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github.com/fslaborg/Deedle

Easy to use .NET library for data and time series manipulation and for scientific programming
https://github.com/fslaborg/Deedle

Avoid using DateTime.Now to make tests stable

5196a815c8c2f9cb924f47387c764fccd37191c8 authored over 10 years ago by Tomas Petricek <[email protected]>
Fix test for CSV saving, update version info

Previously, the test was not actually testing anything! Because of the bug fixed
earlier, the sa...

dab755577255b41265bdc8ec2f274c79d51a23c6 authored over 10 years ago by Tomas Petricek <[email protected]>
Refactor docs, add formatters for series, frame and charts

This checkin does not change anything in the implementation (it only
removes obsolete Series.mea...

b8aa163cda5b261a780c636d4cca3d7566ee7aa8 authored over 10 years ago by Tomas Petricek <[email protected]>
Fix saving of dates as CSV on cultures with other than Invariant format

ToShortDateString is the same thing as calling ToString with "d" as the
argument, but the latter...

a75c01c2ed79bd16ed7870fa59b24bfe659832b2 authored over 10 years ago by Tomas Petricek <[email protected]>
Use default Deque capacity and tweak tests

The capacity for Deque needs to be x^2, otherwise things (obviously) do not work.
Using the defa...

4434f08e49b2187ce141538f3c2dddee478b2787 authored over 10 years ago by Tomas Petricek <[email protected]>
Remove dependency on FSharp.Data.DesignTime and target .NET 4.0

7982a41f389bbf383c65281e93a492437316ce12 authored over 10 years ago by Gustavo Guerra <[email protected]>
Documentation and API improvements, fix indexWith function

This adds remaining API documentation for the `Series` module and
rearranges functions in the `F...

176f7cd9489f118902e02098a147722497a21d61 authored over 10 years ago by Tomas Petricek <[email protected]>
Add FsCheck tests for moving minimum and maximum and fix bugs

I introduced one bug in the previous commit (initializing deque with capacity
0 breaks things). ...

e2f5a26d7bab85335c4a6a099554f71dc9a5a425 authored over 10 years ago by Tomas Petricek <[email protected]>
Merge new deque implementation and some speedup

The new Deque is slightly slower (say 10%), but there was enough room for
other optimizations el...

87547756a4477dd7a3df28930fd703d6a23d6006 authored over 10 years ago by Tomas Petricek <[email protected]>
Merge new Deque implementation, recover tests

4f3b496cb6060c12092cfbcccc52b5ce022c9ef6 authored over 10 years ago by Tomas Petricek <[email protected]>
Merge remote-tracking branch 'main/mainline' into mainline

56fc9da4269ec5f7a6979b37ca18c4305559c317 authored over 10 years ago by Tomas Petricek <[email protected]>
Merge pull request #202 from tpetricek/GH201

Add more options for the Lookup operation (#201)

16611ba4c42b8f9c79a91ad38c773178c167bd8e authored over 10 years ago by Tomas Petricek <[email protected]>
Fix more bugs related to diff and shift operations

This is an improved version of the fix in 1331bd3bb8c85c1857d45a07c515244914bea1e1.
The problem ...

9443c3994336fb87e9d8ae7969e8594639060423 authored over 10 years ago by Tomas Petricek <[email protected]>
Merge remote-tracking branch 'cdrnet/mathnet' into mainline

e074415200d9d98091ddad011f47876b47adfe30 authored over 10 years ago by Tomas Petricek <[email protected]>
Merge remote-tracking branch 'main/mainline' into mainline

3d1646026db407c8c9916447d051a1aaa1c6425f authored over 10 years ago by Tomas Petricek <[email protected]>
Fix comments in the last checkin

00c055aa8de9f5946ae23e28220eaea23fde4287 authored over 10 years ago by Tomas Petricek <[email protected]>
Upgrade to Math.NET Numerics v3.0.0-beta01 #199

c79a023070400adcdc353b68544a4ed45397f5a1 authored over 10 years ago by Christoph Ruegg <[email protected]>
Add more options for the Lookup operation (#201)

This renames `NearestGreater` and `NearestSmaller` enum values for the `Lookup`
option as discus...

