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[Numba]: https://numba.pydata.org/
[xarray]: https://docs.xarray.dev/en/stable/
# cmomy
A Python package to calculate and manipulate Central (co)moments. The main
features of `cmomy` are as follows:
- [Numba][Numba] accelerated computation of central moments and co-moments
- Routines to combine, and resample central moments.
- Both [numpy][numpy] array-like and [xarray][xarray] DataArray interfaces to
Data.
- Routines to convert between central and raw moments.
## Overview
`cmomy` is an open source package to calculate central moments and co-moments in
a numerical stable and direct way. Behind the scenes, `cmomy` makes use of
[Numba][Numba] to rapidly calculate moments. A good introduction to the type of
formulas used can be found
[here](https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance).
## Features
- Fast calculation of central moments and central co-moments with weights
- Support for scalar or vector inputs
- numpy and xarray api's
- bootstrap resampling
## Status
This package is actively used by the author. Please feel free to create a pull
request for wanted features and suggestions!
## Quick start
Use one of the following
```bash
pip install cmomy
```
or
```bash
conda install -c wpk-nist cmomy
```
## Example usage
```python
import numpy as np
import cmomy
x = np.random.rand(100)
m = x.mean()
mom = np.array([((x - m)**i).mean() for i in range(4)])
c = cmomy.CentralMoments.from_vals(x, mom=3)
mom
Out[7]: array([1.0000e+00, 4.1633e-17, 7.3123e-02, 7.4912e-03])
c.cmom()
Out[8]: array([1. , 0. , 0.0731, 0.0075])
# break up into chunks
c = cmomy.CentralMoments.from_vals(x.reshape(-1, 2), mom=3)
c
Out[10]:
<CentralMoments(val_shape=(2,), mom=(3,))>
array([[5.0000e+01, 5.1032e-01, 6.4334e-02, 4.0363e-03],
[5.0000e+01, 4.4598e-01, 7.9842e-02, 1.2443e-02]])
c.reduce(axis=0).cmom()
Out[11]: array([1. , 0. , 0.0731, 0.0075])
# unequal chunks
x0, x1, x2 = x[:20], x[20:60], x[60:]
cs = [cmomy.CentralMoments.from_vals(_, mom=3) for _ in (x0, x1, x2)]
c = cs[0] + cs[1] + cs[2]
c.cmom()
Out[15]: array([1. , 0. , 0.0731, 0.0075])
```
## Note on caching
This code makes extensive use of the numba python package. This uses a jit
compiler to speed up vital code sections. This means that the first time a
function called, it has to compile the underlying code. However, caching has
been implemented. Therefore, the very first time you run a function, it may be
slow. But all subsequent uses (including other sessions) will be already
compiled.
A quick way to cache (most all) the [Numba][Numba] functions is to run the
tests. This can be done with
```bash
conda/mamba/pip install pytest
pytest --pyargs cmomy
```
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## Documentation
See the [documentation][docs-link] for a look at `cmomy` in action.
## License
This is free software. See [LICENSE][license-link].
## Related work
This package is used extensively in the newest version of `thermoextrap`. See
[here](https://github.com/usnistgov/thermo-extrap).
## Contact
The author can be reached at wpk@nist.gov.
## Credits
This package was created with
[Cookiecutter](https://github.com/audreyr/cookiecutter) and the
[wpk-nist-gov/cookiecutter-pypackage](https://github.com/wpk-nist-gov/cookiecutter-pypackage)
Project template forked from
[audreyr/cookiecutter-pypackage](https://github.com/audreyr/cookiecutter-pypackage).
# Changelog
Changelog for `cmomy`
## Unreleased
See the fragment files in [changelog.d](https://github.com/usnistgov/cmomy)
<!-- scriv-insert-here -->
## v0.4.0 — 2023-05-02
### Added
- Moved module `_docstrings_` to `docstrings`. This can be used by other
modules.
### Changed
- Update package layout
- New linters via pre-commit
- Development env now handled by tox
- Now use `module-utilities` to handle caching and docfiller.
[`v0.3.0...v0.4.0`](https://github.com/usnistgov/cmomy/compare/v0.3.0...v0.4.0)
## v0.3.0 - 2023-04-24
Full set of changes:
[`v0.2.2...v0.3.0`](https://github.com/usnistgov/cmomy/compare/v0.2.2...v0.3.0)
## v0.2.2 - 2023-04-05
Full set of changes:
[`v0.2.1...v0.2.2`](https://github.com/usnistgov/cmomy/compare/v0.2.1...v0.2.2)
## v0.2.1 - 2023-04-05
Full set of changes:
[`v0.2.0...v0.2.1`](https://github.com/usnistgov/cmomy/compare/v0.2.0...v0.2.1)
## v0.2.0 - 2023-03-22
Full set of changes:
[`v0.1.9...v0.2.0`](https://github.com/usnistgov/cmomy/compare/v0.1.9...v0.2.0)
## v0.1.9 - 2023-02-15
Full set of changes:
[`v0.1.8...v0.1.9`](https://github.com/usnistgov/cmomy/compare/v0.1.8...v0.1.9)
## v0.1.8 - 2022-12-02
Full set of changes:
[`v0.1.7...v0.1.8`](https://github.com/usnistgov/cmomy/compare/v0.1.7...v0.1.8)
## v0.1.7 - 2022-09-28
Full set of changes:
[`v0.1.6...v0.1.7`](https://github.com/usnistgov/cmomy/compare/v0.1.6...v0.1.7)
## v0.1.6 - 2022-09-27
Full set of changes:
[`v0.1.5...v0.1.6`](https://github.com/usnistgov/cmomy/compare/v0.1.5...v0.1.6)
## v0.1.5 - 2022-09-26
Full set of changes:
[`v0.1.4...v0.1.5`](https://github.com/usnistgov/cmomy/compare/v0.1.4...v0.1.5)
## v0.1.4 - 2022-09-15
Full set of changes:
[`v0.1.3...v0.1.4`](https://github.com/usnistgov/cmomy/compare/v0.1.3...v0.1.4)
## v0.1.3 - 2022-09-15
Full set of changes:
[`v0.1.2...v0.1.3`](https://github.com/usnistgov/cmomy/compare/v0.1.2...v0.1.3)
## v0.1.2 - 2022-09-13
Full set of changes:
[`v0.1.1...v0.1.2`](https://github.com/usnistgov/cmomy/compare/v0.1.1...v0.1.2)
## v0.1.1 - 2022-09-13
Full set of changes:
[`v0.1.0...v0.1.1`](https://github.com/usnistgov/cmomy/compare/v0.1.0...v0.1.1)
## v0.1.0 - 2022-09-13
Full set of changes:
[`v0.0.7...v0.1.0`](https://github.com/usnistgov/cmomy/compare/v0.0.7...v0.1.0)
## v0.0.7 - 2021-05-18
Full set of changes:
[`v0.0.6...v0.0.7`](https://github.com/usnistgov/cmomy/compare/v0.0.6...v0.0.7)
## v0.0.6 - 2021-02-03
Full set of changes:
[`v0.0.4...v0.0.6`](https://github.com/usnistgov/cmomy/compare/v0.0.4...v0.0.6)
## v0.0.4 - 2020-12-21
Full set of changes:
[`v0.0.3...v0.0.4`](https://github.com/usnistgov/cmomy/compare/v0.0.3...v0.0.4)
This software was developed by employees of the National Institute of Standards
and Technology (NIST), an agency of the Federal Government. Pursuant to title 17
United States Code Section 105, works of NIST employees are not subject to
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domain. Permission to freely use, copy, modify, and distribute this software and
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