Question

根据文件记录，大熊猫的指数加权移动平均值采用“聚合”方法：

exp_window.aggregate?
Signature: exp_window.aggregate(arg, *args, **kwargs)
Docstring:
Aggregate using input function or dict of {column ->
function}

Parameters
----------
arg : function or dict
    Function to use for aggregating groups. If a function, must either
    work when passed a DataFrame or when passed to DataFrame.apply. If
    passed a dict, the keys must be DataFrame column names.

    Accepted Combinations are:
      - string cythonized function name
      - function
      - list of functions
      - dict of columns -> functions
      - nested dict of names -> dicts of functions

但它似乎不起作用。这是我的例子：

import numpy as np
import pandas as pd

def my_mean(frame):
  '''
  Calculate the mean excluding min and max observations
  '''
  return frame.mean()**2

df = pd.DataFrame(np.random.rand(100), columns = ['A'])
exp_window = df.ewm(halflife = 21)
exp_window.agg(my_mean)

我收到以下错误：

Traceback (most recent call last):

  File "<ipython-input-116-22166e93e6ea>", line 14, in <module>
    exp_window.agg(my_mean)

  File "C:\Users\flabriol\AppData\Local\Continuum\Anaconda2\lib\site-packages\pandas\core\window.py", line 1228, in aggregate
    return super(EWM, self).aggregate(arg, *args, **kwargs)

  File "C:\Users\flabriol\AppData\Local\Continuum\Anaconda2\lib\site-packages\pandas\core\window.py", line 240, in aggregate
    return self.apply(arg, args=args, kwargs=kwargs)

  File "C:\Users\flabriol\AppData\Local\Continuum\Anaconda2\lib\site-packages\pandas\core\window.py", line 124, in __getattr__
    (type(self).__name__, attr))

AttributeError: 'EWM' object has no attribute 'apply'

我知道EWM已经支持.mean（）和.std（）方法，但在这里我想应用自定义函数。

大熊猫0.18 EWM“agg”方法的漏洞？

0 个答案: