[Numpy-discussion] [ANN] Nanny, faster NaN functions

[Keith Goodman]

On Sat, Nov 20, 2010 at 3:54 PM, Wes McKinney <wesmckinn at gmail.com> wrote:

> Keith (and others),
>
> What would you think about creating a library of mostly Cython-based
> "domain specific functions"? So stuff like rolling statistical
> moments, nan* functions like you have here, and all that-- NumPy-array
> only functions that don't necessarily belong in NumPy or SciPy (but
> could be included on down the road). You were already talking about
> this on the statsmodels mailing list for larry. I spent a lot of time
> writing a bunch of these for pandas over the last couple of years, and
> I would have relatively few qualms about moving these outside of
> pandas and introducing a dependency. You could do the same for larry--
> then we'd all be relying on the same well-vetted and tested codebase.

I've started working on moving window statistics cython functions. I
plan to make it into a package called Roly (for rolling). The
signatures are: mov_sum(arr, window, axis=-1) and mov_nansum(arr,
window, axis=-1), etc.

I think of Nanny and Roly as two separate packages. A narrow focus is
good for a new package. But maybe each package could be a subpackage
in a super package?

Would the function signatures in Nanny (exact duplicates of the
corresponding functions in Numpy and Scipy) work for pandas? I plan to
use Nanny in larry. I'll try to get the structure of the Nanny package
in place. But if it doesn't attract any interest after that then I may
fold it into larry.