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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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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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