[PYTHON MATRIX-SIG] handling missing data values in NumPy

[Jim Hugunin]

> I often deal with time sequences of 2D arrays that have
> some values missing at random times. I want to obtain
> an average of these sequences along the time axis
> taking into account the missing values.

I can tell you how I solve the problem in my own code.  No guarantees that this is
appropriate for you though...

>>> from Numeric import *
>>> data  = array([1,2,666,4,5])
>>> valid = array([1,1,  0,1,1])
>>> print sum(data*valid)/sum(valid)
3

If you do a lot of this sort of thing, you could encapsulate this way of
representing arrays with missing values into a new python object, but that's
possibly overkill.

-Jim

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