Features on event tables (vp.features)
Per-entity features on an event table, called on a pandas DataFrame.
Each feature is checked to read no row later than the one it is computed for.
Part of the distribution vipyr; it runs from a checkout of the
repository. Planned on PyPI as pip install vipyr.
Functions
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vp.features.delinquency - Days past due, worst in 12 months, ever cured after 60+ (catalog/delinquency.viv).
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vp.features.ewma - Gap-aware EWMA with resets (catalog/ewma.viv).
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vp.features.sessions - Gap-based sessions per user (catalog/sessions.viv).
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vp.features.since_last - Seconds since the last event of a kind, and of any kind (catalog/since_last.viv).
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vp.features.streaks - Consecutive active days (catalog/streaks.viv).
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vp.features.velocity - Trailing-window counts, sum and distinct count (catalog/velocity.viv).