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Update build, add corr and cov functions to Series and DataFrames #24

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mjclawar merged 1 commit into from
Jan 11, 2017
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Update build, add corr and cov functions to Series and DataFrames #24

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Update build, add corr and cov functions to Series and DataFrames
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@mjclawar
mjclawar committed Jan 11, 2017
commit 9055790d1cad29b0bf6656a17ea48696727ca7ee
24 changes: 24 additions & 0 deletions dist/__tests__/core/frame.js
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Expand Up @@ -579,6 +579,30 @@ describe('frame', function () {
});
});

describe('cov', function () {
it('calculates the covariance of all Series in a DataFrame', function () {
var df = new _frame2.default([{ x: 1, y: 2, z: 3 }, { x: 2, y: 1, z: 5 }, { x: 3, y: 0, z: 7 }]);

var dfCov = df.cov();

expect(dfCov.get('x').values.toArray()).toEqual([1, -1, 2]);
expect(dfCov.get('y').values.toArray()).toEqual([-1, 1, -2]);
expect(dfCov.get('z').values.toArray()).toEqual([2, -2, 4]);
});
});

describe('corr', function () {
it('calculates the correlation of all Series in a DataFrame', function () {
var df = new _frame2.default([{ x: 1, y: 2, z: 3 }, { x: 2, y: 1, z: 5 }, { x: 3, y: 0, z: 7 }]);

var dfCorr = df.corr();

expect(dfCorr.get('x').values.toArray()).toEqual([1, -1, 1]);
expect(dfCorr.get('y').values.toArray()).toEqual([-1, 1, -1]);
expect(dfCorr.get('z').values.toArray()).toEqual([1, -1, 1]);
});
});

describe('pct_change', function () {
it('calculates the pct_change along axis 0', function () {
var df1 = new _frame2.default([{ x: 1, y: 2 }, { x: 2, y: 3 }, { x: 3, y: 4 }], { index: [2, 3, 4] });
Expand Down
44 changes: 44 additions & 0 deletions dist/__tests__/core/series.js
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Expand Up @@ -59,6 +59,12 @@ describe('series', function () {
expect(ds2.index.toArray()).toEqual([1, 2, 3, 4]);
});

it('shape', function () {
var ds = new _series2.default([1, 2, 3, 4, 5]);
expect(ds.shape).toBeInstanceOf(_immutable2.default.Seq);
expect(ds.shape.toArray()).toEqual([5]);
});

describe('astype', function () {
it('converts a float Series to an integer Series', function () {
var ds1 = new _series2.default([1.5, 2.1, 3.9]);
Expand Down Expand Up @@ -538,5 +544,43 @@ describe('series', function () {
expect(dsFilter.index.toArray()).toEqual([1, 2, 3]);
});
});

describe('cov', function () {
it('calculates the covariance between this Series and another', function () {
var ds1 = new _series2.default([1, 2, 3, 4, 5, 6, 7, 8, 9, 10]);
var ds2 = new _series2.default([-10, -8, -6, -4, -2, 0, 2, 4, 6, 8]);

var cov = ds1.cov(ds2);
expect(cov).toBeCloseTo(18.3333333, 6);
});

it('throws an error if the Series are not equal length', function () {
var ds1 = new _series2.default([1, 2, 3, 4]);
var ds2 = new _series2.default([2, 3, 4]);

expect(function () {
ds1.cov(ds2);
}).toThrow();
});
});

describe('corr', function () {
it('calculates the correlation between this Series and another', function () {
var ds1 = new _series2.default([1, 2, 3, 4, 5]);
var ds2 = new _series2.default([-10, -8, -6, -4, -2]);

var corr = ds1.corr(ds2);
expect(corr).toBeCloseTo(1, 8);
});

it('throws an error if the Series are not equal length', function () {
var ds1 = new _series2.default([1, 2, 3, 4]);
var ds2 = new _series2.default([2, 3, 4]);

expect(function () {
ds1.corr(ds2);
}).toThrow();
});
});
});
});
158 changes: 117 additions & 41 deletions dist/core/frame.js
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Expand Up @@ -21,6 +21,18 @@ var _createClass2 = require('babel-runtime/helpers/createClass');

var _createClass3 = _interopRequireDefault(_createClass2);

var _possibleConstructorReturn2 = require('babel-runtime/helpers/possibleConstructorReturn');

var _possibleConstructorReturn3 = _interopRequireDefault(_possibleConstructorReturn2);

var _get2 = require('babel-runtime/helpers/get');

