Mailman 3 February 2012 - NumPy-Discussion

Migrating issues to GitHub
by Travis Oliphant Feb. 26, 2012

Feb. 26, 2012

How to people feel about moving the issue tracking for NumPy to Github? It looks like they have improved their issue tracking quite a bit and the workflow and integration with commits looks quite good from what I can see. Here is one tool I saw that might help in the migration: https://github.com/trustmaster/trac2github Are there others? -Travis

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log relative error
by josef.pktd＠gmail.com Feb. 26, 2012

Feb. 26, 2012

(I got distracted by some numerical accuracy checks. np.polyfit looks good in NIST test.) Does numpy have something like this? def lre(actual, desired): '''calculate log relative error, number of correct significant digits not an informative function name Parameters ---------- actual : array_like actual values desired : array_like desired values Returns ------- lre : ndarray number of significant digits, uses relative absolute difference if desired is not zero, and absolute difference if desired is zero. References ---------- http://en.wikibooks.org/wiki/Statistics:Numerical_Methods/Numerical_Compari… http://digilander.libero.it/foxes/StRD_Benchmarks/X_NIST_StRD_Benchmarks.htm ''' actual = np.atleast_1d(np.asarray(actual)) desired = np.atleast_1d(np.asarray(desired)) mask_zero = desired == 0 dig = np.zeros(desired.shape) dig[mask_zero] = -np.log10(np.abs(actual[mask_zero])) dig[~mask_zero] = -np.log10(np.abs(actual[~mask_zero] - desired[~mask_zero]) / np.abs(desired[~mask_zero])) if np.size(dig) == 1: dig = np.squeeze(dig)[()] return dig Josef

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Creating a bool array with Cython
by Keith Goodman Feb. 26, 2012

Feb. 26, 2012

Is this a reasonable (and fast) way to create a bool array in cython? def makebool(): cdef: int n = 2 np.npy_intp *dims = [n] np.ndarray[np.uint8_t, ndim=1] a a = PyArray_EMPTY(1, dims, NPY_UINT8, 0) a[0] = 1 a[1] = 0 a.dtype = np.bool return a Will a numpy bool array be np.uint8 on all platforms? How can I do a.dtype=np.bool using the numpy C api? Is there any point (speed) in doing so?

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Re: [Numpy-discussion] distributing pre-compiled f2py extensions on OSX
by Mark Bakker Feb. 25, 2012

Feb. 25, 2012

Thanks for the reply, Ralf. Can you point me a bit in the right direction. Scipy is pretty big. Thanks, Mark ------------------------------ > > Message: 2 > Date: Sat, 25 Feb 2012 11:16:50 +0100 > From: Ralf Gommers <ralf.gommers(a)googlemail.com> > Subject: Re: [Numpy-discussion] distributing pre-compiled f2py > extensions on OSX > To: Discussion of Numerical Python <numpy-discussion(a)scipy.org> > Message-ID: > <CABL7CQiBO35Lo=VhZY4MnLs7KS3-322gTMDz_6qEBF+SJbHr6w(a)mail.gmail.com > > > Content-Type: text/plain; charset="iso-8859-1" > > On Fri, Feb 24, 2012 at 3:39 PM, Mark Bakker <markbak(a)gmail.com> wrote: > > > Two short questions: > > > > 1. When I distribute pre-compiled f2py extensions for OSX, it seems that > > the users need gfortran installed, else it cannot find > libgfortran.3.dylib. > > Is there a way to link that file with the extension? > > > > You can look at how this is done in Scipy. > > > > 2. Should extensions compiled on Snowleopard work on Lion? > > > > Yes. > > Ralf >

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bincount([], minlength=2) should work right?
by James Bergstra Feb. 25, 2012

Feb. 25, 2012

bincount([]) makes no sense, but if a minlength argument is provided, then the routine should succeed. It fails in 1.6.1, has it been fixed in master? - James -- http://www-etud.iro.umontreal.ca/~bergstrj

