I’m on my way back from R/Finance 2012. Those guys did a nice job of organizing the conference and was great to meet everyone there. As part of pandas development, I have had to develop a suite of high performance …Read more »

In time series data, it’s fairly common to need to compute the last known value “as of” a particular date. However, missing data is the norm, so it’s a touch more complicated than doing a simple binary search. Here is …Read more »

I apologize in advance for writing what might be the first neutral to negative article about Julia that you’ve read. For those of you who don’t know, Julia is a new dynamic language with an LLVM-based JIT compiler designed for …Read more »

Yesterday I found myself adding some additional Cython methods for doing fast grouped aggregations in pandas. To my disappointment, I found myself duplicating a lot of code and not having much alternative beyond cooking up some kind of ad hoc …Read more »

I prepared this lightning talk for PyCon on vbench, my performance monitoring tool, but didn’t have a chance to give it. If I get energetic I might make a screencast of it, but here are the slides: vbench: lightweight performance …Read more »

Someone recently asked me about creating cross-tabulations and contingency tables using pandas. I wrote a bit about this in October after implementing the pivot_table function for DataFrame. So I thought I would give a few more examples and show R …Read more »

I had the privilege of speaking last night at the NYCPython meetup group. I’ve given tons of “use pandas!” talks so I thought I would take a slightly different angle and talk about some of the design and implementation work …Read more »

I posted a brief article with some preliminary benchmarks for the new merge/join infrastructure that I’ve built in pandas. I compared the performance with base::merge in R which, as various folks in the R community have pointed out, is fairly …Read more »

Over the last week I have completely retooled pandas’s “database” join infrastructure / algorithms in order to support the full gamut of SQL-style many-to-many merges (pandas has had one-to-one and many-to-one joins for a long time). I was curious about …Read more »

Do you know how fast your code is? Is it faster than it was last week? Or a month ago? How do you know if you accidentally made a function slower by changes elsewhere? Unintentional performance regressions are extremely common …Read more »