1282d3180c7524012e6a0dfcfbd67b921735fac8 authored over 10 years ago by Tomas Petricek <[email protected]>
Fix bug whereby Series.diff 1 on empty series is an error

1331bd3bb8c85c1857d45a07c515244914bea1e1 authored over 10 years ago by Adam Klein <[email protected]>
Fixed erroneous Series.sample implementation

333e60560e857d39caabd7e31dfd89503a356bc2 authored over 10 years ago by Adam Klein <[email protected]>
Merge branch 'GH201' into mainline

* GH201:
Fix the After extension method (#201)
Added test for After on (non-delayed) Series ...

6baa4a563cf86fe8660ab46d5dbe4fec05f436f0 authored over 10 years ago by Adam Klein <[email protected]>
Fix the After extension method (#201)

2d47b29973c55f9de4b99ecc4999f76134d2ad0d authored over 10 years ago by Tomas Petricek <[email protected]>
Per #189, add a sample that points back to the lookup with NearestSmaller

e523e17466701cd1b96d25a96192b57eabdd76c5 authored over 10 years ago by Adam Klein <[email protected]>
Added test for After on (non-delayed) Series - shows bug when value does not exists in keys

2696f641a0a3b145e6fc3b05d17fe5e7b9723eef authored over 10 years ago by hmansell <[email protected]>
Speedup df.AppendN (and rename appending functions on frame to merging)

There was a failing statistics test, but this was due to floating point
precision issue, so I up...

27acf700752aecedd8d511fcfca8f333b1566937 authored over 10 years ago by Tomas Petricek <[email protected]>
Start correcting tests and renames for #196

7a57f6b4c9b06b048e22fc1eaa9a9ca840954696 authored over 10 years ago by Adam Klein <[email protected]>
Merge remote-tracking branch 'tomas/mainline' into mainline

* tomas/mainline:
Do more renaming ("series" and "column") (c.f. #189)
WIP: More cleanup - S...

467685629c47bd3e74a3d7cd7da55fd092d8e3b9 authored over 10 years ago by Adam Klein <[email protected]>
Add test for uncovered path in Deque

31eba3d70b5b7a5abe1cec5adbe38d64aba8fa47 authored over 10 years ago by Steffen Forkmann <[email protected]>
Use and test Deque indexer

a30c5c7a550ce7092a53094727634fb314967943 authored over 10 years ago by Steffen Forkmann <[email protected]>
Fixing bugs in original Deque implementation

964df551f9b851aab8b8cf2a9c3edcca348c6332 authored over 10 years ago by Steffen Forkmann <[email protected]>
Cleanup

2a60230158c9fa3cdd8b880b82bf1b843d79d37f authored over 10 years ago by Steffen Forkmann <[email protected]>
Use more idiomatic let bindings

02e69a252158aca6bb52db64ca4662132aeeb502 authored over 10 years ago by Steffen Forkmann <[email protected]>
Cleanup

ec42fe9c7c3f753a666882faa6c82f216520ed57 authored over 10 years ago by Steffen Forkmann <[email protected]>
Use more idiomatic let bindings

925b89facfa1bebb81c0d654be17868e1ccd9950 authored over 10 years ago by Steffen Forkmann <[email protected]>
Simplified the Deque since we are not using everything

3a8b3d3093770e8e4dfb8578038e54ae87dae290 authored over 10 years ago by Steffen Forkmann <[email protected]>
Merge remote-tracking branch 'victor/mainline' into Deque

Conflicts:
src/Deedle/Stats.fs

ffd8c8bf21f2f8cb2fe8a45328cbf86589d67a41 authored over 10 years ago by Steffen Forkmann <[email protected]>
Use our own Deque - references #195

27b0cdb05967c222a373b3c2f1eeb0b35175a7a9 authored over 10 years ago by Steffen Forkmann <[email protected]>
Address issue #195 with my recent Deque port from C# Codeplex implementation

a582d9f756508951f073c8fd0ead3007200187fb authored over 10 years ago by Buybackoff <[email protected]>
Merge changes from GH185-renaming

972fa8cbb0d36063b400e03d7c50b49e74819ab8 authored over 10 years ago by Tomas Petricek <[email protected]>
Do more renaming ("series" and "column") (c.f. #189)

I found a few more occurrences of "series" and replaced them with
"column" to finish the idea in...

