Related Python libraries

la (larry)

Keith Goodman’s excellent labeled array package is very similar to pandas in many regards, though with some key differences. The main philosophical design difference is to be a wrapper around a single NumPy ndarray object while adding axis labeling and label-based operations and indexing. Because of this, creating a size-mutable object with heterogeneous columns (e.g. DataFrame) is not possible with the la package.

• Provide a single n-dimensional object with labeled axes with functionally analogous data alignment semantics to pandas objects
• Advanced / label-based indexing similar to that provided in pandas but setting is not supported
• Stays much closer to NumPy arrays than pandas– larry objects must be homogeneously typed
• GroupBy support is relatively limited, but a few functions are available: group_mean, group_median, and group_ranking
• It has a collection of analytical functions suited to quantitative portfolio construction for financial applications
• It has a collection of moving window statistics implemented in Bottleneck

statsmodels

The main statistics and econometrics library for Python. pandas has become a dependency of this library.

scikits.timeseries

scikits.timeseries provides a data structure for fixed frequency time series data based on the numpy.MaskedArray class. For time series data, it provides some of the same functionality to the pandas Series class. It has many more functions for time series-specific manipulation. Also, it has support for many more frequencies, though less customizable by the user (so 5-minutely data is easier to do with pandas for example).

We are aiming to merge these libraries together in the near future.

Progress:

• It has a collection of moving window statistics implemented in Bottleneck
• Outstanding issues

Summarising, Pandas offers superior functionality due to its combination with the pandas.DataFrame.

An introduction for former users of scikits.timeseries is provided in the migration guide.