Questions about mathematical and statistical functionality in Python

Talbot Katz topkatz at msn.com
Fri Jun 15 16:02:27 CEST 2007


Thank you to all who replied online or offline.  This has been quite 
helpful.

--  TMK  --
212-460-5430	home
917-656-5351	cell



>From: "John Krukoff" <jkrukoff at ltgc.com>
>To: "'Talbot Katz'" <topkatz at msn.com>
>CC: <python-list at python.org>
>Subject: RE: Questions about mathematical and statistical functionality in 
>Python
>Date: Thu, 14 Jun 2007 15:53:40 -0600
>
>On Jun 14, 4:02 pm, "Talbot Katz" <topk... at msn.com> wrote:
> > Greetings Pythoners!
> >
> > I hope you'll indulge an ignorant outsider.  I work at a financial
> > software
> > firm, and the tool I currently use for my research is R, a software
> > environment for statistical computing and graphics.  R is designed with
> > matrix manipulation in mind, and it's very easy to do regression and 
>time
> > series modeling, and to plot the results and test hypotheses.  The kinds
> > of
> > functionality we rely on the most are standard and robust versions of
> > regression and principal component / factor analysis, bayesian methods
> > such
> > as Gibbs sampling and shrinkage, and optimization by linear, quadratic,
> > newtonian / nonlinear, and genetic programming; frequently used graphics
> > include QQ plots and histograms.  In R, these procedures are all 
>available
> > as functions (some of them are in auxiliary libraries that don't come 
>with
> > the standard distribution, but are easily downloaded from a central
> > repository).
> >
> > For a variety of reasons, the research group is considering adopting
> > Python.
> >   Naturally, I am curious about the mathematical, statistical, and
> > graphical
> > functionality available in Python.  Do any of you out there use Python 
>in
> > financial research, or other intense mathematical/statistical 
>computation?
> > Can you compare working in Python with working in a package like R or S-
> > Plus
> > or Matlab, etc.?  Which of the procedures I mentioned above are 
>available
> > in
> > Python?  I appreciate any insight you can provide.  Thanks!
> >
> > --  TMK  --
> > 212-460-5430	home
> > 917-656-5351	cell
> >
> >
> > --
> > http://mail.python.org/mailman/listinfo/python-list
>
>It is worth noting that there's a bridge available to allow python to
>integrate cleanly with R, the Rpy project:
>http://rpy.sourceforge.net/
>
>Which should allow you to use python for whatever it is you need without
>abandoning R for your mathematical/statistical work.
>
>---------
>John Krukoff
>jkrukoff at ltgc.com
>





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