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numpy uint16 array to unicode string
by Janwillem Feb. 25, 2012

Feb. 25, 2012

I have a buffer as a numpy array of uint16. Chunks of this buffer are unicode characters. How do I get these chunks, say data[start:end], in a string? Other chunks are 32bit integers how do I get these chunks into a numpy array of int32? Many thanks, Janwillem

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distributing pre-compiled f2py extensions on OSX
by Mark Bakker Feb. 25, 2012

Feb. 25, 2012

Two short questions: 1. When I distribute pre-compiled f2py extensions for OSX, it seems that the users need gfortran installed, else it cannot find libgfortran.3.dylib. Is there a way to link that file with the extension? 2. Should extensions compiled on Snowleopard work on Lion? Thanks, Mark

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Test survey that I have been putting together
by Travis Oliphant Feb. 24, 2012

Feb. 24, 2012

Hey all, I would like to gather concrete information about NumPy users and have some data to look at regarding the user base and features that are of interest. We have been putting together a survey that I would love feedback on from members of this list. If you have time and are interested in helping us gather information for improving NumPy, could you please take and fill out information on the following survey: https://www.surveymonkey.com/s/numpy_list_survey After you complete the survey, I would really appreciate any feedback on questions that could be improved, removed, or added. Once we incoporate your feedback, we will distribute the survey more broadly and will report back the main results of the survey to this list. Thank you, -Travis

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Quantitative Researcher (Chicago, IL)
by Denise Thornton Feb. 24, 2012

Feb. 24, 2012

Quantitative Researcher (Chicago, IL) Job Description TradeLink Securities is currently hiring a Quantitative Researcher to join our team. We are looking for a quantitative researcher to help develop and test investment and trading strategies. The ideal candidate will have experience analyzing, modeling and managing large scale real world data in programming languages such as Python, C++, R or Matlab. We are heavy users of python and associated scientific computing tools like numpy, scipy, matplotlib, cython, pandas and SQL. Familiarity with these tools is a big plus, but we would consider a candidate with sufficient experience in other environments. Unlike many quantitative shops, our focus is not on applying sophisticated mathematical models to high frequency derivative trading, but rather on using a rigorous approach to detecting, describing and capturing inefficiencies that can cause securities to depart significantly from fair value. You would join a small team of quantitative researchers, programmers, analysts and traders. We manage all aspects of the investment and trading process, from idea generation and testing, production trading implementation, and performance diagnostics and reporting. Responsibilities . Develop and test trading strategies . Conduct research, analyze, and present discoveries . Work closely with other quantitative researchers, programmers, analysts and traders . Optimize current trading strategies/systems and adjust parameters to adapt to changing market conditions . Develop and maintain proprietary databases, reports and monitors . Work closely with the traders to understand business requirements, design efficient and scalable solutions . Create and maintain up to date work plans, followed by communicating status to traders . Perform related duties as required Skills & Requirements . Master's degree, PHD or equivalent in Mathematics, Financial Mathematics, Statistics, Engineering, Econometrics, Physics, Computer Science or related advanced degree in quantitative fields preferred . Experience with C++, R or equivalent is a plus . Data modeling . Statistical skills . Interest in financial markets . Ability to respond rapidly . Strong attention to detail . Excellent written and verbal communication skills. . Ability to work in a high pressure, dynamic trading environment. . Ability to work independently Please apply online at: <http://tradelinkllc.atsondemand.com/index.cfm?fuseaction=512172.viewjobdeta il&CID=512172&JID=413727&BUID=1960> http://tradelinkllc.atsondemand.com//index.cfm?fuseaction=512172.viewjobdeta il&CID=512172&JID=413727&BUID=1960

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mkl usage
by Neal Becker Feb. 24, 2012

Feb. 24, 2012

Is mkl only used for linear algebra? Will it speed up e.g., elementwise transendental functions?

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