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I prototyped an approach last year that worked out well. I don't really know
what to call it - maybe something like "property based persistence." It is
kind of strange and I am not sure how broadly applicable it is - I have only
used it for financial time series data.
I'll try to explain how the
I did not know about this - very cool! I think I was asking around the
numpy/scipy lists a while back but nobody mentioned this; is it new?
A couple of questions inline below.
On Fri, Dec 19, 2008 at 2:53 PM, John Hunter wrote:
> On Thu, Dec 18, 2008 at 8:27 PM, Bradford Cross
>
This is a new project I just released.
I know it is C#, but some of the design and idioms would be nice in
numpy/scipy for working with discrete event simulators, time series, and
event stream processing.
http://code.google.com/p/incremental-statistics/
___
Hi Matthew,
I've been working on "rolling/windowed" libraries for quite a while.
I'm currently working on implementations for basic moment and rank
statistics - they are pretty much done and I am trying to maneuver them
into apache commons math for java.
I am also interested in implementing the
