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Project description

cougar

A python C-extension for rolling window aggregations. Try to support more methods than bottleneck and run faster than pandas. Currently this is only a weekend project, feel free to contribute.

Installation

pip install cougar

Usage

import numpy as np
import cougar as cg

arr = np.random.rand(1_000_000)
cg.rolling_mean(arr, 1_000)

Supported Methods

Method Time Complexity
sum O(1)
mean O(1)
min O(1)
max O(1)
argmin O(1)
argmax O(1)
rank O(log n)
quantile O(log n)

Benchmark

todo

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