[Numpy-svn] r4786 - trunk/numpy/ma

numpy-svn@scip... numpy-svn@scip...
Sun Feb 10 09:22:03 CST 2008


Author: jarrod.millman
Date: 2008-02-10 09:22:01 -0600 (Sun, 10 Feb 2008)
New Revision: 4786

Added:
   trunk/numpy/ma/README.txt
Log:
initial port from Moin Moin site


Added: trunk/numpy/ma/README.txt
===================================================================
--- trunk/numpy/ma/README.txt	2008-02-10 06:38:37 UTC (rev 4785)
+++ trunk/numpy/ma/README.txt	2008-02-10 15:22:01 UTC (rev 4786)
@@ -0,0 +1,241 @@
+==================================
+A Guide to Masked Arrays in NumPy
+==================================
+
+.. Contents::
+
+See http://www.scipy.org/scipy/numpy/wiki/MaskedArray
+for updates of this document.
+
+
+History
+-------
+
+As a regular user of MaskedArray, I (Pierre G.F. Gerard-Marchant) became
+increasingly frustrated with the subclassing of masked arrays (even if
+I can only blame my inexperience). I needed to develop a class of arrays
+that could store some additional information along with numerical values,
+while keeping the possibility for missing data (picture storing a series
+of dates along with measurements, what would later become the `TimeSeries
+Scikit <http://projects.scipy.org/scipy/scikits/wiki/TimeSeries>`__
+.
+
+I started to implement such a class, but then quickly realized that
+any additional information disappeared when processing these subarrays
+(for example, adding a constant value to a subarray would erase its
+dates). I ended up writing the equivalent of *numpy.core.ma* for my
+particular class, ufuncs included. Everything went fine until I needed to
+subclass my new class, when more problems showed up: some attributes of
+the new subclass were lost during processing. I identified the culprit as
+MaskedArray, which returns masked ndarrays when I expected masked
+arrays of my class. I was preparing myself to rewrite *numpy.core.ma*
+when I forced myself to learn how to subclass ndarrays. As I became more
+familiar with the *__new__* and *__array_finalize__* methods,
+I started to wonder why masked arrays were objects, and not ndarrays,
+and whether it wouldn't be more convenient for subclassing if they did
+behave like regular ndarrays.
+
+The new *maskedarray* is what I eventually come up with. The
+main differences with the initial *numpy.core.ma* package are
+that MaskedArray is now a subclass of *ndarray* and that the
+*_data* section can now be any subclass of *ndarray*. Apart from a
+couple of issues listed below, the behavior of the new MaskedArray
+class reproduces the old one. Initially the *maskedarray*
+implementation was marginally slower than *numpy.ma* in some areas,
+but work is underway to speed it up; the expectation is that it can be
+made substantially faster than the present *numpy.ma*.
+
+
+Note that if the subclass has some special methods and
+attributes, they are not propagated to the masked version:
+this would require a modification of the *__getattribute__*
+method (first trying *ndarray.__getattribute__*, then trying
+*self._data.__getattribute__* if an exception is raised in the first
+place), which really slows things down.
+
+Main differences
+----------------
+
+ * The *_data* part of the masked array can be any subclass of ndarray (but not recarray, cf below).
+ * *fill_value* is now a property, not a function.
+ * in the majority of cases, the mask is forced to *nomask* when no value is actually masked. A notable exception is when a masked array (with no masked values) has just been unpickled.
+ * I got rid of the *share_mask* flag, I never understood its purpose.
+ * *put*, *putmask* and *take* now mimic the ndarray methods, to avoid unpleasant surprises. Moreover, *put* and *putmask* both update the mask when needed.  * if *a* is a masked array, *bool(a)* raises a *ValueError*, as it does with ndarrays.
+ * in the same way, the comparison of two masked arrays is a masked array, not a boolean
+ * *filled(a)* returns an array of the same subclass as *a._data*, and no test is performed on whether it is contiguous or not.
+ * the mask is always printed, even if it's *nomask*, which makes things easie (for me at least) to remember that a masked array is used.
+ * *cumsum* works as if the *_data* array was filled with 0. The mask is preserved, but not updated.
+ * *cumprod* works as if the *_data* array was filled with 1. The mask is preserved, but not updated.
+
+New features
+------------
+
+This list is non-exhaustive...
+
+ * the *mr_* function mimics *r_* for masked arrays.
+ * the *anom* method returns the anomalies (deviations from the average)
+ * the *stdu* and *varu* return unbiased estimates of the standard deviation and variance, respectively.
+
+Using the new package with numpy.core.ma
+----------------------------------------
+
+I tried to make sure that the new package can understand old masked
+arrays. Unfortunately, there's no upward compatibility.
+
+For example:
+
+>>> import numpy.core.ma as old_ma
+>>> import maskedarray as new_ma
+>>> x = old_ma.array([1,2,3,4,5], mask=[0,0,1,0,0])
+>>> x
+array(data =
+ [     1      2 999999      4      5],
+      mask =
+ [False False True False False],
+      fill_value=999999)
+>>> y = new_ma.array([1,2,3,4,5], mask=[0,0,1,0,0])
+>>> y
+array(data = [1 2 -- 4 5],
+      mask = [False False True False False],
+      fill_value=999999)
+>>> x==y
+array(data =
