Data Science

Machine learning & data science for beginners and experts alike.
1 - Dark Matter


About Matthew: Matthew is a Data Scientist at C2FO in Kansas City. He previously studied Physics for his BS at the University of Notre Dame followed by the University of Kansas for his MS. When he is not programming, Matthew enjoys playing board games, especially Race for the Galaxy.




During my time as a Data Scientist, I have been primarily a Python user. However, I wanted access to some of the power offered by R, specifically the auto.arima function in the R forecast package. This post will go over how to get you started on incorporating R functionality into your python workflow.


Want to follow along?

Download Rodeo and head to the tutorials section to find the code!plot_1.gif

Download Rodeo and follow along!


Python and R: What do they each offer?


The two most popular options for data analysis and modeling are R and Python. Each has their own unique strengths and weaknesses, many which drive a user or a team to choose one over the other. Here are a few key strengths of both that I find particularly valuable:




  • Python is a 'real' programming language, allowing for more flexibility in your ability to solve specific problems
  • It offers many other libraries in addition to those needed for a Data Scientist's models
  • Python is making strides in the data analysis space with pandas, statsmodels, and scikitlearn




  • R libraries have been battle tested far longer than Python, giving a Data Scientist a verified set of tools at their disposal.
  • There are also many implementations of various functions, allowing you to find the library that is right for you.
  • Due to the long history of R packages, there is a strong community around data analysis.


How Does RPy2 come into play?


RPy2 creates a framework that can translate Python objects into R objects, pass them into R functions, and convert R output back into Python objects. There are many ways that a user can integrate this into their workflow. You may decide to call R library functions as you would native Python functions, or you may decide to write a single R script to run your data on. Below I'll go over the few basics of how to get used to the flow of RPy2, using some sample data from R. We will load in some data, model it in R, and plot the results back in Python.


Note: While I will be working with time series data, I will not be passing them back and forth between Python and R. This can get really tricky and can cause many headaches, so I find it easier to handle all the time series indexing on the Python side.


Importing R objects and libraries to Python


We can import both R functions and libraries as Python objects. We can load a default R function like ts() through the robjects.r() function, and assign it to a Python variable. Similarly, we can use importr to load an R library into a namespace.


import rpy2.robjects as robjects
from rpy2.robjects.packages import importr

Now that we have these objects in loaded, we can call them similar to standard Python practices. Let's load up some data to model, and create a forecast off of it. You can download the dataset here.


import pandas as pd

from rpy2.robjects import pandas2ri



Note: Take care of the import of pandas2ri and the activate() function. These a key to transforming certain datatypes from Python to R.


We've taken our data, transformed it into an robject, and called R functions on our objects. However, we are left with one really messy issue, and that is the output of our function. Our R forecast object isn't nicely translated into a neat Python object for you to parse. You can find all the information from your forecast that you need as shown below:




import matplotlib.pyplot as plt
import seaborn as sns

fig=plt.figure(figsize=(16, 7));




We can also draw our newly-created plot and save it as a png file on our machine:




Blocking R code into a Function


Instead of bringing everything into Python, we can instead manipulate our objects purely in R, and return only the desired output back to Python. Similar to how we used the robjects.r() to create a python object mapping to the ts function, we can define our own function and assign it to a Python object. We still have to create an R data object to pass into the function, but the rest is done on the R side.




We now have our resulting forecast in an R Dataframe! You (hopefully) have seen the pandas2ri import above, as this adds a nice easy finish to our data transformation. With its ri2py() function, we can convert our R Dataframe to a Pandas DataFrame object.



  forecast lower_95_pi upper_95_pi
1970-04-01 00:00:00.000001 1201.895643 1132.969980 1270.821305
1970-07-01 00:00:00.000001 651.095643 581.999757 720.191529
1970-10-01 00:00:00.000001 385.395643 316.129953 454.661333
1971-01-01 00:00:00.000001 820.795643 751.360563 890.230723
1971-04-01 00:00:00.000001 1239.891286 1138.581601 1341.200971
1971-07-01 00:00:00.000001 689.091286 587.318843 790.863728
1971-10-01 00:00:00.000001 423.391286 321.158180 525.624391
1972-01-01 00:00:00.000001 858.791286 756.099584 961.482988
1972-04-01 00:00:00.000001 1277.886929 1148.555295 1407.218562
1972-07-01 00:00:00.000001 727.086929 596.940390 857.233467
1972-10-01 00:00:00.000001 461.386929 330.430556 592.343302
1973-01-01 00:00:00.000001 896.786929 765.025699 1028.548158
1973-04-01 00:00:00.000001 1315.882572 1159.908983 1471.856160
1973-07-01 00:00:00.000001 765.082572 607.908555 922.256588
1973-10-01 00:00:00.000001 499.382572 341.017226 657.747917
1974-01-01 00:00:00.000001 934.782572 775.234792 1094.330351


Great! Our output is organized nicely into a nice, neat DataFrame, ready to be consumed by all our other Python tools. Now let's plot it to ensure we get the same results...


fig=plt.figure(figsize=(16, 7));


Looks familiar!


And there we go! That's it!


RPy2 is a fantastic tool that brings the leverage of R functions into a Python workflow. Unfortunately, it is not optimized to return all R objects into a nicely wrapped Python object, though you can write some tools to do so. However, using the method of a self defined R function, you can easily pass in some data you want to analyze, run it through the R functions, and return what you need to Python where its ready to be consumed for future use.