org

saddle

package saddle

Saddle

Saddle is a Scala Data Library.

Saddle provides array-backed, indexed one- and two-dimensional data structures.

These data structures are specialized on JVM primitives. With them one can often avoid the overhead of boxing and unboxing.

Basic operations also aim to be robust to missing values (NA's)

The building blocks are intended to be easily composed.

Additionally, there are some numerical utilities: eg, a fast suite of org.saddle.util.Random number generators).

The foundational building blocks are:

Inspiration for Saddle comes from many sources, including the R programming language, the pandas data analysis library for Python, and the Scala collections library.

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Type Members

  1. trait Buffer[T] extends AnyRef

    Buffer provides a mutable data structure specialized on several primitive types.

    Buffer provides a mutable data structure specialized on several primitive types. Appending an element takes amortized constant time, and the buffer instance can be converted to an array either implicitly or explicitly via toArray.

  2. type CLM[C] = ClassTag[C]

    Shorthand for class manifest typeclass

  3. class Frame[RX, CX, T] extends NumericOps[Frame[RX, CX, T]] with Serializable

    Frame is an immutable container for 2D data which is indexed along both axes (rows, columns) by associated keys (i.e., indexes).

    Frame is an immutable container for 2D data which is indexed along both axes (rows, columns) by associated keys (i.e., indexes).

    The primary use case is homogeneous data, but a secondary concern is to support heterogeneous data that is homogeneous ony within any given column.

    The row index, column index, and constituent value data are all backed ultimately by arrays.

    Frame is effectively a doubly-indexed associative map whose row keys and col keys each have an ordering provided by the natural (provided) order of their backing arrays.

    Several factory and access methods are provided. In the following examples, assume that:

    val f = Frame('a'->Vec(1,2,3), 'b'->Vec(4,5,6))

    The apply method takes a row and col key returns a slice of the original Frame:

    f(0,'a') == Frame('a'->Vec(1))

    apply also accepts a org.saddle.index.Slice:

    f(0->1, 'b') == Frame('b'->Vec(4,5))
    f(0, *) == Frame('a'->Vec(1), 'b'->Vec(4))

    You may slice using the col and row methods respectively, as follows:

    f.col('a') == Frame('a'->Vec(1,2,3))
    f.row(0) == Frame('a'->Vec(1), 'b'->Vec(4))
    f.row(0->1) == Frame('a'->Vec(1,2), 'b'->Vec(4,5))

    You can achieve a similar effect with rowSliceBy and colSliceBy

    The colAt and rowAt methods take an integer offset i into the Frame, and return a Series indexed by the opposing axis:

    f.rowAt(0) == Series('a'->1, 'b'->4)

    If there is a one-to-one relationship between offset i and key (ie, no duplicate keys in the index), you may achieve the same effect via key as follows:

    f.first(0) == Series('a'->1, 'b'->4)
    f.firstCol('a') == Series(1,2,3)

    The at method returns an instance of a org.saddle.scalar.Scalar, which behaves much like an Option; it can be either an instance of org.saddle.scalar.NA or a org.saddle.scalar.Value case class:

    f.at(0, 0) == scalar.Scalar(1)

    The rowSlice and colSlice methods allows slicing the Frame for locations in [i, j) irrespective of the value of the keys at those locations.

    f.rowSlice(0,1) == Frame('a'->Vec(1), 'b'->Vec(4))

    Finally, the method raw accesses a value directly, which may reveal the underlying representation of a missing value (so be careful).

    f.raw(0,0) == 1

    Frame may be used in arithmetic expressions which operate on two Frames or on a Frame and a scalar value. In the former case, the two Frames will automatically align along their indexes:

    f + f.shift(1) == Frame('a'->Vec(NA,3,5), 'b'->Vec(NA,9,11))
    RX

    The type of row keys

    CX

    The type of column keys

    T

    The type of entries in the frame

  4. trait Index[T] extends Serializable

    Index provides a constant-time look-up of a value within array-backed storage, as well as operations to support joining and slicing.

  5. trait Mat[A] extends NumericOps[Mat[A]] with Serializable

    Mat is an immutable container for 2D homogeneous data (a "matrix").

    Mat is an immutable container for 2D homogeneous data (a "matrix"). It is backed by a single array. Data is stored in row-major order.

    Several element access methods are provided.

    The at method returns an instance of a org.saddle.scalar.Scalar, which behaves much like an Option in that it can be either an instance of org.saddle.scalar.NA or a org.saddle.scalar.Value case class:

    val m = Mat(2,2,Array(1,2,3,4))
    m.at(0,0) == Value(1)

    The method raw accesses the underlying value directly.

    val m = Mat(2,2,Array(1,2,3,4))
    m.raw(0,0) == 1d

    Mat may be used in arithemetic expressions which operate on two Mats or on a Mat and a primitive value. A fe examples:

    val m = Mat(2,2,Array(1,2,3,4))
    m * m == Mat(2,2,Array(1,4,9,16))
    m dot m == Mat(2,2,Array(7d,10,15,22))
    m * 3 == Mat(2, 2, Array(3,6,9,12))

    Note, Mat is generally compatible with EJML's DenseMatrix. It may be convenient to induce this conversion to do more complex linear algebra, or to work with a mutable data structure.

