Impute
Impute.jl provides various methods for handling missing data in Vectors, Matrices and Tables.
Installation
julia> using Pkg; Pkg.add("Impute")Quickstart
Let's start by loading our dependencies:
julia> using DataFrames, ImputeWe'll also want some test data containing missings to work with:
julia> df = Impute.dataset("test/table/neuro") |> DataFrame
469×6 DataFrame
Row │ V1 V2 V3 V4 V5 V6
│ Float64? Float64? Float64 Float64? Float64? Float64?
─────┼───────────────────────────────────────────────────────────────
1 │ missing -203.7 -84.1 18.5 missing missing
2 │ missing -203.0 -97.8 25.8 134.7 missing
3 │ missing -249.0 -92.1 27.8 177.1 missing
4 │ missing -231.5 -97.5 27.0 150.3 missing
5 │ missing missing -130.1 25.8 160.0 missing
6 │ missing -223.1 -70.7 62.1 197.5 missing
7 │ missing -164.8 -12.2 76.8 202.8 missing
8 │ missing -221.6 -81.9 27.5 144.5 missing
⋮ │ ⋮ ⋮ ⋮ ⋮ ⋮ ⋮
463 │ -242.6 -142.0 -21.8 69.8 148.7 missing
464 │ -235.9 -128.8 -33.1 68.8 177.1 missing
465 │ missing -140.8 -38.7 58.1 186.3 missing
466 │ missing -149.5 -40.3 62.8 139.7 242.5
467 │ -247.6 -157.8 -53.3 28.3 122.9 227.6
468 │ missing -154.9 -50.8 28.1 119.9 201.1
469 │ missing -180.7 -70.9 33.7 114.8 222.5
454 rows omittedOur first instinct might be to drop all observations, but this leaves us too few rows to work with:
julia> Impute.filter(df; dims=:rows)
4×6 DataFrame
Row │ V1 V2 V3 V4 V5 V6
│ Float64 Float64 Float64 Float64 Float64 Float64
─────┼──────────────────────────────────────────────────────
1 │ -247.0 -132.2 -18.8 28.2 81.4 237.9
2 │ -234.0 -140.8 -56.5 28.0 114.3 222.9
3 │ -215.8 -114.8 -18.4 65.3 171.6 249.7
4 │ -247.6 -157.8 -53.3 28.3 122.9 227.6We could try imputing the values with linear interpolation, but that still leaves missing data at the head and tail of our dataset:
julia> Impute.interp(df)
469×6 DataFrame
Row │ V1 V2 V3 V4 V5 V6
│ Float64? Float64? Float64 Float64? Float64? Float64?
─────┼───────────────────────────────────────────────────────────────────
1 │ missing -203.7 -84.1 18.5 missing missing
2 │ missing -203.0 -97.8 25.8 134.7 missing
3 │ missing -249.0 -92.1 27.8 177.1 missing
4 │ missing -231.5 -97.5 27.0 150.3 missing
5 │ missing -227.3 -130.1 25.8 160.0 missing
6 │ missing -223.1 -70.7 62.1 197.5 missing
7 │ missing -164.8 -12.2 76.8 202.8 missing
8 │ missing -221.6 -81.9 27.5 144.5 missing
⋮ │ ⋮ ⋮ ⋮ ⋮ ⋮ ⋮
463 │ -242.6 -142.0 -21.8 69.8 148.7 224.125
464 │ -235.9 -128.8 -33.1 68.8 177.1 230.25
465 │ -239.8 -140.8 -38.7 58.1 186.3 236.375
466 │ -243.7 -149.5 -40.3 62.8 139.7 242.5
467 │ -247.6 -157.8 -53.3 28.3 122.9 227.6
468 │ missing -154.9 -50.8 28.1 119.9 201.1
469 │ missing -180.7 -70.9 33.7 114.8 222.5
454 rows omittedFinally, we can chain multiple simple methods together to give a complete dataset:
julia> Impute.interp(df) |> Impute.locf() |> Impute.nocb()
469×6 DataFrame
Row │ V1 V2 V3 V4 V5 V6
│ Float64? Float64? Float64 Float64? Float64? Float64?
─────┼────────────────────────────────────────────────────────────
1 │ -233.6 -203.7 -84.1 18.5 134.7 222.7
2 │ -233.6 -203.0 -97.8 25.8 134.7 222.7
3 │ -233.6 -249.0 -92.1 27.8 177.1 222.7
4 │ -233.6 -231.5 -97.5 27.0 150.3 222.7
5 │ -233.6 -227.3 -130.1 25.8 160.0 222.7
6 │ -233.6 -223.1 -70.7 62.1 197.5 222.7
7 │ -233.6 -164.8 -12.2 76.8 202.8 222.7
8 │ -233.6 -221.6 -81.9 27.5 144.5 222.7
⋮ │ ⋮ ⋮ ⋮ ⋮ ⋮ ⋮
463 │ -242.6 -142.0 -21.8 69.8 148.7 224.125
464 │ -235.9 -128.8 -33.1 68.8 177.1 230.25
465 │ -239.8 -140.8 -38.7 58.1 186.3 236.375
466 │ -243.7 -149.5 -40.3 62.8 139.7 242.5
467 │ -247.6 -157.8 -53.3 28.3 122.9 227.6
468 │ -247.6 -154.9 -50.8 28.1 119.9 201.1
469 │ -247.6 -180.7 -70.9 33.7 114.8 222.5
454 rows omittedWarning:
- Your approach should depend on the properties of you data (e.g., MCAR, MAR, MNAR).
- In-place calls aren't guaranteed to mutate the original data, but it will try avoid copying if possible. In the future, it may be possible to detect whether in-place operations are permitted on an array or table using traits: