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mean_.py
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"""
Numba 1D mean kernels that can be shared by
* Dataframe / Series
* groupby
* rolling / expanding
Mirrors pandas/_libs/window/aggregation.pyx
"""
from __future__ import annotations
from typing import TYPE_CHECKING
import numba
import numpy as np
from pandas.core._numba.kernels.shared import is_monotonic_increasing
from pandas.core._numba.kernels.sum_ import grouped_kahan_sum
if TYPE_CHECKING:
from pandas._typing import npt
@numba.jit(nopython=True, nogil=True, parallel=False)
def add_mean(
val: float,
nobs: int,
sum_x: float,
neg_ct: int,
compensation: float,
num_consecutive_same_value: int,
prev_value: float,
) -> tuple[int, float, int, float, int, float]:
if not np.isnan(val):
nobs += 1
y = val - compensation
t = sum_x + y
compensation = t - sum_x - y
sum_x = t
if val < 0:
neg_ct += 1
if val == prev_value:
num_consecutive_same_value += 1
else:
num_consecutive_same_value = 1
prev_value = val
return nobs, sum_x, neg_ct, compensation, num_consecutive_same_value, prev_value
@numba.jit(nopython=True, nogil=True, parallel=False)
def remove_mean(
val: float, nobs: int, sum_x: float, neg_ct: int, compensation: float
) -> tuple[int, float, int, float]:
if not np.isnan(val):
nobs -= 1
y = -val - compensation
t = sum_x + y
compensation = t - sum_x - y
sum_x = t
if val < 0:
neg_ct -= 1
return nobs, sum_x, neg_ct, compensation
@numba.jit(nopython=True, nogil=True, parallel=False)
def sliding_mean(
values: np.ndarray,
result_dtype: np.dtype,
start: np.ndarray,
end: np.ndarray,
min_periods: int,
) -> tuple[np.ndarray, list[int]]:
N = len(start)
nobs = 0
sum_x = 0.0
neg_ct = 0
compensation_add = 0.0
compensation_remove = 0.0
is_monotonic_increasing_bounds = is_monotonic_increasing(
start
) and is_monotonic_increasing(end)
output = np.empty(N, dtype=result_dtype)
for i in range(N):
s = start[i]
e = end[i]
if i == 0 or not is_monotonic_increasing_bounds:
prev_value = values[s]
num_consecutive_same_value = 0
for j in range(s, e):
val = values[j]
(
nobs,
sum_x,
neg_ct,
compensation_add,
num_consecutive_same_value,
prev_value,
) = add_mean(
val,
nobs,
sum_x,
neg_ct,
compensation_add,
num_consecutive_same_value,
prev_value, # pyright: ignore[reportArgumentType]
)
else:
for j in range(start[i - 1], s):
val = values[j]
nobs, sum_x, neg_ct, compensation_remove = remove_mean(
val, nobs, sum_x, neg_ct, compensation_remove
)
for j in range(end[i - 1], e):
val = values[j]
(
nobs,
sum_x,
neg_ct,
compensation_add,
num_consecutive_same_value,
prev_value,
) = add_mean(
val,
nobs,
sum_x,
neg_ct,
compensation_add,
num_consecutive_same_value,
prev_value, # pyright: ignore[reportArgumentType]
)
if nobs >= min_periods and nobs > 0:
result = sum_x / nobs
if num_consecutive_same_value >= nobs:
result = prev_value
elif neg_ct == 0 and result < 0:
result = 0
elif neg_ct == nobs and result > 0:
result = 0
else:
result = np.nan
output[i] = result
if not is_monotonic_increasing_bounds:
nobs = 0
sum_x = 0.0
neg_ct = 0
compensation_remove = 0.0
# na_position is empty list since float64 can already hold nans
# Do list comprehension, since numba cannot figure out that na_pos is
# empty list of ints on its own
na_pos = [0 for i in range(0)]
return output, na_pos
@numba.jit(nopython=True, nogil=True, parallel=False)
def grouped_mean(
values: np.ndarray,
result_dtype: np.dtype,
labels: npt.NDArray[np.intp],
ngroups: int,
min_periods: int,
) -> tuple[np.ndarray, list[int]]:
output, nobs_arr, comp_arr, consecutive_counts, prev_vals = grouped_kahan_sum(
values, result_dtype, labels, ngroups
)
# Post-processing, replace sums that don't satisfy min_periods
for lab in range(ngroups):
nobs = nobs_arr[lab]
num_consecutive_same_value = consecutive_counts[lab]
prev_value = prev_vals[lab]
sum_x = output[lab]
if nobs >= min_periods:
if num_consecutive_same_value >= nobs:
result = prev_value * nobs
else:
result = sum_x
else:
result = np.nan
result /= nobs
output[lab] = result
# na_position is empty list since float64 can already hold nans
# Do list comprehension, since numba cannot figure out that na_pos is
# empty list of ints on its own
na_pos = [0 for i in range(0)]
return output, na_pos