math/fast_cov.py: add conversion from masked array to regular array a…

…t end of calculation b/c it is what most users are expecting - e.g. numpy.isnan and pandas.isnull doesn't detect a masked element in a masked array

cmapPy/math/fast_cov.py

@@ -128,13 +128,17 @@ def nan_fast_cov(x, y=None, destination=None):
     else:
         y_masked = numpy.ma.array(y, mask=numpy.isnan(y))
 
+    dest_was_None = False
     if destination is None:
         destination = numpy.ma.zeros((x_masked.shape[1], y_masked.shape[1]))
+        dest_was_None = True
 
     r = _fast_cov(numpy.nanmean, _nan_dot_divide, x_masked, y_masked, destination)
 
     r[numpy.isinf(r)] = numpy.nan
 
+    r = numpy.ma.filled(r, fill_value=numpy.nan) if dest_was_None else r
+
     return r
 
 

cmapPy/math/tests/test_fast_cov.py

@@ -358,6 +358,18 @@ def test_nan_fast_cov_x_and_y_different_shapes(self):
         self.assertTrue(numpy.isnan(r[1,0]), """expect this entry to be nan b/c for the intersection of x[:,1] and y[:,0] 
             there is only one entry in common, therefore covariance is undefined""")
 
+    def test_nan_fast_cov_all_nan(self):
+        x = numpy.zeros(3)
+        x[:] = numpy.nan
+        x = x[:, numpy.newaxis]
+        logger.debug("x:\n{}".format(x))
+
+        r = fast_cov.nan_fast_cov(x)
+        logger.debug("r:\n{}".format(r))
+
+        self.assertEqual(1, numpy.sum(numpy.isnan(r)))
+
+
 if __name__ == "__main__":
     setup_logger.setup(verbose=True)