pydata / pydata/xarray

Support multidimensional weights in polyfit

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enhancement
Dominant language
Python
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Description

Is your feature request related to a problem?

I have a set of measurement data with errors that vary across the measurements, and I would like to fit a polynomial to them. However, the w argument of DataArray.polyfit only accepts a one-dimensional array: https://github.com/pydata/xarray/blob/7fd572d374df45b863c54e380323d898d060db5a/xarray/core/dataset.py#L9165-L9166

Here's a minimum example code snippet:

import xarray as xr

data = xr.DataArray([[1, 2, 3], [4, 5, 6]], coords=[("x", [1, 2]), ("y", [0.1, 0.2, 0.3])])

# dummy 2D weights
w = 0.1 * data

data.polyfit("y", deg=2, w=w)
Describe the solution you'd like

The w argument of DataArray.polyfit should accept a DataArray, which would be broadcast against the array that is being fit. Perhaps for Dataset, w could also be the name of a variable in the dataset that is then used as the weights.

Describe alternatives you've considered

I tried to work around this using curvefit, but that doesn't support multidimensional weights / sigma either, as they are passed through kwargs to scipy, and not broadcast on the xarray side. And even if it worked, I would need to manually define a polynomial function and to use polyval, I would have to juggle with the degree dimension.

My current workaround is to manually use apply_ufunc with vectorize=True, but there I ran into #9845.

Additional context

No response

Contributor guide

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First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start with the DataArray.polyfit implementation and the w argument handling referenced in xarray/core/dataset.py. Trace how weights are passed to the fitting operation and how broadcasting currently works, then compare the curvefit and apply_ufunc workarounds described in the issue. Done means DataArray weights can be broadcast across multidimensional fitting data, with the Dataset behavior clarified and covered by tests.

Written by the indexing model from the issue text.

Assessment

Tech stack
python
Domain
data
Issue type
Feature
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
45/100

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