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- ==================================
- A Guide to Masked Arrays in NumPy
- ==================================
- .. Contents::
- See http://www.scipy.org/scipy/numpy/wiki/MaskedArray (dead link)
- 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>`__
- (dead link).
- 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 easy (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)
- 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])
- >>> old_ma.getmask(y) == new_ma.getmask(y)
- array([True, True, False, True, True])
- >>> old_ma.getmask(y)
- False
- Using maskedarray with matplotlib
- ---------------------------------
- Starting with matplotlib 0.91.2, the masked array importing will work with
- 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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