NAG and Continuum have partnered together to provide conda packages for the NAG Library for Python (nag4py), the Python bindings for the NAG C Library. Users wishing to use the NAG Library with Anaconda can now install the bindings with a simple command (conda install -c nag nag4py) or the Anaconda Navigator GUI.
For those of us who use Anaconda, the Open Data Science platform, for package management and virtual environments, this enhancement provides immediate access to the 1,500+ numerical algorithms in the NAG Library. It also means that you can automatically download any future NAG Library updates as they are published on the NAG channel in Anaconda Cloud.
To illustrate how to use the NAG Library for Python, I have created an IPython Notebook that demonstrates the use of NAG’s implementation of the PELT algorithm to identify the changepoints of a stock whose price history has been stored in a MongoDB database. Using the example of Volkswagen (VOW), you can clearly see that a changepoint occurred when the news about the recent emissions scandal broke. This is an unsurprising result in this case, but in general, it will not always be as clear when and where a changepoint occurs.
So far, conda packages for the NAG Library for Python have been made available for 64-bit Linux, Mac and Windows platforms. On Linux and Mac, a conda package for the NAG C Library will automatically be installed alongside the Python bindings, so no further configuration is necessary. A Windows conda package for the NAG C Library is coming soon. Until then, a separate installation of the NAG C Library is required. In all cases, the Python bindings require NumPy, so that will also be installed by conda if necessary.