Efficient rolling window algorithms
Project description
rolling is a collection of computationally efficient rolling window iterators for Python.
Many useful arithmetical, logical and statistical functions are implemented to allow the window to be computed in sub-linear time (and in many instances constant time). These include:
Sum
Min and Max
All and Any
Mean, Median and Mode
Variance and Standard deviation
There’s also a more general ‘apply’ mode where any specific function can be applied to the window. Both fixed-length and variable-length windows are supported.
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- Download URL: rolling-0.5.0-py3-none-any.whl
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- Tags: Python 3
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- Uploaded via: twine/3.1.1 pkginfo/1.5.0.1 requests/2.22.0 setuptools/42.0.2 requests-toolbelt/0.9.1 tqdm/4.41.0 CPython/3.7.4
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