Install

Two options in Windows, one is the official version, another is the scientific-oriented Python Distribution, such as ActivePython, Anaconda, Python(x,y), Pyzo, WinPython, etc..

Install the Official Version

Install Anaconda

Anaconda is a enterprise-ready Python distribution for big data.

1. The installation of Anaconda on Windows is as simple as other regular Windows programs, just download the binary from https://www.continuum.io/downloads (I use Python 2.7), then install it.

2. Commands for managing packages:

   conda install XXX
   conda update XXX
   conda update anaconda
   conda remove XXX
   conda clean -a

3. If want use GNU Compiler to build Python Extensions, you should:
   1. Install the libpython package provided by Anaconda: conda install libpython

   2. Create a file named distutils.cfg in path2anaconda\Lib\distutils with contents:

      [build]
      compiler=mingw32
      

Scientific Libraries

Autograd: Efficiently Computes Derivatives of Numpy Code

1. Installation: First check the dependencies, especially the version of Numpy, then the usual pip install autograd.
2. Usage:

Numdifftools: Solves Automatic Numerical Differentiation Problems

1. Installation: First check the dependence, especially those for Algopy, then the usual pip install numdifftools.
2. Usage:

Openopt: A Python Module for Numerical Optimization

1. Dependency: setproctitle, it is a C extension, can download the whl file from Christoph Gohlke’s website

2. Install:

   easy_install openopt
   easy_install FuncDesigner
   easy_install DerApproximator