54_Python在经济计量统计和数据分析上的应用

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1、IntroductiontoPythonforEconometrics,StatisticsandDataAnalysisKevinSheppardUniversityofOxfordthSaturday12October,2013-©2012,2013KevinSheppard2Notestothe2ndEditionThiseditionincludesthefollowingchangesfromthefirstedition(March2012):•ThepreferredinstallationmethodisnowContinuumAnalytics’Anaconda.

2、Anacondaisacompletescientificstackandisavailableforallmajorplatforms.•Newchapteronpandas.pandasprovidesasimplebutpowerfultooltomanagedataandperformbasicanalysis.Italsogreatlysimplifiesimportingandexportingdata.•Newchapteronadvancedselectionofelementsfromanarray.•Numbaprovidesjust-in-timecompila

3、tionfornumericPythoncodewhichoftenproduceslargeper-formancegainswhenpureNumPysolutionsarenotavailable(e.g.loopingcode).•Dictionary,setandtuplecomprehensions•Numeroustypos•AllcodehasbeenverifiedworkingagainstAnaconda1.7.0.iiiContents1Introduction11.1Background...................................

4、..........11.2Conventions.............................................21.3ImportantComponentsofthePythonScientificStack........................31.4Setup................................................41.5TestingtheEnvironment.......................................121.6PythonProgramming........

5、................................121.7Exercises..............................................161.Aregister_python.py..........................................182Python2.7vs.3(andtherest)212.1Python2.7vs.3...........................................212.2IntelMathKernelLibraryandAMDCoreMathLibrar

6、y........................212.3OtherVariants............................................222.ARelevantDifferencesbetweenPython2.7and3...........................233Built-inDataTypes253.1VariableNames...........................................253.2CoreNativeDataTypes..............................

7、.........263.3PythonandMemoryManagement..................................363.4Exercises..............................................384ArraysandMatrices414.1Array.................................................414.2Matrix...................