Introductionto Python for Econometrics, Statistics and Data Analysis.pdf

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1、IntroductiontoPythonforEconometrics,StatisticsandDataAnalysisKevinSheppardUniversityofOxfordthMonday25November,2013-©2012,2013KevinSheppard2ChangeLogVersion2.02•ChangedtheAnacondainstalltousebothcreateandinstall,whichshowshowtoinstalladditionalpackages.•Fi

2、xedsomemissingpackagesinthedirectinstall.•ChangedtheconfigurationofIPythontoreflectbestpractices.•AddedsubsectioncoveringIPythonprofiles.Version2.01•UpdatedAnacondato1.8andaddedsomeadditionalpackagestotheinstallationforSpyder.•SmallsectionaboutSpyderasagoodst

3、artingIDE.iiiNotestothe2ndEditionThiseditionincludesthefollowingchangesfromthefirstedition(March2012):•ThepreferredinstallationmethodisnowContinuumAnalytics’Anaconda.Anacondaisacompletescientificstackandisavailableforallmajorplatforms.•Newchapteronpandas.pan

4、dasprovidesasimplebutpowerfultooltomanagedataandperformbasicanalysis.Italsogreatlysimplifiesimportingandexportingdata.•Newchapteronadvancedselectionofelementsfromanarray.•Numbaprovidesjust-in-timecompilationfornumericPythoncodewhichoftenproduceslargeper-for

5、mancegainswhenpureNumPysolutionsarenotavailable(e.g.loopingcode).•Dictionary,setandtuplecomprehensions•Numeroustypos•AllcodehasbeenverifiedworkingagainstAnaconda1.7.0.iiiivContents1Introduction11.1Background.............................................11.2C

6、onventions.............................................21.3ImportantComponentsofthePythonScientificStack........................31.4Setup................................................41.5UsingPython............................................91.6Exercises

7、..............................................191.Aregister_python.py..........................................192Python2.7vs.3(andtherest)232.1Python2.7vs.3...........................................232.2IntelMathKernelLibraryandAMDCoreMathLibrary........

8、................232.3OtherVariants............................................242.ARelevantDifferencesbetweenPython2.7and3...........................253Built-inDataTypes273.1VariableNames.....................