I created a series of 5 scipy cubic spline (interpolator type) objects as follows:
from scipy.interpolate import CubicSpline
def spline3(df, col1, col2):
x, y = df[col1].values, df[col2].values
cs = CubicSpline(x, y, bc_type='natural')
return cs
# indexed series of spline obj
splines = avg_df.groupby('group').apply(spline3, 'tenor', 'mid')
resulting in:
splines
Out[129]:
group
A <scipy.interpolate._cubic.CubicSpline object a...
B <scipy.interpolate._cubic.CubicSpline object a...
C <scipy.interpolate._cubic.CubicSpline object a...
D <scipy.interpolate._cubic.CubicSpline object a...
E <scipy.interpolate._cubic.CubicSpline object a...
dtype: object
I.e., they will produce different interpolation for the same input x as could be seen below. How to apply it to say this minimal data set as a new column:
toy = pd.DataFrame({
'group': ['A', 'A', 'E'],
'months': [11.04, 11.89, 7.51]
})
toy
Out[132]:
group months
0 A 11.04
1 A 11.89
2 E 7.51
something like toy['interpolated'] = splines[toy['MMD'](toy['months'] as below works:
splines['A'](7)
Out[135]: array(0.90897722)
splines['E'](7)
Out[136]: array(1.74683114)
was thinking of apply\ pipe or np.select but it just escapes me this late on Friday.