I didn't see sparse vector support. Assuming I didn't just overlook it, is it on the roadmap?
val s = Series(Vec(1,2,3), Index(0,5,10))
This gives you s: org.saddle.Series[Int, Int] =
[3 x 1]
0 -> 1
5 -> 2
10 -> 3
Then, for instance, s(5,10)
res0: org.saddle.Series[Int,Int] =
[2 x 1]
5 -> 2
10 -> 3