Julia DataFrames equivalent of pandas pct_change() - dataframe

Question

Currently, I have written the below function for percent change calculation:
function pct_change(input::AbstractVector{<:Number})::AbstractVector{Number}
result = [NaN]
for i in 2:length(input)
push!(result, (input[i] - input[i-1])/abs(input[i-1]))
end
return result
end
This works as expected. But wanted to know whether there is a built-in function for Julia DataFrames similar to pandas pct_change which I can use directly? Or any other better way or improvements that I can make to my function above?

Answer 1

This is a very specific function and is not provided in DataFrames.jl, but rather TimeSeries.jl. Here is an example:
julia> using TimeSeries, Dates
julia> ta = TimeArray(Date(2018, 1, 1):Day(1):Date(2018, 12, 31), 1:365);
julia> percentchange(ta);
(there are some more options to what should be calculated)
The drawback is that it accepts only TimeArray objects and that it drops periods for which percent change cannot be calculated (as they are retained in Python).
If you want your custom definition consider denoting the first value as missing rather than NaN, as missing. Also your function will not produce the most accurate representation of the numbers (e.g. if you wanted to use BigFloat or exact calculations using Rational type they will be converted to Float64). Here are example alternative function implementations that avoid these problems:
function pct_change(input::AbstractVector{<:Number})
res = #view(input[2:end]) ./ #view(input[1:end-1]) .- 1
[missing; res]
end
or
function pct_change(input::AbstractVector{<:Number})
[i == 1 ? missing : (input[i]-input[i-1])/input[i-1] for i in eachindex(input)]
end
And now you have in both cases:
julia> pct_change(1:10)
10-element Array{Union{Missing, Float64},1}:
missing
1.0
0.5
0.33333333333333326
0.25
0.19999999999999996
0.16666666666666674
0.1428571428571428
0.125
0.11111111111111116
julia> pct_change(big(1):10)
10-element Array{Union{Missing, BigFloat},1}:
missing
1.0
0.50
0.3333333333333333333333333333333333333333333333333333333333333333333333333333391
0.25
0.2000000000000000000000000000000000000000000000000000000000000000000000000000069
0.1666666666666666666666666666666666666666666666666666666666666666666666666666609
0.1428571428571428571428571428571428571428571428571428571428571428571428571428547
0.125
0.111111111111111111111111111111111111111111111111111111111111111111111111111113
julia> pct_change(1//1:10)
10-element Array{Union{Missing, Rational{Int64}},1}:
missing
1//1
1//2
1//3
1//4
1//5
1//6
1//7
1//8
1//9
with proper values returned.