momentum 
A trivial mini-package for computing the running univariate mean, variance, kurtosis and skew
- No dependencies ... not even numpy.
- No classes ... unless you want them.
- State is a dict, for trivial serialization.
- Tested against scipy, creme, statistics
For multivariate covariance updating, maybe see precise.
Install
pip install momentum
Usage: running mean, var
from momentum import var_init, var_update
from pprint import pprint
m = var_init()
for x in [5,3,2.4,1.0,5.0]:
m = var_update(m,x)
pprint(m)
Usage: running mean, var, kurtosis and skew
from momentum import kurtosis_init, kurtosis_update
m = kurtosis_init()
for x in [5,3,2.4,1.0,5.0]:
m = kurtosis_update(m,x)
pprint(m)
File an issue if you need more help using this.
Usage: running recency-weighted mean, var
from momentum import rvar_init, rvar_update
from pprint import pprint
m = rvar_init(rho=0.01,n=15)
for x in [5,3,2.4,1.0,5.0]:
m = rvar_update(m,x)
pprint(m)
This will switch from running variance to a weighted variance after 15 data points.
1 maintainer
Release files for momentum 0.2.7
For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.
Source distribution (sdist)
| File | Size | Uploaded | |
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| momentum-0.2.7.tar.gz | 5.8 kB | Details |
Built distribution (wheel)
| File | Interpreter | ABI | Platform | Reset |
|---|---|---|---|---|
| momentum-0.2.7-py3-none-any.whl | Python 3 | none | any | Details |
Total release size: 12.8 kB
Release files / momentum-0.2.7.tar.gz
| Download URL | momentum-0.2.7.tar.gz |
|---|---|
| Size | 5.8 kB |
| Tags | Source |
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Release files / momentum-0.2.7-py3-none-any.whl
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| Tags | Python 3 |
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twine/3.8.0 pkginfo/1.8.2 readme-renderer/32.0 requests/2.27.1 requests-toolbelt/0.9.1 urllib3/1.26.8 tqdm/4.63.0 importlib-metadata/4.11.2 keyring/23.5.0 rfc3986/2.0.0 colorama/0.4.4 CPython/3.10.2
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