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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
Project details
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