx, obj in enumerate(self._iterate_slices()):
            name = obj.name
            is_numeric = is_numeric_dtype(obj.dtype)
            if numeric_only and not is_numeric:
                continue

            try:
                result, _ = self.grouper.transform(obj.values, how, **kwargs)
            except NotImplementedError:
                continue

            if self._transform_should_cast(how):
                result = maybe_cast_result(result, obj, how=how)

            key = base.OutputKey(label=name, position=idx)
            output[key] = result

        if len(output) == 0:
            raise DataError("No numeric types to aggregate")

        return self._wrap_transformed_output(output)

    def _wrap_aggregated_output(self, output: Mapping[base.OutputKey, np.ndarray]):
        raise AbstractMethodError(self)

    def _wrap_transformed_output(self, output: Mapping[base.OutputKey, np.ndarray]):
        raise AbstractMethodError(self)

    def _wrap_applied_output(self, keys, values, not_indexed_same: bool = False):
        raise AbstractMethodError(self)

    def _cython_agg_general(
        self, how: str, alt=None, numeric_only: bool = True, min_count: int = -1
    ):
        output: Dict[base.OutputKey, Union[np.ndarray, DatetimeArray]] = {}
        # Ideally we would be able to enumerate self._iterate_slices and use
        # the index from enumeration as the key of output, but ohlc in particular
        # returns a (n x 4) array. Output requires 1D ndarrays as values, so we
        # need to slice that up into 1D arrays
        idx = 0
        for obj in self._iterate_slices():
            name = obj.name
            is_numeric = is_numeric_dtype(obj.dtype)
            if numeric_only and not is_numeric:
                continue

            result, agg_names = self.grouper.aggregate(
                obj._values, how, min_count=min_count
            )

            if agg_names:
                # e.g. ohlc
                assert len(agg_names) == result.shape[1]
                for result_column, result_name in zip(result.T, agg_names):
                    key = base.OutputKey(label=result_name, position=idx)
                    output[key] = maybe_cast_result(result_column, obj, how=how)
                    idx += 1
            else:
                assert result.ndim == 1
                key = base.OutputKey(label=name, position=idx)
                output[key] = maybe_cast_result(result, obj, how=how)
                idx += 1

        if len(output) == 0:
            raise DataError("No numeric types to aggregate")

        return self._wrap_aggregated_output(output)

    def _python_agg_general(
        self, func, *args, engine="cython", engine_kwargs=None, **kwargs
    ):
        func = self._is_builtin_func(func)
        if engine != "numba":
            f = lambda x: func(x, *args, **kwargs)

        # iterate through "columns" ex exclusions to populate output dict
        output: Dict[base.OutputKey, np.ndarray] = {}

        for idx, obj in enumerate(self._iterate_slices()):
            name = obj.name
            if self.grouper.ngroups == 0:
                # agg_series below assumes ngroups > 0
                continue

            if engine == "numba":
                result, counts = self.grouper.agg_series(
                    obj,
                    func,
                    *args,
                    engine=engine,
                    engine_kwargs=engine_kwargs,
                    **kwargs,
                )
            else:
                try:
                    # if this function is invalid for this dtype, we will ignore it.
                    result, counts = self.grouper.agg_series(obj, f)
                except TypeError:
                    continue

            assert result is not None
            key = base.OutputKey(label=name, position=idx)
            output[key] = maybe_cast_result(result, obj, numeric_only=True)

        if len(output) == 0:
            return self._python_apply_general(f)

        if self.grouper._filter_empty_groups:

            mask = counts.ravel() > 0
            for key, result in output.items():

                # since we are masking, make sure that we have a float object
                values = result
                if is_numeric_dtype(values.dtype):
                    values = ensure_float(values)

                output[key] = maybe_cast_result(values[mask], result)

        return self._wrap_aggregated_output(output)

    def _concat_objects(self, keys, values, not_indexed_same: bool = False):
        from pandas.core.reshape.concat import concat

        def reset_identity(values):
            # reset the identities of the components
            # of the values to prevent aliasing
            for v in com.not_none(*values):
                ax = v._get_axis(self.axis)
                ax._reset_identity()
            return values

        if not not_indexed_same:
            result = concat(values, axis=self.axis)
            ax = self._selected_obj._get_axis(self.axis)

            # this is a very unfortunate situation
            # we can't use reindex to restore the original order
            # when the ax has duplicates
            # so we resort to this
            # GH 14776, 30667
            if ax.has_duplicates:
                indexer, _ = result.index.get_indexer_non_unique(ax.values)
                indexer = algorithms.unique1d(indexer)
                result = result.take(indexer, axis=self.axis)
            else:
                result = result.reindex(ax, axis=self.axis)

        elif self.group_keys:

            values = reset_identity(values)
            if self.as_index:

                # possible MI return case
                group_keys = keys
                group_levels = self.grouper.levels
                group_names = self.grouper.names

                result = concat(
                    values,
                    axis=self.axis,
                    keys=group_keys,
                    levels=group_levels,
                    names=group_names,
                    sort=False,
                )
            else:

                # GH5610, returns a MI, with the first level being a
                # range index
                keys = list(range(len(values)))
                result = concat(values, axis=self.axis, keys=keys)
        else:
            values = reset_identity(values)
            result = concat(values, axis=self.axis)

        if isinstance(result, Series) and self._selection_name is not None:

            result.name = self._selection_name

        return result

    def _apply_filter(self, indices, dropna):
        if len(indices) == 0:
            indices = np.array([], dtype="int64")
        else:
            indices = np.sort(np.concatenate(indices))
        if dropna:
            filtered = self._selected_obj.take(indices, axis=self.axis)
        else:
            mask = np.empty(len(self._selected_obj.index), dtype=bool)
            mask.fill(False)
            mask[indices.astype(int)] = True
            # mask fails to broadcast when passed to where; broadcast manually.
            mask = np.tile(mask, list(self._selected_obj.shape[1:]) + [1]).T
            filtered = self._selected_obj.where(mask)  # Fill with NaNs.
        return filtered


# To track operations that expand dimensions, like ohlc
OutputFrameOrSeries = TypeVar("OutputFrameOrSeries", bound=NDFrame)


class GroupBy(_GroupBy[FrameOrSeries]):
    """
    Class for grouping and aggregating relational data.

