Skip to main content

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.

Project details

Download files

Download the file for your platform. If you're not sure which to choose, learn more about installing packages.

Files for rolling, version 0.2.0
Filename, size File type Python version Upload date Hashes
Filename, size rolling-0.2.0.tar.gz (15.6 kB) File type Source Python version None Upload date Hashes View

Supported by

AWS AWS Cloud computing Datadog Datadog Monitoring Facebook / Instagram Facebook / Instagram PSF Sponsor Fastly Fastly CDN Google Google Object Storage and Download Analytics Huawei Huawei PSF Sponsor Microsoft Microsoft PSF Sponsor NVIDIA NVIDIA PSF Sponsor Pingdom Pingdom Monitoring Salesforce Salesforce PSF Sponsor Sentry Sentry Error logging StatusPage StatusPage Status page