ENH: Allow keep='all' for nlargest/nsmallest

Closes gh-16818.
Closes gh-18656.

Author: gfyoung

asv_bench/benchmarks/frame_methods.py

@@ -501,7 +501,7 @@ def time_info(self):
 class NSort(object):
 
     goal_time = 0.2
-    params = ['first', 'last']
+    params = ['first', 'last', 'all']
     param_names = ['keep']
 
     def setup(self, keep):

asv_bench/benchmarks/series_methods.py

@@ -41,7 +41,7 @@ def time_isin(self, dtypes):
 class NSort(object):
 
     goal_time = 0.2
-    params = ['last', 'first']
+    params = ['first', 'last', 'all']
     param_names = ['keep']
 
     def setup(self, keep):

doc/source/whatsnew/v0.24.0.txt

@@ -24,6 +24,7 @@ Other Enhancements
   <https://pandas-gbq.readthedocs.io/en/latest/changelog.html#changelog-0-5-0>`__.
   (:issue:`21627`)
 - New method :meth:`HDFStore.walk` will recursively walk the group hierarchy of an HDF5 file (:issue:`10932`)
+- :meth:`Series.nlargest`, :meth:`Series.nsmallest`, :meth:`DataFrame.nlargest`, and :meth:`DataFrame.nsmallest` now accept the value ``"all"`` for the ``keep` argument. This keeps all ties for the nth largest/smallest value (:issue:`16818`)
 -
 
 .. _whatsnew_0240.api_breaking:

pandas/core/algorithms.py

@@ -1076,8 +1076,8 @@ def __init__(self, obj, n, keep):
         self.n = n
         self.keep = keep
 
-        if self.keep not in ('first', 'last'):
-            raise ValueError('keep must be either "first", "last"')
+        if self.keep not in ('first', 'last', 'all'):
+            raise ValueError('keep must be either "first", "last" or "all"')
 
     def nlargest(self):
         return self.compute('nlargest')
@@ -1148,7 +1148,11 @@ def compute(self, method):
 
         kth_val = algos.kth_smallest(arr.copy(), n - 1)
         ns, = np.nonzero(arr <= kth_val)
-        inds = ns[arr[ns].argsort(kind='mergesort')][:n]
+        inds = ns[arr[ns].argsort(kind='mergesort')]
+
+        if self.keep != 'all':
+            inds = inds[:n]
+
         if self.keep == 'last':
             # reverse indices
             inds = narr - 1 - inds

pandas/core/frame.py

@@ -4559,11 +4559,15 @@ def nlargest(self, n, columns, keep='first'):
             Number of rows to return.
         columns : label or list of labels
             Column label(s) to order by.
-        keep : {'first', 'last'}, default 'first'
+        keep : {'first', 'last', 'all'}, default 'first'
             Where there are duplicate values:
 
             - `first` : prioritize the first occurrence(s)
             - `last` : prioritize the last occurrence(s)
+            - ``all`` : do not drop any duplicates, even it means
+                        selecting more than `n` items.
+
+            .. versionadded:: 0.24.0
 
         Returns
         -------
@@ -4586,47 +4590,58 @@ def nlargest(self, n, columns, keep='first'):
 
         Examples
         --------
-        >>> df = pd.DataFrame({'a': [1, 10, 8, 10, -1],
-        ...                    'b': list('abdce'),
-        ...                    'c': [1.0, 2.0, np.nan, 3.0, 4.0]})
+        >>> df = pd.DataFrame({'a': [1, 10, 8, 11, 8, 2],
+        ...                    'b': list('abdcef'),
+        ...                    'c': [1.0, 2.0, np.nan, 3.0, 4.0, 9.0]})
         >>> df
             a  b    c
         0   1  a  1.0
         1  10  b  2.0
         2   8  d  NaN
-        3  10  c  3.0
-        4  -1  e  4.0
+        3  11  c  3.0
+        4   8  e  4.0
+        5   2  f  9.0
 
         In the following example, we will use ``nlargest`` to select the three
         rows having the largest values in column "a".
 
         >>> df.nlargest(3, 'a')
             a  b    c
+        3  11  c  3.0
         1  10  b  2.0
-        3  10  c  3.0
         2   8  d  NaN
 
         When using ``keep='last'``, ties are resolved in reverse order:
 
         >>> df.nlargest(3, 'a', keep='last')
             a  b    c
-        3  10  c  3.0
+        3  11  c  3.0
+        1  10  b  2.0
+        4   8  e  4.0
+
+        When using ``keep='all'``, all duplicate items are maintained:
+
+        >>> df.nlargest(3, 'a', keep='all')
+            a  b    c
+        3  11  c  3.0
         1  10  b  2.0
         2   8  d  NaN
+        4   8  e  4.0
 
         To order by the largest values in column "a" and then "c", we can
         specify multiple columns like in the next example.
 
