NumPy: calculate averages with NaNs removed

Question

How can I calculate matrix mean values along a matrix, but to remove nan values from calculation? (For R people, think na.rm = TRUE).

Here is my [non-]working example:

import numpy as np dat = np.array([[1, 2, 3],                 [4, 5, np.nan],                 [np.nan, 6, np.nan],                 [np.nan, np.nan, np.nan]]) print(dat) print(dat.mean(1))  # [  2.  nan  nan  nan] 

With NaNs removed, my expected output would be:

array([ 2.,  4.5,  6.,  nan]) 

Answer 1

I think what you want is a masked array:

dat = np.array([[1,2,3], [4,5,nan], [nan,6,nan], [nan,nan,nan]]) mdat = np.ma.masked_array(dat,np.isnan(dat)) mm = np.mean(mdat,axis=1) print mm.filled(np.nan) # the desired answer 

Edit: Combining all of the timing data

   from timeit import Timer      setupstr=""" import numpy as np from scipy.stats.stats import nanmean     dat = np.random.normal(size=(1000,1000)) ii = np.ix_(np.random.randint(0,99,size=50),np.random.randint(0,99,size=50)) dat[ii] = np.nan """        method1=""" mdat = np.ma.masked_array(dat,np.isnan(dat)) mm = np.mean(mdat,axis=1) mm.filled(np.nan)     """      N = 2     t1 = Timer(method1, setupstr).timeit(N)     t2 = Timer("[np.mean([l for l in d if not np.isnan(l)]) for d in dat]", setupstr).timeit(N)     t3 = Timer("np.array([r[np.isfinite(r)].mean() for r in dat])", setupstr).timeit(N)     t4 = Timer("np.ma.masked_invalid(dat).mean(axis=1)", setupstr).timeit(N)     t5 = Timer("nanmean(dat,axis=1)", setupstr).timeit(N)      print 'Time: %f\tRatio: %f' % (t1,t1/t1 )     print 'Time: %f\tRatio: %f' % (t2,t2/t1 )     print 'Time: %f\tRatio: %f' % (t3,t3/t1 )     print 'Time: %f\tRatio: %f' % (t4,t4/t1 )     print 'Time: %f\tRatio: %f' % (t5,t5/t1 ) 

Returns:

Time: 0.045454  Ratio: 1.000000 Time: 8.179479  Ratio: 179.950595 Time: 0.060988  Ratio: 1.341755 Time: 0.070955  Ratio: 1.561029 Time: 0.065152  Ratio: 1.433364 

Answer 2

If performance matters, you should use bottleneck.nanmean() instead:

http://pypi.python.org/pypi/Bottleneck