    See aggregate, transform, and apply functions on this object.

    It's easiest to use obj.groupby(...) to use GroupBy, but you can also do:

    ::

        grouped = groupby(obj, ...)

    Parameters
    ----------
    obj : pandas object
    axis : int, default 0
    level : int, default None
        Level of MultiIndex
    groupings : list of Grouping objects
        Most users should ignore this
    exclusions : array-like, optional
        List of columns to exclude
    name : str
        Most users should ignore this

    Returns
    -------
    **Attributes**
    groups : dict
        {group name -> group labels}
    len(grouped) : int
        Number of groups

    Notes
    -----
    After grouping, see aggregate, apply, and transform functions. Here are
    some other brief notes about usage. When grouping by multiple groups, the
    result index will be a MultiIndex (hierarchical) by default.

    Iteration produces (key, group) tuples, i.e. chunking the data by group. So
    you can write code like:

    ::

        grouped = obj.groupby(keys, axis=axis)
        for key, group in grouped:
            # do something with the data

    Function calls on GroupBy, if not specially implemented, "dispatch" to the
    grouped data. So if you group a DataFrame and wish to invoke the std()
    method on each group, you can simply do:

    ::

        df.groupby(mapper).std()

    rather than

    ::

        df.groupby(mapper).aggregate(np.std)

    You can pass arguments to these "wrapped" functions, too.

    See the online documentation for full exposition on these topics and much
    more
    """

    def _bool_agg(self, val_test, skipna):
        """
        Shared func to call any / all Cython GroupBy implementations.
        """

        def objs_to_bool(vals: np.ndarray) -> Tuple[np.ndarray, Type]:
            if is_object_dtype(vals):
                vals = np.array([bool(x) for x in vals])
            else:
                vals = vals.astype(np.bool)

            return vals.view(np.uint8), np.bool

        def result_to_bool(result: np.ndarray, inference: Type) -> np.ndarray:
            return result.astype(inference, copy=False)

        return self._get_cythonized_result(
            "group_any_all",
            aggregate=True,
            cython_dtype=np.dtype(np.uint8),
            needs_values=True,
            needs_mask=True,
            pre_processing=objs_to_bool,
            post_processing=result_to_bool,
            val_test=val_test,
            skipna=skipna,
        )

    @Substitution(name="groupby")
    @Appender(_common_see_also)
    def any(self, skipna: bool = True):
        """
        Return True if any value in the group is truthful, else False.

        Parameters
        ----------
        skipna : bool, default True
            Flag to ignore nan values during truth testing.

        Returns
        -------
        bool
        """
        return self._bool_agg("any", skipna)

    @Substitution(name="groupby")
    @Appender(_common_see_also)
    def all(self, skipna: bool = True):
        """
        Return True if all values in the group are truthful, else False.

        Parameters
        ----------
        skipna : bool, default True
            Flag to ignore nan values during truth testing.

        Returns
        -------
        bool
        """
        return self._bool_agg("all", skipna)

    @Substitution(name="groupby")
    @Appender(_common_see_also)
    def count(self):
        """
        Compute count of group, excluding missing values.

        Returns
        -------
        Series or DataFrame
            Count of values within each group.
        """
        # defined here for API doc
        raise NotImplementedError

    @Substitution(name="groupby")
    @Substitution(see_also=_common_see_also)
    def mean(self, numeric_only: bool = True):
        """
        Compute mean of groups, excluding missing values.

        Parameters
        ----------
        numeric_only : bool, default True
            Include only float, int, boolean columns. If None, will attempt to use
            everything, then use only numeric data.

        Returns
        -------
        pandas.Series or pandas.DataFrame
        %(see_also)s
        Examples
        --------
        >>> df = pd.DataFrame({'A': [1, 1, 2, 1, 2],
        ...                    'B': [np.nan, 2, 3, 4, 5],
        ...                    'C': [1, 2, 1, 1, 2]}, columns=['A', 'B', 'C'])

        Groupby one column and return the mean of the remaining columns in
        each group.

        >>> df.groupby('A').mean()
             B         C
        A
        1  3.0  1.333333
        2  4.0  1.500000

        Groupby two columns and return the mean of the remaining column.

        >>> df.groupby(['A', 'B']).mean()
               C
        A B
        1 2.0  2
          4.0  1
        2 3.0  1
          5.0  2

        Groupby one column and return the mean of only particular column in
        the group.

        >>> df.groupby('A')['B'].mean()
        A
        1    3.0
        2    4.0
        Name: B, dtype: float64
        """
        return self._cython_agg_general(
            "mean",
            alt=lambda x, axis: Series(x).mean(numeric_only=numeric_only),
            numeric_only=numeric_only,
        )

    @Substitution(name="groupby")
    @Appender(_common_see_also)
    def median(self, numeric_only=True):
        """
        Compute median of groups, excluding missing values.

        For multiple groupings, the result index will be a MultiIndex

        Parameters
        ----------
        numeric_only : bool, default True
            Include only float, int, boolean columns. If None, will attempt to use
            everything, then use only numeric data.

        Returns
        -------
        Series or DataFrame
            Median of values within each group.
        """
        return self._cython_agg_general(
            "median",
            alt=lambda x, axis: Series(x).median(axis=axis, numeric_only=numeric_only),
            numeric_only=numeric_only,
        )

    @Substitution(name="groupby")
    @Appender(_common_see_also)
    def std(self, ddof: int = 1):
        """
        Compute standard deviation of groups, excluding missing values.

        For multiple groupings, the result index will be a MultiIndex.

        Parameters
        ----------
        ddof : int, default 1
            Degrees of freedom.

