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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):

  • Sum

  • All

  • Any

  • Min

  • Max

  • Mean

  • Median

  • Variance

  • 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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rolling-0.1.1.tar.gz (14.8 kB view hashes)

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