         >>> df.nlargest(3, ['a', 'c'])
             a  b    c
-        3  10  c  3.0
+        4   8  e  4.0
+        3  11  c  3.0
         1  10  b  2.0
-        2   8  d  NaN
 
         Attempting to use ``nlargest`` on non-numeric dtypes will raise a
         ``TypeError``:
 
         >>> df.nlargest(3, 'b')
+
         Traceback (most recent call last):
         TypeError: Column 'b' has dtype object, cannot use method 'nlargest'
         """
@@ -4645,25 +4660,75 @@ def nsmallest(self, n, columns, keep='first'):
             Number of items to retrieve
         columns : list or str
             Column name or names to order by
-        keep : {'first', 'last'}, default 'first'
+        keep : {'first', 'last', 'all'}, default 'first'
             Where there are duplicate values:
             - ``first`` : take the first occurrence.
             - ``last`` : take the last occurrence.
+            - ``all`` : do not drop any duplicates, even it means
+                        selecting more than `n` items.
+
+            .. versionadded:: 0.24.0
 
         Returns
         -------
         DataFrame
 
         Examples
         --------
-        >>> df = pd.DataFrame({'a': [1, 10, 8, 11, -1],
-        ...                    'b': list('abdce'),
-        ...                    'c': [1.0, 2.0, np.nan, 3.0, 4.0]})
+        >>> df = pd.DataFrame({'a': [1, 10, 8, 11, 8, 2],
+        ...                    'b': list('abdcef'),
+        ...                    'c': [1.0, 2.0, np.nan, 3.0, 4.0, 9.0]})
+        >>> df
+            a  b    c
+        0   1  a  1.0
+        1  10  b  2.0
+        2   8  d  NaN
+        3  11  c  3.0
+        4   8  e  4.0
+        5   2  f  9.0
+
+        In the following example, we will use ``nsmallest`` to select the
+        three rows having the smallest values in column "a".
+
         >>> df.nsmallest(3, 'a')
-           a  b   c
-        4 -1  e   4
-        0  1  a   1
-        2  8  d NaN
+           a  b    c
+        0  1  a  1.0
+        5  2  f  9.0
+        2  8  d  NaN
+
+        When using ``keep='last'``, ties are resolved in reverse order:
+
+        >>> df.nsmallest(3, 'a', keep='last')
+           a  b    c
+        0  1  a  1.0
+        5  2  f  9.0
+        4  8  e  4.0
+
+        When using ``keep='all'``, all duplicate items are maintained:
+
+        >>> df.nsmallest(3, 'a', keep='all')
+           a  b    c
+        0  1  a  1.0
+        5  2  f  9.0
+        2  8  d  NaN
+        4  8  e  4.0
+
+        To order by the largest values in column "a" and then "c", we can
+        specify multiple columns like in the next example.
+
+        >>> df.nsmallest(3, ['a', 'c'])
+           a  b    c
+        0  1  a  1.0
+        5  2  f  9.0
+        4  8  e  4.0
+
+        Attempting to use ``nsmallest`` on non-numeric dtypes will raise a
+        ``TypeError``:
+
+        >>> df.nsmallest(3, 'b')
+
+        Traceback (most recent call last):
+        TypeError: Column 'b' has dtype object, cannot use method 'nsmallest'
         """
         return algorithms.SelectNFrame(self,
                                        n=n,

pandas/tests/frame/test_analytics.py

@@ -2461,6 +2461,22 @@ def test_n_duplicate_index(self, df_duplicates, n, order):
         expected = df.sort_values(order, ascending=False).head(n)
         tm.assert_frame_equal(result, expected)
 
+    def test_duplicate_keep_all_ties(self):
+        # see gh-16818
+        df = pd.DataFrame({'a': [5, 4, 4, 2, 3, 3, 3, 3],
+                           'b': [10, 9, 8, 7, 5, 50, 10, 20]})
+        result = df.nlargest(4, 'a', keep='all')
+        expected = pd.DataFrame({'a': {0: 5, 1: 4, 2: 4, 4: 3,
+                                       5: 3, 6: 3, 7: 3},
+                                 'b': {0: 10, 1: 9, 2: 8, 4: 5,
+                                       5: 50, 6: 10, 7: 20}})
+        tm.assert_frame_equal(result, expected)
+
+        result = df.nsmallest(2, 'a', keep='all')
+        expected = pd.DataFrame({'a': {3: 2, 4: 3, 5: 3, 6: 3, 7: 3},
+                                 'b': {3: 7, 4: 5, 5: 50, 6: 10, 7: 20}})
+        tm.assert_frame_equal(result, expected)
+
     def test_series_broadcasting(self):
         # smoke test for numpy warnings
         # GH 16378, GH 16306

pandas/tests/series/test_analytics.py

@@ -2082,6 +2082,17 @@ def test_boundary_datetimelike(self, nselect_method, dtype):
         vals = [min_val + 1, min_val + 2, max_val - 1, max_val, min_val]
         assert_check_nselect_boundary(vals, dtype, nselect_method)
 
+    def test_duplicate_keep_all_ties(self):
+        # see gh-16818
+        s = Series([10, 9, 8, 7, 7, 7, 7, 6])
+        result = s.nlargest(4, keep='all')
+        expected = Series([10, 9, 8, 7, 7, 7, 7])
+        assert_series_equal(result, expected)
+
+        result = s.nsmallest(2, keep='all')
+        expected = Series([6, 7, 7, 7, 7], index=[7, 3, 4, 5, 6])
+        assert_series_equal(result, expected)
+
 
 class TestCategoricalSeriesAnalytics(object):