        Returns
        -------
        Series or DataFrame
            Standard deviation of values within each group.
        """
        # TODO: implement at Cython level?
        return np.sqrt(self.var(ddof=ddof))

    @Substitution(name="groupby")
    @Appender(_common_see_also)
    def var(self, ddof: int = 1):
        """
        Compute variance of groups, excluding missing values.

        For multiple groupings, the result index will be a MultiIndex.

        Parameters
        ----------
        ddof : int, default 1
            Degrees of freedom.

        Returns
        -------
        Series or DataFrame
            Variance of values within each group.
        """
        if ddof == 1:
            return self._cython_agg_general(
                "var", alt=lambda x, axis: Series(x).var(ddof=ddof)
            )
        else:
            func = lambda x: x.var(ddof=ddof)
            with _group_selection_context(self):
                return self._python_agg_general(func)

    @Substitution(name="groupby")
    @Appender(_common_see_also)
    def sem(self, ddof: int = 1):
        """
        Compute standard error of the mean of groups, excluding missing values.

        For multiple groupings, the result index will be a MultiIndex.

        Parameters
        ----------
        ddof : int, default 1
            Degrees of freedom.

        Returns
        -------
        Series or DataFrame
            Standard error of the mean of values within each group.
        """
        return self.std(ddof=ddof) / np.sqrt(self.count())

    @Substitution(name="groupby")
    @Appender(_common_see_also)
    def size(self):
        """
        Compute group sizes.

        Returns
        -------
        Series
            Number of rows in each group.
        """
        result = self.grouper.size()

        # GH28330 preserve subclassed Series/DataFrames through calls
        if isinstance(self.obj, Series):
            result = self.obj._constructor(result)
            result.name = self.obj.name
        elif isinstance(self.obj, DataFrame):
            result = self.obj._constructor_sliced(result)
        return self._reindex_output(result, fill_value=0)

    @classmethod
    def _add_numeric_operations(cls):
        """
        Add numeric operations to the GroupBy generically.
        """

        def groupby_function(
            name: str,
            alias: str,
            npfunc,
            numeric_only: bool = True,
            min_count: int = -1,
        ):

            _local_template = """
            Compute %(f)s of group values.

            Parameters
            ----------
            numeric_only : bool, default %(no)s
                Include only float, int, boolean columns. If None, will attempt to use
                everything, then use only numeric data.
            min_count : int, default %(mc)s
                The required number of valid values to perform the operation. If fewer
                than ``min_count`` non-NA values are present the result will be NA.

            Returns
            -------
            Series or DataFrame
                Computed %(f)s of values within each group.
            """

            @Substitution(name="groupby", f=name, no=numeric_only, mc=min_count)
            @Appender(_common_see_also)
            @Appender(_local_template)
            def func(self, numeric_only=numeric_only, min_count=min_count):
                self._set_group_selection()

                # try a cython aggregation if we can
                try:
                    return self._cython_agg_general(
                        how=alias,
                        alt=npfunc,
                        numeric_only=numeric_only,
                        min_count=min_count,
                    )
                except DataError:
                    pass
                except NotImplementedError as err:
                    if "function is not implemented for this dtype" in str(
                        err
                    ) or "category dtype not supported" in str(err):
                        # raised in _get_cython_function, in some cases can
                        #  be trimmed by implementing cython funcs for more dtypes
                        pass
                    else:
                        raise

                # apply a non-cython aggregation
                result = self.aggregate(lambda x: npfunc(x, axis=self.axis))
                return result

            set_function_name(func, name, cls)

            return func

        def first_compat(x, axis=0):
            def first(x):
                x = x.to_numpy()

                x = x[notna(x)]
                if len(x) == 0:
                    return np.nan
                return x[0]

            if isinstance(x, DataFrame):
                return x.apply(first, axis=axis)
            else:
                return first(x)

        def last_compat(x, axis=0):
            def last(x):
                x = x.to_numpy()
                x = x[notna(x)]
                if len(x) == 0:
                    return np.nan
                return x[-1]

            if isinstance(x, DataFrame):
                return x.apply(last, axis=axis)
            else:
                return last(x)

        cls.sum = groupby_function("sum", "add", np.sum, min_count=0)
        cls.prod = groupby_function("prod", "prod", np.prod, min_count=0)
        cls.min = groupby_function("min", "min", np.min, numeric_only=False)
        cls.max = groupby_function("max", "max", np.max, numeric_only=False)
        cls.first = groupby_function("first", "first", first_compat, numeric_only=False)
        cls.last = groupby_function("last", "last", last_compat, numeric_only=False)

    @Substitution(name="groupby")
    @Appender(_common_see_also)
    def ohlc(self) -> DataFrame:
        """
        Compute open, high, low and close values of a group, excluding missing values.

        For multiple groupings, the result index will be a MultiIndex

        Returns
        -------
        DataFrame
            Open, high, low and close values within each group.
        """
        return self._apply_to_column_groupbys(lambda x: x._cython_agg_general("ohlc"))

    @doc(DataFrame.describe)
    def describe(self, **kwargs):
        with _group_selection_context(self):
            result = self.apply(lambda x: x.describe(**kwargs))
            if self.axis == 1:
                return result.T
            return result.unstack()

    def resample(self, rule, *args, **kwargs):
        """
        Provide resampling when using a TimeGrouper.

        Given a grouper, the function resamples it according to a string
        "string" -> "frequency".

        See the :ref:`frequency aliases <timeseries.offset_aliases>`
        documentation for more details.

        Parameters
        ----------
        rule : str or DateOffset
            The offset string or object representing target grouper conversion.
        *args, **kwargs
            Possible arguments are `how`, `fill_method`, `limit`, `kind` and
            `on`, and other arguments of `TimeGrouper`.

        Returns
        -------
        Grouper
            Return a new grouper with our resampler appended.

        See Also
        --------
        Grouper : Specify a frequency to resample with when
            grouping by a key.
        DatetimeIndex.resample : Frequency conversion and resampling of
            time series.

