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Cumsum reset at NaN

If I have a pandas.core.series.Series named ts of either 1's or NaN's like this:

3382   NaN
3381   NaN
...
3369   NaN
3368   NaN
...
15     1
10   NaN
11     1
12     1
13     1
9    NaN
8    NaN
7    NaN
6    NaN
3    NaN
4      1
5      1
2    NaN
1    NaN
0    NaN

I would like to calculate cumsum of this serie but it should be reset (set to zero) at the location of the NaNs like below:

3382   0
3381   0
...
3369   0
3368   0
...
15     1
10     0
11     1
12     2
13     3
9      0
8      0
7      0
6      0
3      0
4      1
5      2
2      0
1      0
0      0

Ideally I would like to have a vectorized solution !

I ever see a similar question with Matlab : Matlab cumsum reset at NaN?

but I don't know how to translate this line d = diff([0 c(n)]);

like image 320
working4coins Avatar asked Aug 12 '13 21:08

working4coins


2 Answers

A simple Numpy translation of your Matlab code is this:

import numpy as np

v = np.array([1., 1., 1., np.nan, 1., 1., 1., 1., np.nan, 1.])
n = np.isnan(v)
a = ~n
c = np.cumsum(a)
d = np.diff(np.concatenate(([0.], c[n])))
v[n] = -d
np.cumsum(v)

Executing this code returns the result array([ 1., 2., 3., 0., 1., 2., 3., 4., 0., 1.]). This solution will only be as valid as the original one, but maybe it will help you come up with something better if it isn't sufficient for your purposes.

like image 79
emprice Avatar answered Oct 20 '22 15:10

emprice


Even more pandas-onic way to do it:

v = pd.Series([1., 3., 1., np.nan, 1., 1., 1., 1., np.nan, 1.])
cumsum = v.cumsum().fillna(method='pad')
reset = -cumsum[v.isnull()].diff().fillna(cumsum)
result = v.where(v.notnull(), reset).cumsum()

Contrary to the matlab code, this also works for values different from 1.

like image 43
kadee Avatar answered Oct 20 '22 16:10

kadee