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include TODO LICENSE README | ||
include TODO.txt LICENSE.txt README.txt | ||
include setup.py setupegg.py | ||
include examples/data/* | ||
recursive-include examples * |
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Installation from sources | ||
========================= | ||
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In the pandas directory (same one where you found this file), execute: | ||
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python setup.py install | ||
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On Windows, you will need to install MinGW and execute | ||
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python setup.py install --compiler=mingw32 | ||
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See | ||
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http://pandas.sourceforge.net/ | ||
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For more information. | ||
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============= | ||
Release Notes | ||
============= | ||
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What it is | ||
========== | ||
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pandas is a library for pan-el da-ta analysis, i.e. multidimensional | ||
time series and cross-sectional data sets commonly found in | ||
statistics, econometrics, or finance. It provides convenient and | ||
easy-to-understand NumPy-based data structures for generic labeled | ||
data, with focus on automatically aligning data based on its label(s) | ||
and handling missing observations. One major goal of the library is to | ||
simplify the implementation of statistical models on unreliable data. | ||
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Main Features | ||
============= | ||
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* Data structures: for 1, 2, and 3 dimensional labeled data | ||
sets. Some of their main features include: | ||
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* Automatically aligning data | ||
* Handling missing observations in calculations | ||
* Convenient slicing and reshaping ("reindexing") functions | ||
* Provide 'group by' aggregation or transformation functionality | ||
* Tools for merging / joining together data sets | ||
* Simple matplotlib integration for plotting | ||
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* Date tools: objects for expressing date offsets or generating date | ||
ranges; some functionality similar to scikits.timeseries | ||
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* Statistical models: convenient ordinary least squares and panel OLS | ||
implementations for in-sample or rolling time series / | ||
cross-sectional regressions. These will hopefully be the starting | ||
point for implementing other models | ||
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pandas is not necessarily intended as a standalone library but rather | ||
as something which can be used in tandem with other NumPy-based | ||
packages like scikits.statsmodels. Where possible wheel-reinvention | ||
has largely been avoided. Also, its time series manipulation | ||
capability is not as extensive as scikits.timeseries; pandas does have | ||
its own time series object which fits into the unified data model. | ||
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Some other useful tools for time series data (moving average, standard | ||
deviation, etc.) are available in the codebase but do not yet have a | ||
convenient interface. These will be highlighted in a future release. | ||
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Where to get it | ||
=============== | ||
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The source code is currently hosted on googlecode at: | ||
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http://pandas.googlecode.com | ||
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Binary releases can be downloaded there, or alternately via the Python | ||
package index or easy_install | ||
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PyPi: http://pypi.python.org/pypi/pandas/ | ||
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License | ||
======= | ||
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BSD | ||
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Documentation | ||
============= | ||
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The official documentation is hosted on SourceForge. | ||
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http://pandas.sourceforge.net/ | ||
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The sphinx documentation is still in an incomplete state, but it | ||
should provide a good starting point for learning how to use the | ||
library. Expect the docs to continue to expand as time goes on. | ||
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Background | ||
========== | ||
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Work on pandas started at AQR (a quantitative hedge fund) in 2008 and | ||
has been under active development since then. | ||
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Discussion and Development | ||
========================== | ||
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Since pandas development is related to a number of other scientific | ||