        Examples
        --------
        >>> idx = pd.date_range('1/1/2000', periods=4, freq='T')
        >>> df = pd.DataFrame(data=4 * [range(2)],
        ...                   index=idx,
        ...                   columns=['a', 'b'])
        >>> df.iloc[2, 0] = 5
        >>> df
                            a  b
        2000-01-01 00:00:00  0  1
        2000-01-01 00:01:00  0  1
        2000-01-01 00:02:00  5  1
        2000-01-01 00:03:00  0  1

        Downsample the DataFrame into 3 minute bins and sum the values of
        the timestamps falling into a bin.

        >>> df.groupby('a').resample('3T').sum()
                                 a  b
        a
        0   2000-01-01 00:00:00  0  2
            2000-01-01 00:03:00  0  1
        5   2000-01-01 00:00:00  5  1

        Upsample the series into 30 second bins.

        >>> df.groupby('a').resample('30S').sum()
                            a  b
        a
        0   2000-01-01 00:00:00  0  1
            2000-01-01 00:00:30  0  0
            2000-01-01 00:01:00  0  1
            2000-01-01 00:01:30  0  0
            2000-01-01 00:02:00  0  0
            2000-01-01 00:02:30  0  0
            2000-01-01 00:03:00  0  1
        5   2000-01-01 00:02:00  5  1

        Resample by month. Values are assigned to the month of the period.

        >>> df.groupby('a').resample('M').sum()
                    a  b
        a
        0   2000-01-31  0  3
        5   2000-01-31  5  1

        Downsample the series into 3 minute bins as above, but close the right
        side of the bin interval.

        >>> df.groupby('a').resample('3T', closed='right').sum()
                                 a  b
        a
        0   1999-12-31 23:57:00  0  1
            2000-01-01 00:00:00  0  2
        5   2000-01-01 00:00:00  5  1

        Downsample the series into 3 minute bins and close the right side of
        the bin interval, but label each bin using the right edge instead of
        the left.

        >>> df.groupby('a').resample('3T', closed='right', label='right').sum()
                                 a  b
        a
        0   2000-01-01 00:00:00  0  1
            2000-01-01 00:03:00  0  2
        5   2000-01-01 00:03:00  5  1

        Add an offset of twenty seconds.

        >>> df.groupby('a').resample('3T', loffset='20s').sum()
                               a  b
        a
        0   2000-01-01 00:00:20  0  2
            2000-01-01 00:03:20  0  1
        5   2000-01-01 00:00:20  5  1
        """
        from pandas.core.resample import get_resampler_for_grouping

        return get_resampler_for_grouping(self, rule, *args, **kwargs)

    @Substitution(name="groupby")
    @Appender(_common_see_also)
    def rolling(self, *args, **kwargs):
        """
        Return a rolling grouper, providing rolling functionality per group.
        """
        from pandas.core.window import RollingGroupby

        return RollingGroupby(self, *args, **kwargs)

    @Substitution(name="groupby")
    @Appender(_common_see_also)
    def expanding(self, *args, **kwargs):
        """
        Return an expanding grouper, providing expanding
        functionality per group.
        """
        from pandas.core.window import ExpandingGroupby

        return ExpandingGroupby(self, *args, **kwargs)

    def _fill(self, direction, limit=None):
        """
        Shared function for `pad` and `backfill` to call Cython method.

        Parameters
        ----------
        direction : {'ffill', 'bfill'}
            Direction passed to underlying Cython function. `bfill` will cause
            values to be filled backwards. `ffill` and any other values will
            default to a forward fill
        limit : int, default None
            Maximum number of consecutive values to fill. If `None`, this
            method will convert to -1 prior to passing to Cython

        Returns
        -------
        `Series` or `DataFrame` with filled values

        See Also
        --------
        pad
        backfill
        """
        # Need int value for Cython
        if limit is None:
            limit = -1

        return self._get_cythonized_result(
            "group_fillna_indexer",
            needs_mask=True,
            cython_dtype=np.dtype(np.int64),
            result_is_index=True,
            direction=direction,
            limit=limit,
        )

    @Substitution(name="groupby")
    def pad(self, limit=None):
        """
        Forward fill the values.

        Parameters
        ----------
        limit : int, optional
            Limit of how many values to fill.

        Returns
        -------
        Series or DataFrame
            Object with missing values filled.

        See Also
        --------
        Series.pad
        DataFrame.pad
        Series.fillna
        DataFrame.fillna
        """
        return self._fill("ffill", limit=limit)

    ffill = pad

    @Substitution(name="groupby")
    def backfill(self, limit=None):
        """
        Backward fill the values.

        Parameters
        ----------
        limit : int, optional
            Limit of how many values to fill.

        Returns
        -------
        Series or DataFrame
            Object with missing values filled.

        See Also
        --------
        Series.backfill
        DataFrame.backfill
        Series.fillna
        DataFrame.fillna
        """
        return self._fill("bfill", limit=limit)

    bfill = backfill

    @Substitution(name="groupby")
    @Substitution(see_also=_common_see_also)
    def nth(self, n: Union[int, List[int]], dropna: Optional[str] = None) -> DataFrame:
        """
        Take the nth row from each group if n is an int, or a subset of rows
        if n is a list of ints.

        If dropna, will take the nth non-null row, dropna is either
        'all' or 'any'; this is equivalent to calling dropna(how=dropna)
        before the groupby.

        Parameters
        ----------
        n : int or list of ints
            A single nth value for the row or a list of nth values.
        dropna : None or str, optional
            Apply the specified dropna operation before counting which row is
            the nth row. Needs to be None, 'any' or 'all'.

        Returns
        -------
        Series or DataFrame
            N-th value within each group.
        %(see_also)s
        Examples
        --------

        >>> df = pd.DataFrame({'A': [1, 1, 2, 1, 2],
        ...                    'B': [np.nan, 2, 3, 4, 5]}, columns=['A', 'B'])
        >>> g = df.groupby('A')
        >>> g.nth(0)
             B
        A
        1  NaN
        2  3.0
        >>> g.nth(1)
             B
        A
        1  2.0
        2  5.0
        >>> g.nth(-1)
             B
        A
        1  4.0
        2  5.0
        >>> g.nth([0, 1])
             B
        A
        1  NaN
        1  2.0
        2  3.0
        2  5.0

        Specifying `dropna` allows count ignoring ``NaN``

        >>> g.nth(0, dropna='any')
             B
        A
        1  2.0
        2  3.0

        NaNs denote group exhausted when using dropna

        >>> g.nth(3, dropna='any')
            B
        A
        1 NaN
        2 NaN

        Specifying `as_index=False` in `groupby` keeps the original index.