280a7df5a2f1e71554064764e54dfc76aedee5d1 authored over 10 years ago by Tomas Petricek <[email protected]>
WIP: More cleanup - Series and Stats naming and documentation

I update F# Formatting and added github source links to the generated documentation &
did variou...

df30660e94e88bec9b7a74fbac110d21ea53576e authored over 10 years ago by Tomas Petricek <[email protected]>
Merge series/column renaming changes

0b6985191a620bbd2691268157a95d05d001a0bd authored over 10 years ago by Tomas Petricek <[email protected]>
Adding Stats.levelFoo functions (close #185)

The "level" functions are just simple shortcuts for that call `applyLevel` under
the cover, but ...

0587abfacfcfab54fbdb0fa30b7086b86fe4191e authored over 10 years ago by Tomas Petricek <[email protected]>
Improve Frame.stack and correctly infer type of values (fix #192)

The bug #192 was caused by the fact that Frame.stack returned values as
a column of type 'obj' a...

c5a9e60b1ce2a8b860ff4de319e9ac3b4171389f authored almost 11 years ago by Tomas Petricek <[email protected]>
Update Performance.fs

5768ccca41cb94449fa0ba00db98a1125acd497d authored almost 11 years ago by Tomas Petricek <[email protected]>
Fix documentation for expanding functions according to https://github.com/BlueMountainCapital/Deedle/issues/185#issuecomment-39250612

a057405a082d9525c7f8f5ceb07278e5534c6163 authored almost 11 years ago by Tomas Petricek <[email protected]>
Remove test code from Deedle.fsx and minor documentation tweak

6b4271696703d7d406ae97b278b46a0cb79966a7 authored almost 11 years ago by Tomas Petricek <[email protected]>
Merge pull request #193 from tpetricek/mainline

Merge changes from pull request #186

c44a3b7ff699e302027147ca5cb96681d6286334 authored almost 11 years ago by Tomas Petricek <[email protected]>
Merge changes

1dbba9c68ef3d2a77e51ed1bca615b64b0903804 authored almost 11 years ago by Tomas Petricek <[email protected]>
Merge pull request #181 from tpetricek/mainline

Support merging of N series and speedup alignment functions (cf. #179)

21cb9a7461fdf11fcfefddd0ca25a017c5602e52 authored almost 11 years ago by Tomas Petricek <[email protected]>
#189 introduced row/col naming uniformity in frame API

e61ecaa2efde3468bb8cc0e85be006037be904f5 authored almost 11 years ago by Adam Klein <[email protected]>
Fixed spelling typo

719da112ff19505f75ca0045766a5030ffed183e authored almost 11 years ago by Adam Klein <[email protected]>
Opting for a little more flexibility in extracting typed columns per #189

d3f7c7c89b576d02b6ebae9ab5fd37ec46a20ef0 authored almost 11 years ago by Adam Klein <[email protected]>
Fix fsproj references (for #189)

6a096576ed1324e02f5a1960cd6b7c2596902c70 authored almost 11 years ago by Adam Klein <[email protected]>
Per #189, this seems to work best with our code base.

d058320099d68cb313c78459074924969b5b2638 authored almost 11 years ago by Adam Klein <[email protected]>
Attempt changes I mention in #189; testing how they affect our code base

c0747e907ed12227d01087af93a8988370f0152a authored almost 11 years ago by Adam Klein <[email protected]>
Fixed quickSelectInPlace name resolution

a25fc3962cb46a7252b236880929a6b98c116027 authored almost 11 years ago by Adam Klein <[email protected]>
Removed dead tests

d38ab944ee0966c15ca031afa03f41eebd971725 authored almost 11 years ago by Adam Klein <[email protected]>
Incorporating some changes mentioned in discussion #188/#185:

- NumSum vs Sum
- Added ValuesAll and ObservationsAll
- Fixed TryGetObservation semantics
- ...

a1af91f5f1c3f3cfffa30e4a2e7303e8cb11b07f authored almost 11 years ago by Adam Klein <[email protected]>
Add unary minus for frame and series (close #169)

Also added some tests for other operations on series and renamed poorly named helper.

