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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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