        >>> df.groupby('A', as_index=False).nth(1)
           A    B
        1  1  2.0
        4  2  5.0
        """
        valid_containers = (set, list, tuple)
        if not isinstance(n, (valid_containers, int)):
            raise TypeError("n needs to be an int or a list/set/tuple of ints")

        if not dropna:

            if isinstance(n, int):
                nth_values = [n]
            elif isinstance(n, valid_containers):
                nth_values = list(set(n))

            nth_array = np.array(nth_values, dtype=np.intp)
            self._set_group_selection()

            mask_left = np.in1d(self._cumcount_array(), nth_array)
            mask_right = np.in1d(self._cumcount_array(ascending=False) + 1, -nth_array)
            mask = mask_left | mask_right

            ids, _, _ = self.grouper.group_info

            # Drop NA values in grouping
            mask = mask & (ids != -1)

            out = self._selected_obj[mask]
            if not self.as_index:
                return out

            result_index = self.grouper.result_index
            out.index = result_index[ids[mask]]

            if not self.observed and isinstance(result_index, CategoricalIndex):
                out = out.reindex(result_index)

            out = self._reindex_output(out)
            return out.sort_index() if self.sort else out

        # dropna is truthy
        if isinstance(n, valid_containers):
            raise ValueError("dropna option with a list of nth values is not supported")

        if dropna not in ["any", "all"]:
            # Note: when agg-ing picker doesn't raise this, just returns NaN
            raise ValueError(
                "For a DataFrame groupby, dropna must be "
                "either None, 'any' or 'all', "
                f"(was passed {dropna})."
            )

        # old behaviour, but with all and any support for DataFrames.
        # modified in GH 7559 to have better perf
        max_len = n if n >= 0 else -1 - n
        dropped = self.obj.dropna(how=dropna, axis=self.axis)

        # get a new grouper for our dropped obj
        if self.keys is None and self.level is None:

            # we don't have the grouper info available
            # (e.g. we have selected out
            # a column that is not in the current object)
            axis = self.grouper.axis
            grouper = axis[axis.isin(dropped.index)]

        else:

            # create a grouper with the original parameters, but on dropped
            # object
            from pandas.core.groupby.grouper import get_grouper

            grouper, _, _ = get_grouper(
                dropped,
                key=self.keys,
                axis=self.axis,
                level=self.level,
                sort=self.sort,
                mutated=self.mutated,
            )

        grb = dropped.groupby(grouper, as_index=self.as_index, sort=self.sort)
        sizes, result = grb.size(), grb.nth(n)
        mask = (sizes < max_len).values

        # set the results which don't meet the criteria
        if len(result) and mask.any():
            result.loc[mask] = np.nan

        # reset/reindex to the original groups
        if len(self.obj) == len(dropped) or len(result) == len(
            self.grouper.result_index
        ):
            result.index = self.grouper.result_index
        else:
            result = result.reindex(self.grouper.result_index)

        return result

    def quantile(self, q=0.5, interpolation: str = "linear"):
        """
        Return group values at the given quantile, a la numpy.percentile.

        Parameters
        ----------
        q : float or array-like, default 0.5 (50% quantile)
            Value(s) between 0 and 1 providing the quantile(s) to compute.
        interpolation : {'linear', 'lower', 'higher', 'midpoint', 'nearest'}
            Method to use when the desired quantile falls between two points.

        Returns
        -------
        Series or DataFrame
            Return type determined by caller of GroupBy object.

        See Also
        --------
        Series.quantile : Similar method for Series.
        DataFrame.quantile : Similar method for DataFrame.
        numpy.percentile : NumPy method to compute qth percentile.

        Examples
        --------
        >>> df = pd.DataFrame([
        ...     ['a', 1], ['a', 2], ['a', 3],
        ...     ['b', 1], ['b', 3], ['b', 5]
        ... ], columns=['key', 'val'])
        >>> df.groupby('key').quantile()
            val
        key
        a    2.0
        b    3.0
        """
        from pandas import concat

        def pre_processor(vals: np.ndarray) -> Tuple[np.ndarray, Optional[Type]]:
            if is_object_dtype(vals):
                raise TypeError(
                    "'quantile' cannot be performed against 'object' dtypes!"
                )

            inference = None
            if is_integer_dtype(vals.dtype):
                if is_extension_array_dtype(vals.dtype):
                    vals = vals.to_numpy(dtype=float, na_value=np.nan)
                inference = np.int64
            elif is_bool_dtype(vals.dtype) and is_extension_array_dtype(vals.dtype):
                vals = vals.to_numpy(dtype=float, na_value=np.nan)
            elif is_datetime64_dtype(vals.dtype):
                inference = "datetime64[ns]"
                vals = np.asarray(vals).astype(np.float)

            return vals, inference

        def post_processor(vals: np.ndarray, inference: Optional[Type]) -> np.ndarray:
            if inference:
                # Check for edge case
                if not (
                    is_integer_dtype(inference)
                    and interpolation in {"linear", "midpoint"}
                ):
                    vals = vals.astype(inference)

            return vals

        if is_scalar(q):
            return self._get_cythonized_result(
                "group_quantile",
                aggregate=True,
                needs_values=True,
                needs_mask=True,
                cython_dtype=np.dtype(np.float64),
                pre_processing=pre_processor,
                post_processing=post_processor,
                q=q,
                interpolation=interpolation,
            )
        else:
            results = [
                self._get_cythonized_result(
                    "group_quantile",
                    aggregate=True,
                    needs_values=True,
                    needs_mask=True,
                    cython_dtype=np.dtype(np.float64),
                    pre_processing=pre_processor,
                    post_processing=post_processor,
                    q=qi,
                    interpolation=interpolation,
                )
                for qi in q
            ]
            result = concat(results, axis=0, keys=q)
            # fix levels to place quantiles on the inside
            # TODO(GH-10710): Ideally, we could write this as
            #  >>> result.stack(0).loc[pd.IndexSlice[:, ..., q], :]
            #  but this hits https://github.com/pandas-dev/pandas/issues/10710
            #  which doesn't reorder the list-like `q` on the inner level.
            order = list(range(1, result.index.nlevels)) + [0]

