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Merge pull request #28 from ulf1/rename-repo
fix #22 rename to numpy-fracdiff for pypi
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CHANGES.md

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* sklearn wrapper removed
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* License changed to MIT
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* rename to numpy-fracdiff for pypi
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# 0.2.0 / 2020-03-27
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README.md

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Fractional Difference for Time Series
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## Installation
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The `fracdiff` [git repo](http://github.com/ulf1/fracdiff) is a private package that needs to be installed from github
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The `numpy-fracdiff` [git repo](http://github.com/ulf1/numpy-fracdiff) is available as [PyPi package](https://pypi.org/project/numpy-fracdiff)
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```
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pip install git+ssh://[email protected]/ulf1/fracdiff.git
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pip install numpy-fracdiff
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pip install git+ssh://[email protected]/ulf1/numpy-fracdiff.git
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```
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with GemFury
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```
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FURY_AUTH="<deploy token>"
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pip install fracdiff --extra-index-url https://${FURY_AUTH}:@pypi.fury.io/kmedian/
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```
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## Install via requirements.txt
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when using `fracdiff==0.2.*` in `requirements.txt`,
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add on top of `requirements.txt`:
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```
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# Access private packages on gemfury
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--index-url https://${FURY_AUTH}:@pypi.fury.io/kmedian/
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...
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```
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## Usage
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Check the [examples](https://github.com/ulf1/fracdiff/tree/master/examples) folder for notebooks.
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Set `FURY_AUTH` with the deploy token before pip commands:
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```
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FURY_AUTH="<deploy token>" pip install -r requirements.txt
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```
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## Install a virtual env
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## Commands
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Install a virtual environment
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```
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python3.6 -m venv .venv
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pip install -r requirements.txt
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```
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## Usage
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Check the [examples](https://github.com/ulf1/fracdiff/tree/master/examples) folder for notebooks.
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(If your git repo is stored in a folder with whitespaces, then don't use the subfolder `.venv`. Use an absolute path without whitespaces.)
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Python commands
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## Commands
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* Jupyter for the examples: `jupyter lab`
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* Check syntax: `flake8 --ignore=F401 --exclude=$(grep -v '^#' .gitignore | xargs | sed -e 's/ /,/g')`
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* Run Unit Tests: `python -W ignore -m unittest discover`
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* Remove `.pyc` files: `find . -type f -name "*.pyc" | xargs rm`
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* Remove `__pycache__` folders: `find . -type d -name "__pycache__" | xargs rm -rf`
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* Publish on GemFury pypi server: `python setup.py sdist && twine upload -r fury dist/*`
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* Upload to PyPi with twine: `python setup.py sdist && twine upload -r pypi dist/*`
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Clean up
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```
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find . -type f -name "*.pyc" | xargs rm
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find . -type d -name "__pycache__" | xargs rm -r
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rm -r .pytest_cache
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rm -r .venv
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```

examples/profile-apply-weights.ipynb

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"source": [
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"import numpy as np\n",
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"import numba\n",
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"from fracdiff.frac_weights import frac_weights"
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"from numpy_fracdiff.frac_weights import frac_weights"
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]
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},
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{
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"name": "stdout",
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"output_type": "stream",
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"text": [
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"CPU times: user 2.95 ms, sys: 2.15 ms, total: 5.1 ms\n",
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"Wall time: 11.1 ms\n",
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"CPU times: user 607 ms, sys: 8.83 ms, total: 616 ms\n",
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"Wall time: 627 ms\n"
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"CPU times: user 2.92 ms, sys: 1.33 ms, total: 4.25 ms\n",
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"Wall time: 5.49 ms\n",
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"CPU times: user 787 ms, sys: 19.4 ms, total: 806 ms\n",
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"Wall time: 931 ms\n"
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]
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}
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],
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"name": "stdout",
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"output_type": "stream",
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"text": [
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"874 µs ± 8.7 µs per loop (mean ± std. dev. of 7 runs, 1000 loops each)\n",
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"332 µs ± 5.56 µs per loop (mean ± std. dev. of 7 runs, 1000 loops each)\n"
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"949 µs ± 101 µs per loop (mean ± std. dev. of 7 runs, 1000 loops each)\n",
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"336 µs ± 7.18 µs per loop (mean ± std. dev. of 7 runs, 1000 loops each)\n"
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]
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}
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],

examples/profile-integer-differentiation.ipynb

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requirements.txt

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matplotlib>=3.1.*
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quandl>=3.5.*
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pandas>=1.0.*
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scipy>=1.4.*

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