issues: 557627188

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id node_id number title user state locked assignee milestone comments created_at updated_at closed_at author_association active_lock_reason draft pull_request body reactions performed_via_github_app state_reason repo type
557627188 MDExOlB1bGxSZXF1ZXN0MzY5MTg0Mjk0 3733 Implementation of polyfit and polyval 20629530 closed 0     9 2020-01-30T16:58:51Z 2020-03-26T00:22:17Z 2020-03-25T17:17:45Z CONTRIBUTOR   0 pydata/xarray/pulls/3733
  • [x] Closes #3349
  • [x] Tests added
  • [x] Passes isort -rc . && black . && mypy . && flake8
  • [x] Fully documented, including whats-new.rst for all changes and api.rst for new API

Following discussions in #3349, I suggest here an implementation of polyfit and polyval for xarray. However, this is still work in progress, a lot of testing is missing, all docstrings are missing. But, mainly, I have questions on how to properly conduct this.

My implementation mostly duplicates the code of np.polyfit, but making use of dask.array.linalg.lstsq and dask.array.apply_along_axis for dask arrays. The same method as in xscale.signal.fitting.polyfit, but I add NaN-awareness in a 1-D manner. The version with numpy is also slightly different of np.polyfit because of the NaN skipping, but I wanted the function to replicate its behaviour. It returns a variable number of DataArrays, depending on the keyword arguments (coefficients, [ residuals, matrix rank, singular values ] / [covariance matrix]). Thus giving a medium-length function that has a lot of duplicated code from numpy.polyfit. I thought of simply using a xr.apply_ufunc, but that makes chunking along the fitted dimension forbidden and difficult to return the ancillary results (residuals, rank, covariance matrix...).

Questions: 1 ) Are the functions where they should go? 2 ) Should xarray's implementation really replicate the behaviour of numpy's? A lot of extra code could be removed if we'd say we only want to compute and return the residuals and the coefficients. All the other variables are a few lines of code away for the user that really wants them, and they don't need the power of xarray and dask anyway.

 
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