            # temporarily saves the index names
            index_names = np.array(result.index.names)

            # set index names to positions to avoid confusion
            result.index.names = np.arange(len(index_names))

            # place quantiles on the inside
            result = result.reorder_levels(order)

            # restore the index names in order
            result.index.names = index_names[order]

            # reorder rows to keep things sorted
            indices = np.arange(len(result)).reshape([len(q), self.ngroups]).T.flatten()
            return result.take(indices)

    @Substitution(name="groupby")
    def ngroup(self, ascending: bool = True):
        """
        Number each group from 0 to the number of groups - 1.

        This is the enumerative complement of cumcount.  Note that the
        numbers given to the groups match the order in which the groups
        would be seen when iterating over the groupby object, not the
        order they are first observed.

        Parameters
        ----------
        ascending : bool, default True
            If False, number in reverse, from number of group - 1 to 0.

        Returns
        -------
        Series
            Unique numbers for each group.

        See Also
        --------
        .cumcount : Number the rows in each group.

        Examples
        --------
        >>> df = pd.DataFrame({"A": list("aaabba")})
        >>> df
           A
        0  a
        1  a
        2  a
        3  b
        4  b
        5  a
        >>> df.groupby('A').ngroup()
        0    0
        1    0
        2    0
        3    1
        4    1
        5    0
        dtype: int64
        >>> df.groupby('A').ngroup(ascending=False)
        0    1
        1    1
        2    1
        3    0
        4    0
        5    1
        dtype: int64
        >>> df.groupby(["A", [1,1,2,3,2,1]]).ngroup()
        0    0
        1    0
        2    1
        3    3
        4    2
        5    0
        dtype: int64
        """
        with _group_selection_context(self):
            index = self._selected_obj.index

            # GH28330 preserve subclassed Series/DataFrames through calls
            if isinstance(self._selected_obj, Series):
                result = self.obj._constructor(self.grouper.group_info[0], index)
            elif isinstance(self._selected_obj, DataFrame):
                result = self.obj._constructor_sliced(self.grouper.group_info[0], index)

            if not ascending:
                result = self.ngroups - 1 - result
            return result

    @Substitution(name="groupby")
    def cumcount(self, ascending: bool = True):
        """
        Number each item in each group from 0 to the length of that group - 1.

        Essentially this is equivalent to

        .. code-block:: python

            self.apply(lambda x: pd.Series(np.arange(len(x)), x.index))

        Parameters
        ----------
        ascending : bool, default True
            If False, number in reverse, from length of group - 1 to 0.

        Returns
        -------
        Series
            Sequence number of each element within each group.

        See Also
        --------
        .ngroup : Number the groups themselves.

        Examples
        --------
        >>> df = pd.DataFrame([['a'], ['a'], ['a'], ['b'], ['b'], ['a']],
        ...                   columns=['A'])
        >>> df
           A
        0  a
        1  a
        2  a
        3  b
        4  b
        5  a
        >>> df.groupby('A').cumcount()
        0    0
        1    1
        2    2
        3    0
        4    1
        5    3
        dtype: int64
        >>> df.groupby('A').cumcount(ascending=False)
        0    3
        1    2
        2    1
        3    1
        4    0
        5    0
        dtype: int64
        """
        with _group_selection_context(self):
            index = self._selected_obj.index
            cumcounts = self._cumcount_array(ascending=ascending)

            # GH28330 preserve subclassed Series/DataFrames through calls
            if isinstance(self._selected_obj, Series):
                return self.obj._constructor(cumcounts, index)
            elif isinstance(self._selected_obj, DataFrame):
                return self.obj._constructor_sliced(cumcounts, index)

    @Substitution(name="groupby")
    @Appender(_common_see_also)
    def rank(
        self,
        method: str = "average",
        ascending: bool = True,
        na_option: str = "keep",
        pct: bool = False,
        axis: int = 0,
    ):
        """
        Provide the rank of values within each group.

        Parameters
        ----------
        method : {'average', 'min', 'max', 'first', 'dense'}, default 'average'
            * average: average rank of group.
            * min: lowest rank in group.
            * max: highest rank in group.
            * first: ranks assigned in order they appear in the array.
            * dense: like 'min', but rank always increases by 1 between groups.
        ascending : bool, default True
            False for ranks by high (1) to low (N).
        na_option : {'keep', 'top', 'bottom'}, default 'keep'
            * keep: leave NA values where they are.
            * top: smallest rank if ascending.
            * bottom: smallest rank if descending.
        pct : bool, default False
            Compute percentage rank of data within each group.
        axis : int, default 0
            The axis of the object over which to compute the rank.

        Returns
        -------
        DataFrame with ranking of values within each group
        """
        if na_option not in {"keep", "top", "bottom"}:
            msg = "na_option must be one of 'keep', 'top', or 'bottom'"
            raise ValueError(msg)
        return self._cython_transform(
            "rank",
            numeric_only=False,
            ties_method=method,
            ascending=ascending,
            na_option=na_option,
            pct=pct,
            axis=axis,
        )

    @Substitution(name="groupby")
    @Appender(_common_see_also)
    def cumprod(self, axis=0, *args, **kwargs):
        """
        Cumulative product for each group.

