Questions about mathematical and statistical functionality in Python

[kyosohma at gmail.com]

On Jun 14, 4:02 pm, "Talbot Katz" <topk... at msn.com> wrote:
> Greetings Pythoners!
>
> I hope you'll indulge an ignorant outsider.  I work at a financial software
> firm, and the tool I currently use for my research is R, a software
> environment for statistical computing and graphics.  R is designed with
> matrix manipulation in mind, and it's very easy to do regression and time
> series modeling, and to plot the results and test hypotheses.  The kinds of
> functionality we rely on the most are standard and robust versions of
> regression and principal component / factor analysis, bayesian methods such
> as Gibbs sampling and shrinkage, and optimization by linear, quadratic,
> newtonian / nonlinear, and genetic programming; frequently used graphics
> include QQ plots and histograms.  In R, these procedures are all available
> as functions (some of them are in auxiliary libraries that don't come with
> the standard distribution, but are easily downloaded from a central
> repository).
>
> For a variety of reasons, the research group is considering adopting Python.
>   Naturally, I am curious about the mathematical, statistical, and graphical
> functionality available in Python.  Do any of you out there use Python in
> financial research, or other intense mathematical/statistical computation?
> Can you compare working in Python with working in a package like R or S-Plus
> or Matlab, etc.?  Which of the procedures I mentioned above are available in
> Python?  I appreciate any insight you can provide.  Thanks!
>
> --  TMK  --
> 212-460-5430    home
> 917-656-5351    cell

I'd look at following modules:

matplotlib - http://matplotlib.sourceforge.net/
numpy - http://numpy.scipy.org/

Finally, this website lists other resources: http://www.astro.cornell.edu/staff/loredo/statpy/

Mike