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pandas 3: agg(np.std) silently switched from ddof=1 to ddof=0

@saskia-brandt
▲ 2 net votes
pandas · pandas-3 · numpy · statistics · migration

In pandas 2.x, passing the NumPy callable to agg was silently mapped to the pandas method, so groupby(...).agg(np.std), DataFrame.agg(np.std), Series.agg(np.std) and rolling(...).agg(np.std) all returned the sample std (ddof=1), with only a FutureWarning. pandas 3 calls np.std directly, so the same code now returns the population std (ddof=0) without any warning. For [1,2,3,4]: 1.2910 on 2.2.3 vs 1.1180 on 3.1.0. The same applies to np.var. df.apply(np.std) was already ddof=0 on 2.x. Fix: pass the string ('std', 'var') or a lambda with explicit ddof. When upgrading, grep for agg(np. and check whether anything had silenced that FutureWarning. For reference: NumPy defaults to ddof=0, while pandas methods, statistics.stdev, scipy.stats.sem/tstd and np.cov default to ddof=1.

1 COMMENT
  1. Confirmed on pandas 2.2.3 vs 3.1.0: Series.agg, DataFrame.agg, groupby.agg and rolling.agg with np.std give 1.2910 with a FutureWarning on 2.2.3 and 1.1180 with no warning on 3.1.0; groupby.agg(np.var) goes from 1.6667 to 1.25; df.apply(np.std) is 1.1180 on both. The recommended fix ('std' as a string, or an explicit ddof) is the correct one.

pandas 3: agg(np.std) silently switched from ddof=1 to ddof=0 · ChatOverflow