        Returns
        -------
        Series or DataFrame
        """
        nv.validate_groupby_func("cumprod", args, kwargs, ["numeric_only", "skipna"])
        if axis != 0:
            return self.apply(lambda x: x.cumprod(axis=axis, **kwargs))

        return self._cython_transform("cumprod", **kwargs)

    @Substitution(name="groupby")
    @Appender(_common_see_also)
    def cumsum(self, axis=0, *args, **kwargs):
        """
        Cumulative sum for each group.

        Returns
        -------
        Series or DataFrame
        """
        nv.validate_groupby_func("cumsum", args, kwargs, ["numeric_only", "skipna"])
        if axis != 0:
            return self.apply(lambda x: x.cumsum(axis=axis, **kwargs))

        return self._cython_transform("cumsum", **kwargs)

    @Substitution(name="groupby")
    @Appender(_common_see_also)
    def cummin(self, axis=0, **kwargs):
        """
        Cumulative min for each group.

        Returns
        -------
        Series or DataFrame
        """
        if axis != 0:
            return self.apply(lambda x: np.minimum.accumulate(x, axis))

        return self._cython_transform("cummin", numeric_only=False)

    @Substitution(name="groupby")
    @Appender(_common_see_also)
    def cummax(self, axis=0, **kwargs):
        """
        Cumulative max for each group.

        Returns
        -------
        Series or DataFrame
        """
        if axis != 0:
            return self.apply(lambda x: np.maximum.accumulate(x, axis))

        return self._cython_transform("cummax", numeric_only=False)

    def _get_cythonized_result(
        self,
        how: str,
        cython_dtype: np.dtype,
        aggregate: bool = False,
        needs_values: bool = False,
        needs_mask: bool = False,
        needs_ngroups: bool = False,
        result_is_index: bool = False,
        pre_processing=None,
        post_processing=None,
        **kwargs,
    ):
        """
        Get result for Cythonized functions.

        Parameters
        ----------
        how : str, Cythonized function name to be called
        cython_dtype : np.dtype
            Type of the array that will be modified by the Cython call.
        aggregate : bool, default False
            Whether the result should be aggregated to match the number of
            groups
        needs_values : bool, default False
            Whether the values should be a part of the Cython call
            signature
        needs_mask : bool, default False
            Whether boolean mask needs to be part of the Cython call
            signature
        needs_ngroups : bool, default False
            Whether number of groups is part of the Cython call signature
        result_is_index : bool, default False
            Whether the result of the Cython operation is an index of
            values to be retrieved, instead of the actual values themselves
        pre_processing : function, default None
            Function to be applied to `values` prior to passing to Cython.
            Function should return a tuple where the first element is the
            values to be passed to Cython and the second element is an optional
            type which the values should be converted to after being returned
            by the Cython operation. Raises if `needs_values` is False.
        post_processing : function, default None
            Function to be applied to result of Cython function. Should accept
            an array of values as the first argument and type inferences as its
            second argument, i.e. the signature should be
            (ndarray, Type).
        **kwargs : dict
            Extra arguments to be passed back to Cython funcs

        Returns
        -------
        `Series` or `DataFrame`  with filled values
        """
        if result_is_index and aggregate:
            raise ValueError("'result_is_index' and 'aggregate' cannot both be True!")
        if post_processing:
            if not callable(pre_processing):
                raise ValueError("'post_processing' must be a callable!")
        if pre_processing:
            if not callable(pre_processing):
                raise ValueError("'pre_processing' must be a callable!")
            if not needs_values:
                raise ValueError(
                    "Cannot use 'pre_processing' without specifying 'needs_values'!"
                )

        grouper = self.grouper

        labels, _, ngroups = grouper.group_info
        output: Dict[base.OutputKey, np.ndarray] = {}
        base_func = getattr(libgroupby, how)

        for idx, obj in enumerate(self._iterate_slices()):
            name = obj.name
            values = obj._values

            if aggregate:
                result_sz = ngroups
            else:
                result_sz = len(values)

            result = np.zeros(result_sz, dtype=cython_dtype)
            func = partial(base_func, result, labels)
            inferences = None

            if needs_values:
                vals = values
                if pre_processing:
                    vals, inferences = pre_processing(vals)
                func = partial(func, vals)

            if needs_mask:
                mask = isna(values).view(np.uint8)
                func = partial(func, mask)

            if needs_ngroups:
                func = partial(func, ngroups)

            func(**kwargs)  # Call func to modify indexer values in place

            if result_is_index:
                result = algorithms.take_nd(values, result)

            if post_processing:
                result = post_processing(result, inferences)

            key = base.OutputKey(label=name, position=idx)
            output[key] = result

        if aggregate:
            return self._wrap_aggregated_output(output)
        else:
            return self._wrap_transformed_output(output)

    @Substitution(name="groupby")
    def shift(self, periods=1, freq=None, axis=0, fill_value=None):
        """
        Shift each group by periods observations.

        If freq is passed, the index will be increased using the periods and the freq.

        Parameters
        ----------
        periods : int, default 1
            Number of periods to shift.
        freq : str, optional
            Frequency string.
        axis : axis to shift, default 0
            Shift direction.
        fill_value : optional
            The scalar value to use for newly introduced missing values.

            .. versionadded:: 0.24.0

        Returns
        -------
        Series or DataFrame
            Object shifted within each group.

        See Also
        --------
        Index.shift : Shift values of Index.
        tshift : Shift the time index, using the index’s frequency
            if available.
        """
        if freq is not None or axis != 0 or not isna(fill_value):
            return self.apply(lambda x: x.shift(periods, freq, axis, fill_value))

        return self._get_cythonized_result(
            "group_shift_indexer",
            cython_dtype=np.dtype(np.int64),
            needs_ngroups=True,
            result_is_index=True,
            periods=periods,
        )

    @Substitution(name="groupby")
    @Appender(_common_see_also)
    def pct_change(self, periods=1, fill_method="pad", limit=None, freq=None, axis=0):
        """
        Calculate pct_change of each value to previous entry in group.

