Series.rank() doesn't handle small floats correctly #6868
Description
Floats below 1e-10 seem to all be receiving the same rank, incorrectly:
In [1]: import pandas In [3]: import numpy In [4]: series = pandas.Series([1e-100, 1e-25, 1e-20, 1e-15, 1e-10, 1e-5, 1e-4, 1e-3, 1e-2, 1e-1]) In [5]: series Out[5]: 0 1.000000e-100 1 1.000000e-25 2 1.000000e-20 3 1.000000e-15 4 1.000000e-10 5 1.000000e-05 6 1.000000e-04 7 1.000000e-03 8 1.000000e-02 9 1.000000e-01 dtype: float64 In [6]: series.rank() Out[6]: 0 2.5 1 2.5 2 2.5 3 2.5 4 5.0 5 6.0 6 7.0 7 8.0 8 9.0 9 10.0 dtype: float64 In [7]: from scipy import stats In [8]: stats.rankdata(series) Out[8]: array([ 1., 2., 3., 4., 5., 6., 7., 8., 9., 10.]) In [13]: pandas.show_versions() INSTALLED VERSIONS ------------------ commit: None python: 2.7.3.final.0 python-bits: 64 OS: Darwin OS-release: 10.8.0 machine: x86_64 processor: i386 byteorder: little LC_ALL: None LANG: en_US.UTF-8 pandas: 0.13.1 Cython: 0.19.1 numpy: 1.8.0 scipy: 0.12.0.dev-1d5c886 statsmodels: 0.5.0 IPython: 1.2.1 sphinx: 1.2.2 patsy: 0.2.0 scikits.timeseries: None dateutil: 2.2 pytz: 2013b bottleneck: None tables: None numexpr: None matplotlib: 1.2.0 openpyxl: 1.5.7 xlrd: 0.7.1 xlwt: None xlsxwriter: None sqlalchemy: 0.6.6 lxml: None bs4: None html5lib: None bq: None apiclient: None