Deedle

Deedle is an easy to use library for data and time series manipulation and for scientific programming. It supports working with structured data frames, ordered and unordered data, as well as time series. Deedle is designed to work well for exploratory programming using F# and C# interactive console, but can be also used in efficient compiled .NET code.

The library implements a wide range of operations for data manipulation including advanced indexing and slicing, joining and aligning data, handling of missing values, grouping and aggregation, statistics and more.

Build

Install .Net SDK 3.0.100 or higher

Windows: Run fake build

Linux/Mac: Run ./fake.sh build

Deedle
Deedle.Math

Documentation

More information can be found in the documentation.

• Quick start tutorial shows how to use the most important features of Deedle. Start here for a 10 minute intro!
• Data frame features provides more examples of using data frames including slicing, joining, grouping and aggregation.
• Time series features discusses data and time-series manipulation, such as sliding windows, sampling and statistics.
• Using Deedle from C# shows the idiomatic C# API for working with Deedle.

Automatically generated documentation for all types, modules and functions in the library is available in the API Reference:

• Series module for working with data and time-series values
• Frame module for data frame manipulation
• Stats module for statistical functions, moving windows and a lot more.

More functions related to linear algebra, statistical analysis and financial analysis can be found in Deedle.Math extension. Deedle.Math has dependency on MathNet.Numerics.

• LinearAlgebra module provides linear algebra functions on frame.
• Matrix module provides matrix multiplication between frame, series, matrix and vector. They are also available via type extensions.
• Stats module provides extra statistical functions on frame and series by applying existing functions in MathNet.Numerics.
• Finance module provides statistical functions specific to finance domain.

Maintainers

• @alexpantyukhin
• @zyzhu

All fsprojects and fslaborg projects have @fsprojectsgit as a backup maintainer who can help recruit new maintainers should things go cold.