I am using this to compute the z score of my dataframe:
df_z=df.apply(zscore)
Is there a reverse operation that can give me the orginal values?
There is no built-in way to go from df_z (z scores) back to df (original values). However, you can do it fairly easily as follows:
Step 1: Keep track of the mean and standard deviations of all of the original variables. Perhaps like this:
mean_std={}
for var in df.columns:
mean_std[var]=(df[var].mean(), df[var].std())
Step 2: Convert back to z scores
def reverse_zscore(pandas_series, mean, std):
'''Mean and standard deviation should be of original variable before standardization'''
yis=pandas_series*std+mean
return yis
original_mean, original_std = mean_std[var]
original_var_series = reverse_zscore(df_z[var], original_mean, original_std)
Alternatively, just store your original dataframe somewhere