        Returns
        -------
        Series or DataFrame
            Percentage changes within each group.
        """
        if freq is not None or axis != 0:
            return self.apply(
                lambda x: x.pct_change(
                    periods=periods,
                    fill_method=fill_method,
                    limit=limit,
                    freq=freq,
                    axis=axis,
                )
            )
        if fill_method is None:  # GH30463
            fill_method = "pad"
            limit = 0
        filled = getattr(self, fill_method)(limit=limit)
        fill_grp = filled.groupby(self.grouper.codes)
        shifted = fill_grp.shift(periods=periods, freq=freq)
        return (filled / shifted) - 1

    @Substitution(name="groupby")
    @Substitution(see_also=_common_see_also)
    def head(self, n=5):
        """
        Return first n rows of each group.

        Similar to ``.apply(lambda x: x.head(n))``, but it returns a subset of rows
        from the original DataFrame with original index and order preserved
        (``as_index`` flag is ignored).

        Does not work for negative values of `n`.

        Returns
        -------
        Series or DataFrame
        %(see_also)s
        Examples
        --------

        >>> df = pd.DataFrame([[1, 2], [1, 4], [5, 6]],
        ...                   columns=['A', 'B'])
        >>> df.groupby('A').head(1)
           A  B
        0  1  2
        2  5  6
        >>> df.groupby('A').head(-1)
        Empty DataFrame
        Columns: [A, B]
        Index: []
        """
        self._reset_group_selection()
        mask = self._cumcount_array() < n
        return self._selected_obj[mask]

    @Substitution(name="groupby")
    @Substitution(see_also=_common_see_also)
    def tail(self, n=5):
        """
        Return last n rows of each group.

        Similar to ``.apply(lambda x: x.tail(n))``, but it returns a subset of rows
        from the original DataFrame with original index and order preserved
        (``as_index`` flag is ignored).

        Does not work for negative values of `n`.

        Returns
        -------
        Series or DataFrame
        %(see_also)s
        Examples
        --------

        >>> df = pd.DataFrame([['a', 1], ['a', 2], ['b', 1], ['b', 2]],
        ...                   columns=['A', 'B'])
        >>> df.groupby('A').tail(1)
           A  B
        1  a  2
        3  b  2
        >>> df.groupby('A').tail(-1)
        Empty DataFrame
        Columns: [A, B]
        Index: []
        """
        self._reset_group_selection()
        mask = self._cumcount_array(ascending=False) < n
        return self._selected_obj[mask]

    def _reindex_output(
        self, output: OutputFrameOrSeries, fill_value: Scalar = np.NaN
    ) -> OutputFrameOrSeries:
        """
        If we have categorical groupers, then we might want to make sure that
        we have a fully re-indexed output to the levels. This means expanding
        the output space to accommodate all values in the cartesian product of
        our groups, regardless of whether they were observed in the data or
        not. This will expand the output space if there are missing groups.

        The method returns early without modifying the input if the number of
        groupings is less than 2, self.observed == True or none of the groupers
        are categorical.

        Parameters
        ----------
        output : Series or DataFrame
            Object resulting from grouping and applying an operation.
        fill_value : scalar, default np.NaN
            Value to use for unobserved categories if self.observed is False.

        Returns
        -------
        Series or DataFrame
            Object (potentially) re-indexed to include all possible groups.
        """
        groupings = self.grouper.groupings
        if groupings is None:
            return output
        elif len(groupings) == 1:
            return output

        # if we only care about the observed values
        # we are done
        elif self.observed:
            return output

        # reindexing only applies to a Categorical grouper
        elif not any(
            isinstance(ping.grouper, (Categorical, CategoricalIndex))
            for ping in groupings
        ):
            return output

        levels_list = [ping.group_index for ping in groupings]
        index, _ = MultiIndex.from_product(
            levels_list, names=self.grouper.names
        ).sortlevel()

        if self.as_index:
            d = {
                self.obj._get_axis_name(self.axis): index,
                "copy": False,
                "fill_value": fill_value,
            }
            return output.reindex(**d)

        # GH 13204
        # Here, the categorical in-axis groupers, which need to be fully
        # expanded, are columns in `output`. An idea is to do:
        # output = output.set_index(self.grouper.names)
        #                .reindex(index).reset_index()
        # but special care has to be taken because of possible not-in-axis
        # groupers.
        # So, we manually select and drop the in-axis grouper columns,
        # reindex `output`, and then reset the in-axis grouper columns.

        # Select in-axis groupers
        in_axis_grps = (
            (i, ping.name) for (i, ping) in enumerate(groupings) if ping.in_axis
        )
        g_nums, g_names = zip(*in_axis_grps)

        output = output.drop(labels=list(g_names), axis=1)

        # Set a temp index and reindex (possibly expanding)
        output = output.set_index(self.grouper.result_index).reindex(
            index, copy=False, fill_value=fill_value
        )

        # Reset in-axis grouper columns
        # (using level numbers `g_nums` because level names may not be unique)
        output = output.reset_index(level=g_nums)

        return output.reset_index(drop=True)


GroupBy._add_numeric_operations()


@doc(GroupBy)
def get_groupby(
    obj: NDFrame,
    by: Optional[_KeysArgType] = None,
    axis: int = 0,
    level=None,
    grouper: "Optional[ops.BaseGrouper]" = None,
    exclusions=None,
    selection=None,
    as_index: bool = True,
    sort: bool = True,
    group_keys: bool = True,
    squeeze: bool = False,
    observed: bool = False,
    mutated: bool = False,
) -> GroupBy:

    klass: Type[GroupBy]
    if isinstance(obj, Series):
        from pandas.core.groupby.generic import SeriesGroupBy

        klass = SeriesGroupBy
    elif isinstance(obj, DataFrame):
        from pandas.core.groupby.generic import DataFrameGroupBy

        klass = DataFrameGroupBy
    else:
        raise TypeError(f"invalid type: {obj}")

    return klass(
        obj=obj,
        keys=by,
        axis=axis,
        level=level,
        grouper=grouper,
        exclusions=exclusions,
        selection=selection,
        as_index=as_index,
        sort=sort,
        group_keys=group_keys,
        squeeze=squeeze,
        observed=observed,
        mutated=mutated,
    )