myrl··on Show HN: Fast Rolling Quantiles for PythonThanks, I'll be sure to check these out! It's a really neat idea behind that paper.
myrl··on Show HN: Fast Rolling Quantiles for PythonPerhaps, but as far as I'm aware, none of them are as flexible as my interface (to support e.g. streaming, pipelining.) I have not looked at all of pandas' time-series functionality that closely.