我试图使用scipy.newton法在大熊猫数据帧进行优化。牛顿法在大熊猫
首先,我的数据帧创建如下。 二,创建函数Px。 第三,创建另一个函数YieldCalc,其中我使用scipy.newton来优化以找到Rate的值,使得Px = 0。然后我试图将该值添加到新列'Yield',但得到以下错误。任何帮助将非常感激。提前致谢。
from pandas import *
import pandas as pd
from scipy import *
import scipy
import timeit
#In:
#Creating Dataframe
df = DataFrame(list([100,2,34.1556,9,100]))
df = DataFrame.transpose(df)
df = df.rename(columns={0:'Face',1:'Freq',2:'N',3:'C',4:'Mkt_Price'})
df2= df
df = concat([df, df2])
df
#Out:
Face Freq N C Mkt_Price
100 2 34.1556 9 100
100 2 34.1556 9 100
#In:
Face = df['Face']
Freq = df['Freq']
N = df['N']
C = df['C']
Mkt_Price = df['Mkt_Price']
def Px(Rate):
return Mkt_Price - (Face * (1 + Rate/Freq) ** (- N) + (C/Rate) * (1 - (1 + (Rate/Freq)) ** -N))
def YieldCalc():
return scipy.optimize.newton(Px, .1, tol=.0001, maxiter=100)
df['Yield'] = YieldCalc()
错误/输出:
---------------------------------------------------------------------------
ValueError Traceback (most recent call last)
<ipython-input-89-f4961d3f817b> in <module>()
12 def YieldCalc(Rate):
13 return scipy.optimize.newton(Px, .1, tol=.0001, maxiter=100)
---> 14 df['Yield'] = YieldCalc(.05)
<ipython-input-89-f4961d3f817b> in YieldCalc(Rate)
11
12 def YieldCalc(Rate):
---> 13 return scipy.optimize.newton(Px, .1, tol=.0001, maxiter=100)
14 df['Yield'] = YieldCalc(.05)
C:\Users\rebortz\Anaconda\lib\site-packages\scipy\optimize\zeros.pyc in newton(func, x0, fprime, args, tol, maxiter, fprime2)
145 q1 = func(*((p1,) + args))
146 for iter in range(maxiter):
--> 147 if q1 == q0:
148 if p1 != p0:
149 msg = "Tolerance of %s reached" % (p1 - p0)
C:\Users\rebortz\Anaconda\lib\site-packages\pandas\core\generic.pyc in __nonzero__(self)
674 raise ValueError("The truth value of a {0} is ambiguous. "
675 "Use a.empty, a.bool(), a.item(), a.any() or a.all()."
--> 676 .format(self.__class__.__name__))
677
678 __bool__ = __nonzero__
ValueError: The truth value of a Series is ambiguous. Use a.empty, a.bool(), a.item(), a.any() or a.all().
是否加入'.values'到您的列(如'Mkt_price.values')修复错误? Iirc,熊猫数据框的标准布尔操作与numpy矩阵不同。 – FooBar
刚刚尝试过。不工作。 –
此外,如果您插入'df ['Yield'] = Px(.05)',它会为该Rate创建具有Px()的新列。所以我认为这与YieldCalc公式有关。 –