bunker-stats-rs 0.2.1

Ultra-fast Rust-powered statistics and time-series utilities for Python.

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💥 bunker-stats

A Rust-powered statistical toolkit with a Python API and pandas Styler integration.

bunker-stats is a hybrid Rust/Python library providing fast, numerically-stable statistical primitives, rolling-window analytics, distribution tools, and pandas Styler visualizations — all backed by Rust for correctness and performance.

Project Philosophy & Status (v0.1)

bunker-stats is intentionally released early.

The goal is not to replace NumPy or pandas, but to build a Rust-accelerated analytics toolkit that grows feature-by-feature. This first release focuses on correctness, clear API design, and a solid suite of statistical primitives.

Future releases will focus on:

performance tuning (SIMD, fused loops, BLAS-backed ops)

smarter rolling-window pipelines

more visualization helpers

NaN-safe variants of all ops

multi-column Rust kernels

improved correlation-matrix engine

This library is actively evolving, and v0.1 is the foundation everything else will build on.

🚀 Features Core statistics (Rust)

Mean, variance, std (sample vs population)

Z-scores

MAD (Median Absolute Deviation)

Percentiles & quantiles

IQR & Tukey outlier fences

Covariance / correlation

Welford one-pass mean/variance

EWMA (exponentially weighted moving average)

Rolling window analytics

Rolling mean / std / z-score

Rolling covariance / correlation

Fused rolling pipelines in Rust (planned)

Distribution tools

ECDF (empirical CDF)

Gaussian KDE

Quantile binning

Winsorization

Transforms

Robust scaling (Median + MAD)

diff / pct_change / cumsum / cummean

pandas Styler integration

demean_style(df, column)

zscore_style(df, column, threshold=…)

iqr_outlier_style(df, column)

corr_heatmap(df)

robust_scale_column(df, column)

📦 Installation (from source) git clone https://github.com//bunker-stats.git cd bunker-stats python -m venv .venv source .venv/bin/activate # or .venv\Scripts\activate on Windows pip install maturin maturin develop

🔍 Usage Examples NumPy stats (Rust backend) import numpy as np import bunker_stats as bs

x = np.array([1.0, 2.0, 3.0, 10.0], dtype="float64")

print(bs.mean_np(x)) # 4.0 print(bs.std_np(x)) # 4.08248... print(bs.zscore_np(x)) # [-0.73, -0.48, -0.24, 1.46]

pandas Styler import pandas as pd import bunker_stats as bs

df = pd.DataFrame({"sales": [10, 12, 15, 9, 8, 20]})

styled = bs.pandas.demean_style(df, "sales") styled # displays color-coded DataFrame in Jupyter

📊 Benchmark Results (v0.1)

All benchmarks are reproducible via:

python benchmarks/bench_bunker_stats.py python benchmarks/test_advanced_ops.py

Hardware: Windows 10, Python 3.10, NumPy 1.x

✅ Correctness Checks

bunker-stats matches NumPy/pandas across:

mean, std, z-score

percentiles

IQR & Tukey fences

MAD

diff / pct_change / cumsum / cummean

ECDF

covariance, correlation

rolling covariance/correlation

KDE (integral ≈ 1.0)

EWMA

Welford one-pass stats

All tests pass with tight tolerances (1e-12 where appropriate).

⚡ Performance Summary 1D statistics (1,000,000 elements) Operation NumPy bunker-stats mean 1.51 ms 6.73 ms std (ddof=1) 7.30 ms 16.27 ms z-score 11.9 ms 35.8 ms

Interpretation: NumPy is heavily optimized C with low overhead. For simple scalar ops, NumPy is faster — expected for a v0.1 Rust library accessed via FFI.

Rolling windows (1,000,000 elements, window=50) Operation pandas bunker-stats Rolling mean 34.62 ms 18.31 ms

🔥 bunker-stats rolling mean is ~1.9× faster than pandas.

This is where Rust shines: fused loops, zero Python overhead, no index machinery.

Covariance / Correlation (large vectors) Operation Size pandas bunker-stats Covariance 100k — 1.86 ms Correlation 100k — 7.63 ms

Cov/corr for individual vector pairs are very fast, often competitive with NumPy.

Correlation Matrix (100,000 × 10) Operation pandas bunker-stats corr matrix 34.0 ms 439.8 ms

Interpretation: bunker-stats currently uses a straightforward Rust implementation (correct but not optimized). Future versions will incorporate column-wise precomputations + SIMD.

Advanced Ops Operation Input Size Time RobustScaler 100k 26.34 ms Winsorization 100k 207.6 ms Quantile binning (5 bins) 100k 735.8 ms ECDF 10k 8.51 ms KDE (Gaussian, 5k → 512 grid) 5k 54.44 ms rolling_cov (window=50) 100k 120.49 ms rolling_corr (window=50) 100k 322.33 ms diff(1M) 1M 18.47 ms pct_change(1M) 1M 28.98 ms cumsum(1M) 1M 16.01 ms cummean(1M) 1M 20.83 ms

All advanced ops validated against NumPy/pandas or pure Python equivalents.

🎯 What bunker-stats is (and isn’t) bunker-stats is:

A Rust-backed analytics toolkit specialized for:

rolling statistics

outlier detection

robust scaling

distribution analysis

feature binning & KDE

pandas-friendly visualization

A numerically correct, well-tested foundation you can trust.

bunker-stats is not (yet):

A total replacement for NumPy’s C vectorized primitives

A drop-in for full pandas DataFrame operations

Optimized correlation-matrix engine (coming soon)

🧪 Testing

To run the full suite:

pytest -q # if you add tests/ folder python benchmarks/bench_bunker_stats.py python benchmarks/test_advanced_ops.py

🛣️ Roadmap

SIMD-optimized rolling statistics

Optimized correlation matrix (BLAS-backed)

Fused rolling mean+std+zscore in one pass

Multi-column Styler helpers

NaN-robust implementations across all functions

Polars DataFrame integration

PyO3 async variants where appropriate

❤️ Contributing

PRs welcome — especially for vectorization, algorithmic improvements, and new statistical transforms.