Dealing with Missing Values in Deedle Time Series in F # (1)
Here's a small example where I want to deal with missing values for UDFs in a series.
suppose i got a row
series4;;
val it : Series<int,int opt> =
1 -> 1
2 -> 2
3 -> 3
4 -> <missing>
for example like this:
let series1 = Series.ofObservations [(1,1);(2,2);(3,3)]
let series2 = Series.ofObservations [(1,2);(2,2);(3,1);(4,4)]
let series3 = series1.Zip(series2,JoinKind.Outer);;
let series4 = series3 |> Series.mapValues fst
Then if I do,
Series.mapAll (fun v -> match v with
| Some a -> (a>1)
| _-> false) series4
which fails with
System.Exception: The operation could not be performed due to an earlier error The type "int option" does not match the type "int opt". See also input.fsx (4.42) - (4.49). at 4.42
while I would like the result to be
val it : Series<int,bool opt> =
1 -> false
2 -> true
3 -> true
4 -> false
even better would be to get a result similar to
val it : Series<int,int opt> =
1 -> false
2 -> true
3 -> true
4 -> <missing>
What would be the correct syntax there? ideally if there is a value <missing>
I would like a value <missing>
for the same key in a new series
Basically I need to do pattern matching by type int opt
Bonus question: is there a vectorized operator in Deedle for some common operators like ">"? (series1> series2) when both series have the same key types, return a new series of boolean (option?) types
thank
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You can do it like this:
let series5 =
series4
|> Series.mapValues(OptionalValue.map(fun x -> x > 1))
You can read about the module OptionalValue
in the documentation
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