+ [True True True True True],
+      mask =
+ [False False True False False],
+      fill_value=?)
+>>> old_ma.getmask(x) == new_ma.getmask(x)
+array([True, True, True, True, True], dtype=bool)
+>>> old_ma.getmask(y) == new_ma.getmask(y)
+array([True, True, False, True, True], dtype=bool)
+>>> old_ma.getmask(y)
+False
+
+
+Using maskedarray with matplotlib
+---------------------------------
+
+Starting with matplotlib 0.91.2, the masked array importing will work with
+the the maskedarray branch) as well as with earlier versions.
+
+By default matplotlib still uses numpy.ma, but there is an rcParams setting
+that you can use to select maskedarray instead.  In the matplotlibrc file
+you will find::
+
+  #maskedarray : False       # True to use external maskedarray module
+                             # instead of numpy.ma; this is a temporary #
+                             setting for testing maskedarray.
+
+
+Uncomment and set to True to select maskedarray everywhere.
+Alternatively, you can test a script with maskedarray by using a
+command-line option, e.g.::
+
+  python simple_plot.py --maskedarray
+
+
+Masked records
+--------------
+
+Like *numpy.core.ma*, the *ndarray*-based implementation
+of MaskedArray is limited when working with records: you can
+mask any record of the array, but not a field in a record. If you
+need this feature, you may want to give the *mrecords* package
+a try (available in the *maskedarray* directory in the scipy
+sandbox). This module defines a new class, *MaskedRecord*. An
+instance of this class accepts a *recarray* as data, and uses two
+masks: the *fieldmask* has as many entries as records in the array,
+each entry with the same fields as a record, but of boolean types:
+they indicate whether the field is masked or not; a record entry
+is flagged as masked in the *mask* array if all the fields are
+masked. A few examples in the file should give you an idea of what
+can be done. Note that *mrecords* is still experimental...
+
+Optimizing maskedarray
+----------------------
+
+Should masked arrays be filled before processing or not?
+--------------------------------------------------------
+
+In the current implementation, most operations on masked arrays involve
+the following steps:
+
+ * the input arrays are filled
+ * the operation is performed on the filled arrays
+ * the mask is set for the results, from the combination of the input masks and the mask corresponding to the domain of the operation.
+
+For example, consider the division of two masked arrays::
+
+  import numpy
+  import maskedarray as ma
+  x = ma.array([1,2,3,4],mask=[1,0,0,0], dtype=numpy.float_)
+  y = ma.array([-1,0,1,2], mask=[0,0,0,1], dtype=numpy.float_)
+
+The division of x by y is then computed as::
+
+  d1 = x.filled(0) # d1 = array([0., 2., 3., 4.])
+  d2 = y.filled(1) # array([-1.,  0.,  1.,  1.])
+  m = ma.mask_or(ma.getmask(x), ma.getmask(y)) # m =
+  array([True,False,False,True])
+  dm = ma.divide.domain(d1,d2) # array([False,  True, False, False])
+  result = (d1/d2).view(MaskedArray) # masked_array([-0. inf, 3., 4.])
+  result._mask = logical_or(m, dm)
+
+Note that a division by zero takes place. To avoid it, we can consider
+to fill the input arrays, taking the domain mask into account, so that::
+
+  d1 = x._data.copy() # d1 = array([1., 2., 3., 4.])
+  d2 = y._data.copy() # array([-1.,  0.,  1.,  2.])
+  dm = ma.divide.domain(d1,d2) # array([False,  True, False, False])
+  numpy.putmask(d2, dm, 1) # d2 = array([-1.,  1.,  1.,  2.])
+  m = ma.mask_or(ma.getmask(x), ma.getmask(y)) # m =
+  array([True,False,False,True])
+  result = (d1/d2).view(MaskedArray) # masked_array([-1. 0., 3., 2.])
+  result._mask = logical_or(m, dm)
+
+Note that the *.copy()* is required to avoid updating the inputs with
+*putmask*.  The *.filled()* method also involves a *.copy()*.
+
+A third possibility consists in avoid filling the arrays::
+
+  d1 = x._data # d1 = array([1., 2., 3., 4.])
+  d2 = y._data # array([-1.,  0.,  1.,  2.])
+  dm = ma.divide.domain(d1,d2) # array([False,  True, False, False])
+  m = ma.mask_or(ma.getmask(x), ma.getmask(y)) # m =
+  array([True,False,False,True])
+  result = (d1/d2).view(MaskedArray) # masked_array([-1. inf, 3., 2.])
+  result._mask = logical_or(m, dm)
+
+Note that here again the division by zero takes place.
+
+A quick benchmark gives the following results:
+
+ * *numpy.ma.divide*  : 2.69 ms per loop
+ * classical division     : 2.21 ms per loop
+ * division w/ prefilling : 2.34 ms per loop
+ * division w/o filling   : 1.55 ms per loop
+
+So, is it worth filling the arrays beforehand ? Yes, if we are interested
+in avoiding floating-point exceptions that may fill the result with infs
+and nans. No, if we are only interested into speed...
+
+
+Thanks
+------
+
+I'd like to thank Paul Dubois, Travis Oliphant and Sasha for the
+original masked array package: without you, I would never have started
+that (it might be argued that I shouldn't have anyway, but that's
+another story...).  I also wish to extend these thanks to Reggie Dugard
+and Eric Firing for their suggestions and numerous improvements.
+
+
+Revision notes
+--------------
+
+  * 08/25/2007 : Creation of this page
+  * 01/23/2007 : The package has been moved to the SciPy sandbox, and is regularly updated: please check out your SVN version!
+
+
+
+



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