omoment 0.1.1

Basic example

from omoment import OMeanVar
import numpy as np
import pandas as pd

rng = np.random.default_rng(12354)
g = rng.integers(low=0, high=10, size=1000)
x = g + rng.normal(loc=0, scale=10, size=1000)
w = rng.exponential(scale=1, size=1000)

# calculate overall moments
OMeanVar(x, weight=w)
# should give: OMeanVar(mean=4.6, var=108, weight=1.08e+03)

# or calculate moments for every group
df = pd.DataFrame({'g': g, 'x': x, 'w': w})
omvs = df.groupby('g').apply(OMeanVar.of_frame, x='x', w='w')

# and combine group moments to obtain the same overall results
OMeanVar.combine(omvs)

# addition is also supported
omvs.loc[0] + omvs.loc[1]

At the moment, only univariate distributions are supported. Bivariate or even multivariate distributions can be efficiently processed in a similar fashion, so the support for them might be added in the future. Moments of multivariate distributions would also allow for linear regression estimation and other statistical methods (such as PCA or regularized regression) to be calculated in a single pass through large distributed datasets.

Documentation

• https://protivinsky.github.io/omoment/index.html