Python projects, questions are welcome on the scipy-user mailing | ||
list. Specialized discussions or design issues should take place on | ||
the pystatsmodels mailing list / google group, where | ||
scikits.statsmodels and other libraries will also be discussed: | ||
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http://groups.google.com/group/pystatsmodels |
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""" | ||
Python script for building documentation. This script was designed for | ||
building the docs on windows, but may work on other platforms as well. | ||
It has been tested on Ubuntu Jaunty and works there as well. If it does not | ||
work for you and returns an error about finding sphinx-build then you need | ||
to edit the first lines that define `sphinx_build` to point to where | ||
sphinx-build is installed. On linux you can find out by typing | ||
`which sphinx-build` at the command line. | ||
Python script for building documentation. | ||
To build the docs you must have all optional dependencies for statsmodels | ||
installed. See the installation instructions for a list of these. | ||
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Usage | ||
----- | ||
python make.py clean | ||
python make.py html | ||
""" | ||
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import os | ||
import glob | ||
import shutil | ||
import sys | ||
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# checks for sphinx-build binary these will find it if it is installed | ||
# in sys.prefix+'/local/bin/' or | ||
# in sys.predix+'/Scripts/' | ||
if os.path.isfile(os.path.join(sys.prefix, 'Scripts', 'sphinx-build.exe')): | ||
sphinx_build = os.path.join(sys.prefix, 'Scripts', 'sphinx-build.exe') | ||
else: | ||
sphinx_build = 'sphinx-build' | ||
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def check_build(): | ||
build_dirs = [ | ||
'build', 'build/doctrees', 'build/html', 'build/latex', 'build/plots'] | ||
for d in build_dirs: | ||
try: | ||
os.mkdir(d) | ||
except OSError: | ||
pass | ||
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rst_files = glob.glob("source/*.rst") | ||
def sf(): | ||
'push a copy to the sf site' | ||
os.system('cd build/html; rsync -avz . wesmckinn,[email protected]:/home/groups/p/pa/pandas/htdocs/ -essh --cvs-exclude') | ||
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as_gen = "python sphinxext/autosummary_generate.py " | ||
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for rf in rst_files: | ||
if os.system(as_gen + rf + " -p dump.xml -o source/generated"): | ||
raise SystemExit("Failed to auto generate summary from %s" % rf) | ||
def clean(): | ||
os.system('make clean') | ||
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def html(): | ||
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check_build() | ||
os.chdir('source') | ||
if os.system(sphinx_build + ' -a -b html -d ../build/doctrees . ../build/html'): | ||
raise SystemExit("Building HTML failed.") | ||
os.chdir('..') | ||
os.system('make html') | ||
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def latex(): | ||
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check_build() | ||
os.chdir('source') | ||
# LaTeX format. | ||
if os.system(sphinx_build + ' -a -b latex -d ../build/doctrees . ../build/latex'): | ||
raise SystemExit("Building LaTeX failed.") | ||
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# Produce pdf. | ||
os.chdir('../build/latex') | ||
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os.chdir('../..') | ||
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def clean(): | ||
if os.path.exists('build'): | ||
shutil.rmtree('build') | ||
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if os.path.exists('source/generated'): | ||
shutil.rmtree('source/generated') | ||
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def all(): | ||
clean() | ||
html() | ||
latex() | ||
# latex() | ||
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funcd = { | ||
'html' : html, | ||
'latex' : latex, | ||
'clean' : clean, | ||
'sf' : sf, | ||
'all' : all, | ||
} | ||
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small_docs = False | ||
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funcd = {'html':html, | ||
'latex':latex, | ||
'clean':clean, | ||
'all':all, | ||
} | ||
# Change directory to the one containing this file | ||
current_dir = os.getcwd() | ||
os.chdir(os.path.dirname(os.path.join(current_dir, __file__))) | ||
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if len(sys.argv)>1: | ||
for arg in sys.argv[1:]: | ||
func = funcd.get(arg) | ||
if func is None: | ||
raise SystemExit('Do not know how to handle %s; valid args are'%( | ||
raise SystemExit('Do not know how to handle %s; valid args are %s'%( | ||
arg, funcd.keys())) | ||
func() | ||
else: | ||
small_docs = False | ||
all() | ||
os.chdir(current_dir) |
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Ordinary least squares | ||
---------------------- | ||
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.. automodule:: pandas.stats.ols | ||
:members: | ||
:undoc-members: | ||
:show-inheritance: |
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OLS Panel regression | ||
-------------------- | ||
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.. automodule:: pandas.stats.plm | ||
:members: | ||
:undoc-members: | ||
:show-inheritance: |
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