这是熊猫中的错误吗？ ewm().std() 上的 FloatingPointError答案

【问题标题】：Is this a bug in Pandas? FloatingPointError on ewm().std()这是熊猫中的错误吗？ ewm().std() 上的 FloatingPointError
【发布时间】：2016-06-29 09:27:23
【问题描述】：

当我执行以下操作时，我得到一个 FloatingPointError。

import traceback
import warnings
import sys
import pandas as pd
import numpy as np
np.seterr(all='raise')
def warn_with_traceback(message, category, filename, lineno, file=None, line=None):
    traceback.print_stack()
    log = file if hasattr(file,'write') else sys.stderr
    log.write(warnings.formatwarning(message, category, filename, lineno, line))

warnings.showwarning = warn_with_traceback

pd.Series(np.random.randn(50)).pct_change().ewm(span=35, min_periods=35).std()

我收到以下错误：

FloatingPointErrorTraceback (most recent call last)
<ipython-input-2-3db1ff4816cf> in <module>()
----> 1 pd.Series(np.random.randn(50)).pct_change().ewm(span=35, min_periods=35).std()

/projects/anaconda3/lib/python3.5/site-packages/pandas/core/window.py in std(self, bias, **kwargs)
   1285     def std(self, bias=False, **kwargs):
   1286         """exponential weighted moving stddev"""
-> 1287         return _zsqrt(self.var(bias=bias, **kwargs))
   1288 
   1289     vol = std

/projects/anaconda3/lib/python3.5/site-packages/pandas/core/window.py in _zsqrt(x)
   1487 def _zsqrt(x):
   1488     result = np.sqrt(x)
-> 1489     mask = x < 0
   1490 
   1491     from pandas import DataFrame

/projects/anaconda3/lib/python3.5/site-packages/pandas/core/ops.py in wrapper(self, other, axis)
    761                 other = np.asarray(other)
    762 
--> 763             res = na_op(values, other)
    764             if isscalar(res):
    765                 raise TypeError('Could not compare %s type with Series' %

/projects/anaconda3/lib/python3.5/site-packages/pandas/core/ops.py in na_op(x, y)
    714 
    715             try:
--> 716                 result = getattr(x, name)(y)
    717                 if result is NotImplemented:
    718                     raise TypeError("invalid type comparison")

FloatingPointError: invalid value encountered in less

为什么我会收到这些警告？这是熊猫中的错误吗？如何确定我的计算是正确的？

【问题讨论】：

标签： python numpy pandas

【解决方案1】：

np.seterr(all='raise') 导致了这个问题。

看看这个：pandas: FloatingPointError with np.seterr(all='raise') and missing data

没有np.seterr(all='raise') 的pd.Series(np.random.randn(50)).pct_change().ewm(span=35, min_periods=35).std() 的输出是：

0          NaN
1          NaN
2          NaN
3          NaN
4          NaN
5          NaN
6          NaN
7          NaN
8          NaN
9          NaN
10         NaN
11         NaN
12         NaN
13         NaN
14         NaN
15         NaN
16         NaN
17         NaN
18         NaN
19         NaN
20         NaN
21         NaN
22         NaN
23         NaN
24         NaN
25         NaN
26         NaN
27         NaN
28         NaN
29         NaN
30         NaN
31         NaN
32         NaN
33         NaN
34         NaN
35    9.927862
36    9.636469
37    9.360825
38    9.061078
39    8.792150
40    8.549347
41    8.284875
42    8.026411
43    7.779943
44    7.563633
45    7.331553
46    7.114672
47    6.898717
48    6.716513
49    6.514064
dtype: float64

【讨论】：