var _get3 = _interopRequireDefault(_get2);

var _inherits2 = require('babel-runtime/helpers/inherits');

var _inherits3 = _interopRequireDefault(_inherits2);

var _typeof2 = require('babel-runtime/helpers/typeof');

var _typeof3 = _interopRequireDefault(_typeof2);
Expand All @@ -31,6 +43,10 @@ var _immutable2 = _interopRequireDefault(_immutable);

var _exceptions = require('./exceptions');

var _generic = require('./generic');

var _generic2 = _interopRequireDefault(_generic);

var _series = require('./series');

var _series2 = _interopRequireDefault(_series);
Expand Down Expand Up @@ -61,7 +77,9 @@ var parseArrayToSeriesMap = function parseArrayToSeriesMap(array, index) {
return _immutable2.default.Map(dataMap);
};

var DataFrame = function () {
var DataFrame = function (_NDFrame) {
(0, _inherits3.default)(DataFrame, _NDFrame);

/**
* Two-dimensional size-mutable, potentially heterogeneous tabular data
* structure with labeled axes (rows and columns). Arithmetic operations
Expand All @@ -85,29 +103,30 @@ var DataFrame = function () {
* df.toString();
*/
function DataFrame(data) {
var _this = this;

var kwargs = arguments.length > 1 && arguments[1] !== undefined ? arguments[1] : {};
(0, _classCallCheck3.default)(this, DataFrame);

var _this = (0, _possibleConstructorReturn3.default)(this, (DataFrame.__proto__ || Object.getPrototypeOf(DataFrame)).call(this, data, kwargs));

if (Array.isArray(data)) {
this._index = (0, _utils.parseIndex)(kwargs.index, _immutable2.default.List(data));
this._data = parseArrayToSeriesMap(data, this._index);
this._columns = this._data.keySeq();
_this.set_axis(0, (0, _utils.parseIndex)(kwargs.index, _immutable2.default.List(data)));
_this._data = parseArrayToSeriesMap(data, _this.index);
_this.set_axis(1, _this._data.keySeq());
} else if (data instanceof _immutable2.default.Map) {
this._data = _immutable2.default.Map(data.keySeq().map(function (k) {
_this._data = _immutable2.default.Map(data.keySeq().map(function (k) {
if (!(data.get(k) instanceof _series2.default)) throw new Error('Map must have [column, series] key-value pairs');

return [k, data.get(k).copy()];
}));
this._columns = this._data.keySeq();
this._index = this._data.get(this.columns.get(0)).index;
_this.set_axis(1, _this._data.keySeq());
_this.set_axis(0, _this._data.get(_this.columns.get(0)).index);
} else if (typeof data === 'undefined') {
this._data = _immutable2.default.Map({});
this._columns = _immutable2.default.Seq.of();
this._index = _immutable2.default.List.of();
_this._data = _immutable2.default.Map({});
_this.set_axis(0, _immutable2.default.List.of());
_this.set_axis(1, _immutable2.default.Seq.of());
}

// TODO this is a slow operation
var valuesList = _immutable2.default.List([]);

var _loop = function _loop(idx) {
Expand All @@ -116,10 +135,12 @@ var DataFrame = function () {
}))]);
};

for (var idx = 0; idx < this.length; idx += 1) {
for (var idx = 0; idx < _this.length; idx += 1) {
_loop(idx);
}
this._values = valuesList;
_this._values = valuesList;
_this._setup_axes(_immutable2.default.List.of(0, 1));
return _this;
}

(0, _createClass3.default)(DataFrame, [{
Expand Down Expand Up @@ -237,7 +258,7 @@ var DataFrame = function () {
}, {
key: 'columnExists',
value: function columnExists(col) {
return this._columns.indexOf(col) >= 0;
return this.columns.indexOf(col) >= 0;
}

/**
Expand Down Expand Up @@ -765,6 +786,81 @@ var DataFrame = function () {

throw new _exceptions.InvalidAxisError();
}
}, {
key: '_pairwiseDataFrame',
value: function _pairwiseDataFrame(func) {
// Apply the func between all Series in the DataFrame, takes two series and returns a value
var valArray = [];

// Calculate upper triangle
for (var idx1 = 0; idx1 < this.columns.size; idx1 += 1) {
valArray.push({});
var ds1 = this.get(this.columns.get(idx1));

for (var idx2 = idx1; idx2 < this.columns.size; idx2 += 1) {
var col2 = this.columns.get(idx2);
var ds2 = this.get(col2);
valArray[idx1][col2] = func(ds1, ds2);
}
}

