TheNeuralBit commented on a change in pull request #15809:
URL: https://github.com/apache/beam/pull/15809#discussion_r741341214
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File path: sdks/python/apache_beam/dataframe/frames.py
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@@ -1430,6 +1430,72 @@ def corr(self, other, method, min_periods):
[self._expr, other._expr],
requires_partition_by=partitionings.Singleton(reason=reason)))
+ @frame_base.with_docs_from(pd.Series)
+ @frame_base.args_to_kwargs(pd.Series)
+ @frame_base.populate_defaults(pd.Series)
+ def skew(self, axis, skipna, level, numeric_only, **kwargs):
+ if level is not None:
+ raise NotImplementedError("per-level aggregation")
+ if skipna is None or skipna:
+ self = self.dropna() # pylint: disable=self-cls-assignment
+ # See the online, numerically stable formulae at
+ #
https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Higher-order_statistics
+ def compute_moments(x):
+ n = len(x)
+ if n == 0:
+ m, s, third_moment = 0, 0, 0
+ elif n < 3:
+ m = x.std(ddof=0)**2 * n
+ s = x.sum()
+ third_moment = (((x - x.mean())**3).sum())
+ else:
+ m = x.std(ddof=0)**2 * n
+ s = x.sum()
+ third_moment = (((x - x.mean())**3).sum())
+ return pd.DataFrame(
+ dict(m=[m], s=[s], n=[n], third_moment=[third_moment]))
+
+ def combine_moments(data):
+ m = s = n = third_moment = 0.0
+ for datum in data.itertuples():
+ if datum.n == 0:
+ continue
+ elif n == 0:
+ m, s, n, third_moment = datum.m, datum.s, datum.n, datum.third_moment
+ else:
+ mean_b = s / n
+ mean_a = datum.s / datum.n
+ delta = mean_b - mean_a
+ n_a = datum.n
+ n_b = n
+ combined_n = n + datum.n
+ third_moment += datum.third_moment + (
+ (delta**3 * ((n_a * n_b) * (n_a - n_b)) / ((combined_n)**2)) +
+ ((3 * delta) * ((n_a * m) - (n_b * datum.m)) / (combined_n)))
+ m += datum.m + delta**2 * n * datum.n / (n + datum.n)
+ s += datum.s
+ n += datum.n
+
+ if n < 3:
+ return float('nan')
+ elif m == 0:
+ return float(0)
Review comment:
:+1: sounds good.
Is that a quote from Robert? If that statement's true then this line should
be changed to return NaN. I don't think that's consistent with the pandas
implementation though.
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