07a97d9e53b0a242bba1e85ed62eaee06addd76b authored almost 11 years ago by Tomas Petricek <[email protected]>
Add skip and skipLast to series and frames (close #173)

I also optimized the take and takeLast implementations. Rather than building
a list with new key...

f2d441dae4e45be760accc6c53ef7c4ee31fe398 authored almost 11 years ago by Tomas Petricek <[email protected]>
Update Performance.fs

3343d32bdfdd6acf072c45a0103c1efccdd7e977 authored almost 11 years ago by Tomas Petricek <[email protected]>
Series.ofOptionalObservations should take option (fix #174)

Aside from the change, I also cleaned up some old code
(removed 'Series.Create' helper and inste...

a4b69815841f529e50f476d12cca3f62ae879322 authored almost 11 years ago by Tomas Petricek <[email protected]>
Cleaning up statistics functions etc.

* Remove dead code in Common.fs and also delete old file Functions.fs
* Implement our own vers...

b31196c29369f3e16751d7a00a9845a832eb06ff authored almost 11 years ago by Tomas Petricek <[email protected]>
Cleanup binomial heap and use it only when appending larger number of series.

I did some cleanup in the binomial heap code, but have not changed any logic
(and I added one si...

83aae92a000d6e46adf9dbe324ad66537324c9c3 authored almost 11 years ago by Tomas Petricek <[email protected]>
Merge branch 'mainline' of github.com:tpetricek/Deedle into mainline

7fa0cf2608dda665f80ef3d7afea160bcc58703e authored almost 11 years ago by Tomas Petricek <[email protected]>
Merge branch 'mainline' of github.com:BlueMountainCapital/Deedle into mainline

39f7b6849f1b0f259c2d99b067b9ce9df2298152 authored almost 11 years ago by Tomas Petricek <[email protected]>
Merge pull request #1 from adamklein/mainline

Storing min using BinomialHeap instead of linear scan

a7aa595ec0df360c4bab58ab4ebd4c3c96a1f944 authored almost 11 years ago by Tomas Petricek <[email protected]>
Remove unnecessary array allocation in Aggregate (close #178)

This makes a simple example where the series is not used about 25% faster.
(Not necessary a real...

5e58d17c6213c2118786bd07238997b9455ce618 authored almost 11 years ago by Tomas Petricek <[email protected]>
Optimize 'shift' and 'diff' functions (fix #183)

Previously, these were implemented using floating window, which was terribly slow.
I added new b...

20a5af5c065d3085ec558c6746df2da8e5b15ab8 authored almost 11 years ago by Tomas Petricek <[email protected]>
Update Performance.fs

23058c7567fd0d84b9ba21b928630d2c0178597d authored almost 11 years ago by Tomas Petricek <[email protected]>
Fix equality on OptionalValue (fix #184)

6fbc187f6eba42c66bf10d72ad078960683cfc08 authored almost 11 years ago by Tomas Petricek <[email protected]>
Add a convenience non-generic float sum function to Stats

758ab118c5860e8c7dce5b813cff939d0d0e187f authored almost 11 years ago by Adam Klein <[email protected]>
Turns out we need a Frame.applyLevel after all

fc67d7ee26ccaeabdf9fa7fb224f6d59593daa23 authored almost 11 years ago by Adam Klein <[email protected]>
Separate out flatMapValues to flatten, add extension method

74d4470ac37582c3b8cdf3b2e8ba1d1961225150 authored almost 11 years ago by Adam Klein <[email protected]>
Fix NestBy extension signature

2d00c1812b442798948436b15e86f6c795766946 authored almost 11 years ago by Adam Klein <[email protected]>
Additional API cleanup per #185 - remove unnecessary applyLevel/flatten from frame, add NestBy to extensions

3d5ef159ceea35fe2302ff6ada0b24d9e4a0c5da authored almost 11 years ago by Adam Klein <[email protected]>
Small naming change, fixed project file for RProvider plugin.

e103d689e7ac0682a2fc1ca782a66b9d3f944af4 authored almost 11 years ago by Adam Klein <[email protected]>
Additional work on #185, mostly cosmetic refactorings

- move statistics functions out of SeriesModule
- remove statLevel
- combine applyLevel, flatten...

