Pandas groupby winsorized mean

Question

正常的groupby均值很简单：

df.groupby(['col_a','col_b']).mean()[col_i_want]

然而，如果我想应用一个窗口化的均值(默认限制为0.05和0.95)，这相当于裁剪数据集，然后执行均值，突然之间似乎没有简单的方法来做到这一点？我将不得不：

winsorized_mean = []
col_i_want = 'col_c'
for entry in df['col_a'].unique():
    for entry2 in df['col_b'].unique():
        sub_df = df[(df['col_a'] == entry) & (df['col_b'] == entry2)]
        m = sub_df[col_to_groupby].clip(lower=0.05,upper=0.95).mean()
        winsorized_mean.append([entry,entry2,m])

有没有我不知道的函数来自动做这件事？

Answer 1

您可以使用scipy.stats.trim_mean

import pandas as pd
from scipy.stats import trim_mean

# label 'a' will exhibit different means depending on trimming
label = ['a'] * 20 + ['b'] * 80 + ['c'] * 400 + ['a'] * 100

data = list(range(100)) + list(range(500, 1000))

df = pd.DataFrame({'label': label, 'data': data})

grouped = df.groupby('label')

# trim 5% off both ends
print(grouped.apply(stats.trim_mean, .05))

# trim 10% off both ends
print(grouped.apply(stats.trim_mean, .1))