// Take upper triangle and fill in lower triangle
for (var _idx = 0; _idx < this.columns.size; _idx += 1) {
var col1 = this.columns.get(_idx);
for (var _idx2 = _idx + 1; _idx2 < this.columns.size; _idx2 += 1) {
var _col = this.columns.get(_idx2);
valArray[_idx2][col1] = valArray[_idx][_col];
}
}

return new DataFrame(valArray, { index: this.columns.toList() });
}

/**
* Calculate the covariance between all `Series` in the `DataFrame`
*
* pandas equivalent: [DataFrame.cov](http://pandas.pydata.org/pandas-docs/stable/generated/pandas.DataFrame.cov.html)
*
* @return {DataFrame}
*
* @example
* const df = new DataFrame([{x: 1, y: 2, z: 3}, {x: 2, y: 1, z: 5}, {x: 3, y: 0, z: 7}]);
*
* // Returns DataFrame([{x: 1, y: -1, z: 2}, {x: -1, y: 1, z: -2}, {x: 2, y: -2, z: 4}])
* df.cov();
*/

}, {
key: 'cov',
value: function cov() {
return this._pairwiseDataFrame(function (ds1, ds2) {
return ds1.cov(ds2);
});
}

/**
* Calculate the correlation between all `Series` in the `DataFrame`
*
* pandas equivalent: [DataFrame.corr](http://pandas.pydata.org/pandas-docs/stable/generated/pandas.DataFrame.corr.html)
*
* @return {DataFrame}
*
* @example
* const df = new DataFrame([{x: 1, y: 2, z: 3}, {x: 2, y: 1, z: 5}, {x: 3, y: 0, z: 7}]);
*
* // Returns DataFrame([{x: 1, y: -1, z: 1}, {x: -1, y: 1, z: -1}, {x: 1, y: -1, z: 1}])
* df.corr();
*/

}, {
key: 'corr',
value: function corr() {
// noinspection Eslint
var corrFunc = function corrFunc(ds1, ds2) {
return ds1.values === ds2.values ? 1 : ds1.corr(ds2);
};
return this._pairwiseDataFrame(corrFunc);
}

/**
* Return the percentage change over a given number of periods along the axis
Expand Down Expand Up @@ -859,7 +955,7 @@ var DataFrame = function () {
}, {
key: 'values',
get: function get() {
return this._values;
return (0, _get3.default)(DataFrame.prototype.__proto__ || Object.getPrototypeOf(DataFrame.prototype), 'values', this);
}

/**
Expand All @@ -879,7 +975,7 @@ var DataFrame = function () {
}, {
key: 'columns',
get: function get() {
return this._columns;
return this._get_axis(1);
}

/**
Expand Down Expand Up @@ -913,7 +1009,7 @@ var DataFrame = function () {
});

this._data = _immutable2.default.Map(nextData);
this._columns = _immutable2.default.Seq(columns);
this.set_axis(1, _immutable2.default.Seq(columns));
}

/**
Expand All @@ -931,7 +1027,7 @@ var DataFrame = function () {
}, {
key: 'index',
get: function get() {
return this._index;
return this._get_axis(0);
}

/**
Expand All @@ -953,7 +1049,7 @@ var DataFrame = function () {
set: function set(index) {
var _this11 = this;

this._index = (0, _utils.parseIndex)(index, this._data.get(this._columns.get(0)).values);
this.set_axis(0, (0, _utils.parseIndex)(index, this._data.get(this.columns.get(0)).values));

// noinspection Eslint
this._data.mapEntries(function (_ref9) {
Expand Down Expand Up @@ -989,29 +1085,9 @@ var DataFrame = function () {
return _this12.get(k).length;
}).toArray()));
}

/**
* Return a List representing the dimensionality of the DataFrame
*
* pandas equivalent: [DataFrame.shape](http://pandas.pydata.org/pandas-docs/stable/generated/pandas.DataFrame.shape.html)
*
* @returns {List<number>}
*
* @example
* const df = new DataFrame([{x: 1, y: 2}, {x: 2, y: 3}, {x: 3, y: 4}];
*
* // Returns List [3, 2]
* df.shape;
*/

}, {
key: 'shape',
get: function get() {
return _immutable2.default.List([this.length, this.columns.size]);
}
}]);
return DataFrame;
}();
}(_generic2.default);

exports.default = DataFrame;

Expand Down
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