On Tuesday, March 4, 2014 6:18:18 AM UTC+1, Chase Relock wrote:
>
> I was looking at SymPy's matrix code and was curious if that supports 
> symbolic computation right now or is it only numeric?
>

Of course you can put symbols inside sympy matrices (if that is what you 
mean), for numeric-only ones, have a look at numpy (technically numpy could 
be forced to use symbols, but it's not straightforward).
 

> As for some of the individual pieces, I think the following are important 
> concepts needed in financial statistics that I am unsure SymPy currently 
> has functionality for:
> kernel density estimators for PDFs
> Empirical distribution functions
> Statistical moments
> Stochastic Processes
> Stochastic/Ito Calculus
> Time series
> Matrix decomposition (spectral, singular value)
>
>
What about introducing stochastic processes, Martingales and Ito 
integration (all in symbolic representation, of course)? I think that could 
already be a good project.

By the way, I have been using the sympy.stats module, and I get a lot of 
*NotImplementedError*, and other kinds of errors. Finishing that parts 
would be great, too.

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