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Factorize fix #11

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Merged
merged 6 commits into from
Mar 14, 2018
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TomAugspurger
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This fixes an issue in the old factorization method, which didn't properly account for missing values. Basically

[B, B, NA, NA, A, B]

Should factorize as [0, 0, -1, -1, 1, 0]. Previously, we didn't handle NA so it was [0, 0, 1, 1, 2, 0].

Numba gave a 285x speedup (after JIT warmup) on a benchmark with 10,000 values.

@TomAugspurger TomAugspurger merged commit df6853a into ContinuumIO:master Mar 14, 2018
@TomAugspurger TomAugspurger deleted the factorize-fix branch March 14, 2018 18:59
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