import sys import numpy as np from pandas import * import pandas.core.sparse as spm reload(spm) from pandas.core.sparse import * N = 10000. arr1 = np.arange(N) index = Index(np.arange(N)) off = N//10 arr1[off : 2 * off] = np.NaN arr1[4*off: 5 * off] = np.NaN arr1[8*off: 9 * off] = np.NaN arr2 = np.arange(N) arr2[3 * off // 2: 2 * off + off // 2] = np.NaN arr2[8 * off + off // 2: 9 * off + off // 2] = np.NaN s1 = SparseSeries(arr1, index=index) s2 = SparseSeries(arr2, index=index) is1 = SparseSeries(arr1, kind='integer', index=index) is2 = SparseSeries(arr2, kind='integer', index=index) s1_dense = s1.to_dense() s2_dense = s2.to_dense() if 'linux' in sys.platform: pth = '/home/wesm/code/pandas/example' else: pth = '/Users/wesm/code/pandas/example' dm = DataFrame.load(pth) sdf = dm.to_sparse() def new_data_like(sdf): new_data = {} for col, series in sdf.iteritems(): new_data[col] = SparseSeries(np.random.randn(len(series.sp_values)), index=sdf.index, sparse_index=series.sp_index, fill_value=series.fill_value) return SparseDataFrame(new_data) # data = {} # for col, ser in dm.iteritems(): # data[col] = SparseSeries(ser) dwp = Panel.fromDict({'foo' : dm}) # sdf = SparseDataFrame(data) lp = stack_sparse_frame(sdf) swp = SparsePanel({'A' : sdf}) swp = SparsePanel({'A' : sdf, 'B' : sdf, 'C' : sdf, 'D' : sdf}) y = sdf x = SparsePanel({'x1' : sdf + new_data_like(sdf) / 10, 'x2' : sdf + new_data_like(sdf) / 10}) dense_y = sdf dense_x = x.to_dense() # import hotshot, hotshot.stats # prof = hotshot.Profile('test.prof') # benchtime, stones = prof.runcall(ols, y=y, x=x) # prof.close() # stats = hotshot.stats.load('test.prof') dense_model = ols(y=dense_y, x=dense_x) import pandas.stats.plm as plm import pandas.stats.interface as face reload(plm) reload(face) # model = face.ols(y=y, x=x)