limit keyword for interpolate

[changhiskhan]

need to also define whether limit is relative to most recent non-na or immediate next non-na

based on SO discussion in http://stackoverflow.com/questions/12372899/bug-in-pandas-series-dataframe-fillna-limit

[rhkarls]

I think this is a much needed feature of interpolation. I would also suggest that it works (or as an option better) slightly different from the 'limit' for fillna. Say limit=2, if there is a NaN gap of 2 it would be completely filled with interpolated values. If there is a NaN gap of 4 nothing is filled, which is different from the fillna limit where the two first entries would be filled when using forward filling. This is very applicable for time series where it is often valid to interpolate between small gaps, while larger gaps should not be filled.

[jreback]

closed via #4915

[naifrec]

I am sorry to revive an old issue, but I did not understand how PR #4915 solved this issue. The limit kwags still works like fillna, which does not make so much sense when applied to time series. Would be very nice to have the feature described by @rhkarls imo.

[jreback]

@naifrec commenting on an old issue like this won't do much, you might want to see: #16284

or give a specific example of what you are looking (in a new issue)

[naifrec]

@jreback alright not so used to contribute to frameworks on github. I made a function that does exactly what rhkaris describes so I'll comment and describe the feature on the issue you referenced.