    A

    Type of elements within the Mat

  6. type NUM[C] = Numeric[C]

    Shorthand for numeric typeclass

  7. type ORD[C] = Ordering[C]

    Shorthand for ordering typeclass

  8. type ST[C] = ScalarTag[C]

    Shorthand for scalar tag typeclass

  9. class Series[X, T] extends NumericOps[Series[X, T]] with Serializable

    Series is an immutable container for 1D homogeneous data which is indexed by a an associated sequence of keys.

    Series is an immutable container for 1D homogeneous data which is indexed by a an associated sequence of keys.

    Both the index and value data are backed by arrays.

    Series is effectively an associative map whose keys have an ordering provided by the natural (provided) order of the backing array.

    Several element access methods are provided.

    The apply method returns a slice of the original Series:

    val s = Series(Vec(1,2,3,4), Index('a','b','b','c'))
    s('a') == Series('a'->1)
    s('b') == Series('b'->2, 'b'->3)

    Other ways to slice a series involve implicitly constructing an org.saddle.index.Slice object and passing it to the Series apply method:

    s('a'->'b') == Series('a'->1, 'b'->2, 'b'->3)
    s(* -> 'b') == Series('a'->1, 'b'->2, 'b'->3)
    s('b' -> *) == Series('b'->2, 'b'->3, 'c'->4)
    s(*) == s

    The at method returns an instance of a org.saddle.scalar.Scalar, which behaves much like an Option in that it can be either an instance of org.saddle.scalar.NA or a org.saddle.scalar.Value case class:

    s.at(0) == Scalar(1)

    The slice method allows slicing the Series for locations in [i, j) irrespective of the value of the keys at those locations.

    s.slice(2,4) == Series('b'->3, 'c'->4)

    To slice explicitly by labels, use the sliceBy method, which is inclusive of the key boundaries:

    s.sliceBy('b','c') == Series('b'->3, 'c'->4)

    The method raw accesses the value directly, which may reveal the underlying representation of a missing value (so be careful).

    s.raw(0) == 1

    Series may be used in arithmetic expressions which operate on two Series or on a Series and a scalar value. In the former case, the two Series will automatically align along their indexes. A few examples:

    s * 2 == Series('a'->2, 'b'->4, ... )
    s + s.shift(1) == Series('a'->NA, 'b'->3, 'b'->5, ...)
    X

    Type of elements in the index, for which there must be an implicit Ordering and ST

    T

    Type of elements in the values array, for which there must be an implicit ST

  10. trait Vec[T] extends NumericOps[Vec[T]] with Serializable

    Vec is an immutable container for 1D homogeneous data (a "vector").

    Vec is an immutable container for 1D homogeneous data (a "vector"). It is backed by an array and indexed from 0 to length - 1.

    Several element access methods are provided.

    The apply() method returns a slice of the original vector:

    val v = Vec(1,2,3,4)
    v(0) == Vec(1)
    v(1, 2) == Vec(2,3)

    The at method returns an instance of a org.saddle.scalar.Scalar, which behaves much like an Option in that it can be either an instance of org.saddle.scalar.NA or a org.saddle.scalar.Value case class:

    Vec[Int](1,2,3,na).at(0) == Scalar(1)
    Vec[Int](1,2,3,na).at(3) == NA

    The method raw accesses the underlying value directly.

    Vec(1d,2,3).raw(0) == 1d

    Vec may be used in arithemetic expressions which operate on two Vecs or on a Vec and a scalar value. A few examples:

    Vec(1,2,3,4) + Vec(2,3,4,5) == Vec(3,5,7,9)
    Vec(1,2,3,4) * 2 == Vec(2,4,6,8)

    Note, Vec is implicitly convertible to an array for convenience; this could be abused to mutate the contents of the Vec. Try to avoid this!

    T

    Type of elements within the Vec

Value Members

  1. def *: SliceAll

    Syntactic sugar, placeholder for 'slice-all'

    Syntactic sugar, placeholder for 'slice-all'

    val v = Vec(1,2,3, 4)
    val u = v(*)
  2. object Buffer

  3. object Frame extends BinOpFrame with Serializable

  4. object Index extends Serializable

  5. object Mat extends BinOpMat with Serializable

  6. object Panel

    Convenience constructors for a Frame[RX, CX, Any] that accept arbitrarily-typed Vectors and Series as constructor parameters, leaving their internal representations unchanged.

  7. object Series extends BinOpSeries with Serializable

  8. val UTF8: String

    Constant used in string byte-level manipulation

  9. object Vec extends BinOpVec with VecStatsImplicits with VecBoolEnricher with Serializable

  10. package array

    This package contains utilities for working with arrays that are specialized for numeric types.

