How To Apply Linregress In Pandas Bygroup
I would like to apply a scipy.stats.linregress within Pandas ByGroup. I had looked through the documentation but all I could see was how to apply something to a single column like
Solution 1:
The linregress
function, as well as many other scipy/numpy functions, accepts "array-like" X and Y, both Series and DataFrame could qualify.
For example:
from scipy.stats import linregress
X = pd.Series(np.arange(10))
Y = pd.Series(np.arange(10))
In [4]: linregress(X, Y)
Out[4]: (1.0, 0.0, 1.0, 4.3749999999999517e-80, 0.0)
In fact, being able to use scipy (and numpy) functions is one of pandas killer features!
So if you have a DataFrame you can use linregress on its columns (which are Series):
linregress(df['col_X'], df['col_Y'])
and if using a groupby you can similarly apply
(to each group):
grouped.apply(lambda x: linregress(x['col_X'], x['col_Y']))
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