Migrating from R to Python

Ryan rsheftel at gmail.com
Mon Nov 2 11:42:41 EST 2009


I am a long time user of "R" for statistical analysis and find it an
extremely useful environment for data exploration. That said I may be
adding and/or moving to Python for more of my work and wanted to know
if people had any recommendations.

My work is primarily financial time series analysis. In R this means
extensive use of "zoo" and "xts". I see from searching that there is a
time-series package for Python called pytseries (http://
pytseries.sourceforge.net/) that looks closest to adding the time
series capabilities to Python.

My question is to people who have used zoo and xts in R, what has
their experience been with Python? Would you recommend using native
Python to do time series analysis, or rPy to link back to R for
analysis?

Thanks.



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