  11. package buffer

  12. def clock[T](op: ⇒ T): (Double, T)

    Allow timing of an operation

    Allow timing of an operation

    clock { bigMat.T dot bigMat }
  13. package groupby

  14. package index

  15. package io

  16. package locator

  17. package mat

  18. object na

    na provides syntactic sugar for constructing primitives recognized as NA.

    na provides syntactic sugar for constructing primitives recognized as NA. A use case is be:

    Vec[Int](1,2,na,4)

    na will implicitly convert to a primitive having the designated missing value bit pattern. That pattern is as follows:

    1. byte => Byte.MinValue
    2. char => Char.MinValue
    3. short => Short.Minvalue
    4. int => Int.MinValue
    5. long => Long.MinValue
    6. float => Float.NaN
    7. double => Double.NaN

    The NA bit pattern for integral types is MinValue because it induces a symmetry on the remaining bound of values; e.g. the remaining Byte bound is (-127, +127).

    Note since Booleans can only take on two values, it has no na primitive bit pattern.

  19. package ops

    Provides type aliases for a few basic operations

  20. implicit def pair2Slice[T](p: (T, T)): SliceDefault[T]

    Syntactic sugar, allow '->' to generate an (inclusive) index slice

    Syntactic sugar, allow '->' to generate an (inclusive) index slice

    val v = Vec(1,2,3,4)
    val u = v(0 -> 2)
  21. implicit def pair2SliceFrom[T](p: (T, SliceAll)): SliceFrom[T]

    Syntactic sugar, allow ' -> *' to generate an (inclusive) index slice, open on right

    Syntactic sugar, allow ' -> *' to generate an (inclusive) index slice, open on right

    val v = Vec(1,2,3,4)
    val u = v(1 -> *)
  22. implicit def pair2SliceSingle[T](k: T): SliceDefault[T]

    Provides for one-element slicing, e.g.

    Provides for one-element slicing, e.g.

    val v = Vec(1,2,3, 4)
    val u = v(1)
  23. implicit def pair2SliceTo[T](p: (SliceAll, T)): SliceTo[T]

    Syntactic sugar, allow '* -> ' to generate an (inclusive) index slice, open on left

    Syntactic sugar, allow '* -> ' to generate an (inclusive) index slice, open on left

    val v = Vec(1,2,3,4)
    val u = v(* -> 2)
  24. package scalar

  25. implicit def seqToFrame[RX, CX, T](s: Seq[(RX, CX, T)])(implicit arg0: ST[RX], arg1: ORD[RX], arg2: ST[CX], arg3: ORD[CX], arg4: ST[T]): AnyRef { def toFrame: org.saddle.Frame[RX,CX,T] }

    Augments Seq with a toFrame method that returns a new Frame instance.

    Augments Seq with a toFrame method that returns a new Frame instance.

    For example,

    val t = IndexedSeq(("a", "x", 3), ("b", "y", 4))
    val f = t.toFrame
    
    res0: org.saddle.Frame[java.lang.String,java.lang.String,Int] =
    [2 x 2]
          x  y
         -- --
    a ->  3 NA
    b -> NA  4
    RX

    Type of row index elements of Frame

    CX

    Type of col index elements of Frame

    T

    Type of data elements of Frame

    s

    A value of type Seq[(RX, CX, T)]

  26. implicit def seqToIndex[X](ix: Seq[X])(implicit arg0: ST[X], arg1: ORD[X]): AnyRef { def toIndex: org.saddle.Index[X] }

    Augments Seq with a toIndex method that returns a new Index instance.

    Augments Seq with a toIndex method that returns a new Index instance.

    For example,

    val i = IndexedSeq(1,2,3)
    val s = i.toIndex
    X

    Type of index elements

    ix

    A value of type Seq[X]

  27. implicit def seqToSeries[T, X](s: Seq[(X, T)])(implicit arg0: ST[T], arg1: ST[X], arg2: ORD[X]): AnyRef { def toSeries: org.saddle.Series[X,T] }

    Augments Seq with a toSeries method that returns a new Series instance.

    Augments Seq with a toSeries method that returns a new Series instance.

    For example,

    val p = IndexedSeq(1,2,3) zip IndexedSeq(4,5,6)
    val s = p.toSeries
    T

    Type of data elements of Series

    X

    Type of index elements of Series

    s

    A value of type Seq[(X, T)]

  28. implicit def seqToVec[T](s: Seq[T])(implicit arg0: ST[T]): AnyRef { def toVec: org.saddle.Vec[T] }

    Augments Seq with a toVec method that returns a new Vec instance.

    Augments Seq with a toVec method that returns a new Vec instance.

    For example,

    val s = IndexedSeq(1,2,3)
    val v = s.toVec
    T

    Type of elements of Vec

    s

    A value of type Seq[T]

  29. package stats

  30. package time

    Functionality to assist in TimeSeries related operations

  31. package util

    Additional utilities that need a home

  32. package vec

    Factory methods to generate Vec instances

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