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Optimised tools for group-indexing operations: aggregated sum and more.

Project description

This package consists of a couple of optimised tools for doing things that can roughly be considered “group-indexing operations”. The most prominent tool is aggregate.

aggregate takes an array of values, and an array giving the group number for each of those values. It then returns the sum (or mean, or std, or any, …etc.) of the values in each group. You have probably come across this idea before, using matlab accumarray, pandas groupby, or generally MapReduce algorithms and histograms.

There are different implementations of aggregate provided, based on plain numpy, numba and weave. Performance is a main concern, and so far we comfortably beat similar implementations in other packages (check the benchmarks).

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