7a0300df5070093c53013d37f0e36cca922486ac authored almost 11 years ago by Adam Klein <[email protected]>
GH #185, moved other statistics functions to separate module

abe43cb61153acf3eb1c694c2262830a4f7922bf authored almost 11 years ago by Adam Klein <[email protected]>
Addresses #185, cleaning up the Deedle statistics API.

* Deprecates statistics functions living on Series
* Adds stats functions for operating on Frame...

c3af8c59339aceab4c120f96cb9a829aa0c04f81 authored almost 11 years ago by Adam Klein <[email protected]>
Review and document the Stats module.

I have not done any major changes in the implementation, so this checkin
mainly just adds docume...

7dc11b751f7544ebb6bdf5754fd18a076c5c99b4 authored almost 11 years ago by Tomas Petricek <[email protected]>
Obsessively cleaning up expandingMinMaxHelper. Done now.

f9417f20df847bbf6e5792ce1be4dad855e9d6bd authored almost 11 years ago by Adam Klein <[email protected]>
Tiny cleanup to expandingMinMaxHelper

d8ec1ec48639a9dd8635849efc13d8ef7125add2 authored almost 11 years ago by Adam Klein <[email protected]>
Clean up naming a tiny bit, remove extraneous conversion to option

ba23dd864d227093712b6909b44c4a7beefa58bc authored almost 11 years ago by Adam Klein <[email protected]>
Added Deque dependency for O(n) moving min/max; added moving & expanding min/max

3b5427f7554f657bd41b70fabc1c077564fa689c authored almost 11 years ago by Adam Klein <[email protected]>
Added Stats.fs to tests

122f635a2c20a3e31e03681d660069e311338368 authored almost 11 years ago by Adam Klein <[email protected]>
A bit of simplification b/c we're only dealing with floats

463957719c02f8c1f1da0857f7f21974310c5f13 authored almost 11 years ago by Adam Klein <[email protected]>
Small cleanup

e609abdf4bb2f728fa0a194275f1634c8a4260f2 authored almost 11 years ago by Adam Klein <[email protected]>
Clean up a bit, keep whole index in projection

ad15375a1729232aadfb7737b3b001c7083b8bf9 authored almost 11 years ago by Adam Klein <[email protected]>
Add sample skewness, kurtosis and tests

ef5b63f46f228fe247cff4c6ca148338b00eaeba authored almost 11 years ago by Adam Klein <[email protected]>
#161 added back count & sum to expanding window fn

24f5b692b050936e9ff2dde654b912911c4b8fd0 authored almost 11 years ago by Adam Klein <[email protected]>
Added missing Stats.fs for #161

405072a3d2d74ffcd1cc7ce5ee11518d0933e3a2 authored almost 11 years ago by Adam Klein <[email protected]>
More changes for #161

Added new module Stats, moved moving and now expanding window
functions there, wrote tests.

fbfa5336c1748e451cfe0c2bb80cfe015612610f authored almost 11 years ago by Adam Klein <[email protected]>
Refactor for #161 - added count, sum, mean, var, stdev

3cb02d158ee222b240a1353b6b3a2eaa834bd613 authored almost 11 years ago by Adam Klein <[email protected]>
A bit of cleanup for #161

8fb6200b2fcde20ff99ffc18e957320287a6b008 authored almost 11 years ago by Adam Klein <[email protected]>
Fix corner case for #161

5f87626c317bd0c7fa58571fb5cfdcbd6cf9f51d authored almost 11 years ago by Adam Klein <[email protected]>
#161 prototype

9e6f12a9300d914bb6d66b901d1c75f59ffb9b66 authored almost 11 years ago by Adam Klein <[email protected]>
Small formatting fixes, added comments

72acb35916c8294a3f3905e5dfd1e920fce5ca45 authored almost 11 years ago by Adam Klein <[email protected]>
Fix off-by-one error in binomial heap implementation

2219859782bab5339aaf099bb7daee59ae8c514e authored almost 11 years ago by Adam Klein <[email protected]>