Apologies - too quick to ask the list without thoroughly checking the online docs. I have found the answer (fromDict method takes DataFrame objects):
http://pandas.sourceforge.net/generated/pandas.WidePanel.html#pandas.WidePanel Still would like to know how to append 2d matrices one-by-one though. On 17 Jan 2010, at 23:43, totalb...@mac.com wrote: > Hello, > > I am successfully using the new Pandas library for series and matrix analysis > using 2 dimensional arrays. I am using the "fromDict" method which works > well, and I am creating 2-dimensional arrays where each axis is indexed by FX > currency names. So for example pandas DataFrame called aa: > >>>> aa.columns > Index([AUDUSD, EURCHF, EURCZK, EURHUF, EURPLN, EURSEK, EURUSD, GBPUSD, > NZDUSD, USDBRL, USDCAD, USDCLP, USDILS, USDJPY, USDKRW, USDMXN, > USDRUB, USDSGD, USDTRY, USDTWD, USDZAR], dtype=object) >>>> aa.rows > <bound method DataFrame.rows of <class 'pandas.core.frame.DataFrame'> > Index: 21 entries, AUDUSD to USDZAR > Data columns: > AUDUSD 20 non-null values > EURCHF 20 non-null values > EURCZK 20 non-null values > EURHUF 20 non-null values > EURPLN 20 non-null values > EURSEK 20 non-null values > EURUSD 20 non-null values > GBPUSD 20 non-null values > NZDUSD 20 non-null values > USDBRL 20 non-null values > USDCAD 20 non-null values > USDCLP 20 non-null values > USDILS 20 non-null values > USDJPY 20 non-null values > USDKRW 20 non-null values > USDMXN 20 non-null values > USDRUB 20 non-null values > USDSGD 20 non-null values > USDTRY 20 non-null values > USDTWD 20 non-null values > USDZAR 20 non-null values >> >>>> aa['USDZAR']['USDTWD'] > 1.2711725043942563 >>>> > > (each cell contains the number of standard errors of today's prices in the > linear regression of the two currency pairs). Now I want to create a 3 > dimensional stack of these aa-style matrices, where the z axis is indexed by > historical dates. IE one matrix for each date, from today, going back 2 > years. What is the best pandas function for doing this? Is it > pandas.WidePanel or pandas.LongPanel, and how do I use these functions to > construct this 3d stack? (I would ideally like to append each 2d matrix to > the 3d stack as I create each one). > > Thanks for the help...... unfortunately can't find this in the online docs. > > Tom > _______________________________________________ > NumPy-Discussion mailing list > NumPy-Discussion@scipy.org > http://mail.scipy.org/mailman/listinfo/numpy-discussion _______________________________________________ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion
