Source code for statsmodels.tools.data

"""
Compatibility tools for various data structure inputs
"""

#TODO: question: interpret_data
# looks good and could/should be merged with other check convertion functions we also have
# similar also to what Nathaniel mentioned for Formula
# good: if ndarray check passes then loading pandas is not triggered,


from statsmodels.compat.python import range
import numpy as np
import pandas as pd

def _check_period_index(x, freq="M"):
    from pandas import PeriodIndex, DatetimeIndex
    if not isinstance(x.index, (DatetimeIndex, PeriodIndex)):
        raise ValueError("The index must be a DatetimeIndex or PeriodIndex")

    from statsmodels.tsa.base.datetools import _infer_freq
    inferred_freq = _infer_freq(x.index)
    if not inferred_freq.startswith(freq):
        raise ValueError("Expected frequency {}. Got {}".format(inferred_freq,
                                                                freq))

[docs]def is_data_frame(obj):
    return isinstance(obj, pd.DataFrame)

[docs]def is_design_matrix(obj):
    from patsy import DesignMatrix
    return isinstance(obj, DesignMatrix)

def _is_structured_ndarray(obj):
    return isinstance(obj, np.ndarray) and obj.dtype.names is not None

[docs]def interpret_data(data, colnames=None, rownames=None):
    """
    Convert passed data structure to form required by estimation classes

    Parameters
    ----------
    data : ndarray-like
    colnames : sequence or None
        May be part of data structure
    rownames : sequence or None

    Returns
    -------
    (values, colnames, rownames) : (homogeneous ndarray, list)
    """
    if isinstance(data, np.ndarray):
        if _is_structured_ndarray(data):
            if colnames is None:
                colnames = data.dtype.names
            values = struct_to_ndarray(data)
        else:
            values = data

        if colnames is None:
            colnames = ['Y_%d' % i for i in range(values.shape[1])]
    elif is_data_frame(data):
        # XXX: hack
        data = data.dropna()
        values = data.values
        colnames = data.columns
        rownames = data.index
    else: # pragma: no cover
        raise Exception('cannot handle other input types at the moment')

    if not isinstance(colnames, list):
        colnames = list(colnames)

    # sanity check
    if len(colnames) != values.shape[1]:
        raise ValueError('length of colnames does not match number '
                         'of columns in data')

    if rownames is not None and len(rownames) != len(values):
        raise ValueError('length of rownames does not match number '
                         'of rows in data')

    return values, colnames, rownames

[docs]def struct_to_ndarray(arr):
    return arr.view((float, len(arr.dtype.names)))

def _is_using_ndarray_type(endog, exog):
    return (type(endog) is np.ndarray and
            (type(exog) is np.ndarray or exog is None))

def _is_using_ndarray(endog, exog):
    return (isinstance(endog, np.ndarray) and
            (isinstance(exog, np.ndarray) or exog is None))

def _is_using_pandas(endog, exog):
    klasses = (pd.Series, pd.DataFrame, pd.WidePanel)
    return (isinstance(endog, klasses) or isinstance(exog, klasses))

def _is_array_like(endog, exog):
    try: # do it like this in case of mixed types, ie., ndarray and list
        endog = np.asarray(endog)
        exog = np.asarray(exog)
        return True
    except:
        return False

def _is_using_patsy(endog, exog):
    # we get this when a structured array is passed through a formula
    return (is_design_matrix(endog) and
            (is_design_matrix(exog) or exog is None))