[ANN] la 0.5.0, labeled array
Keith Goodman
to larry. The cost of the speed and new functionality is that la now
requires the Bottleneck package
(http://pypi.python.org/pypi/Bottleneck).
The main class of the la package is a labeled array, larry. A larry
consists of data and labels. The data is stored as a NumPy array and
the labels as a list of lists (one list per dimension).
Faster
- sum, mean, std, var, min, max, median, ranking
- correlation, group_median, demean, demedian, zscore
Moving window
- fast (Bottleneck): move_sum, move_mean, move_std, move_min, move_max
- slow (Python): move_ranking, move_median, move_func
New methods and functions
- la.data.yahoo.quotes(): Given a ticker sequence, return historical Yahoo!
quotes (open, close, high, low, volume) as a 3d larry
- Numpy array functions that ignore NaNs: demean, demedian, and zscore
- la.unique(): Find the unique elements of a larry
- larry.tofile(): Save 1d or 2d larry to text file
Enhancements
- Add optional `ddof` input parameter to larry.std() and larry.var()
- Cut import time by 15%
Breakage from la 0.4
- Bottleneck is now a dependency of la
- ranking() and group_rank() no longer take a `ties` input parameter
- movingsum no longer treats Inf and -Inf as missing values
- movingsum and movingrank have been deprecated and will be removed in la 0.6;
use move_sum and move_ranking instead
Bugs fixes
- Please report bugs at https://github.com/kwgoodman/la/issues
- #1 Due to a typo, la.info() crashed if h5py could not be imported
- #2 larry.sortaxis(None) chopped off singleton dimensions
- #5 la.farray.lastrank() choked on empty array input
- #7 larry.quantile() choked on axis=None
- #8 demean, demedian, zscore choked on 1d input when axis=-1
- #9 cross_validation docstring refers to old name of function (cv)
- #10 Unit tests: "Warning: invalid value encountered in..."
URLs
download http://pypi.python.org/pypi/la
docs http://berkeleyanalytics.com/la
code https://github.com/kwgoodman/la
mailing list http://groups.google.com/group/labeled-array
issue tracker https://github.com/kwgoodman/la/issues