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 Introduction to Python for
Econometrics, Statistics and Data Analysis
3rd Edition, 1st Revision

Kevin Sheppard
University of Oxford

Monday 9th September, 2019

2

©2019 Kevin Sheppard

Changes since the Third Edition

• Verified that all code and examples work correctly against 2019 versions of modules. The notable
packages and their versions are:

– Python 3.7 (Preferred version)

– NumPy: 1.16
– SciPy: 1.3
– pandas: 0.25
– matplotlib: 3.1

• Python 2.7 support has been officially dropped, although most examples continue to work with 2.7.
Do not Python 2.7 in 2019 for numerical code.

• Small typo fixes, thanks to Marton Huebler.

• Fixed direct download of FRED data due to API changes, thanks to Jesper Termansen.

• Thanks for Bill Tubbs for a detailed read and multiple typo reports.

• Updated to changes in line profiler (see Ch. 24)

• Updated deprecations in pandas.

• Removed hold from plotting chapter since this is no longer required.

• Thanks for Gen Li for multiple typo reports.

• Tested all code on Pyton 3.6. Code has been tested against the current set of modules installed by
conda as of February 2018. The notable packages and their versions are:

– NumPy: 1.13
– Pandas: 0.22
ii
Notes to the 3rd Edition

This edition includes the following changes from the second edition (August 2014):

• Rewritten installation section focused exclusively on using Continuum’s Anaconda.

• Python 3.5 is the default version of Python instead of 2.7. Python 3.5 (or newer) is well supported by
the Python packages required to analyze data and perform statistical analysis, and bring some new
useful features, such as a new operator for matrix multiplication (@).

• Removed distinction between integers and longs in built-in data types chapter. This distinction is
only relevant for Python 2.7.

• dot has been removed from most examples and replaced with @ to produce more readable code.

• Split Cython and Numba into separate chapters to highlight the improved capabilities of Numba.

• Verified all code working on current versions of core libraries using Python 3.5.

• pandas

– Updated syntax of pandas functions such as resample.

– Added pandas Categorical.
– Expanded coverage of pandas groupby.
– Expanded coverage of date and time data types and functions.

• New chapter introducing statsmodels, a package that facilitates statistical analysis of data. statsmod-
els includes regression analysis, Generalized Linear Models (GLM) and time-series analysis using
ARIMA models.
iv
Changes since the Second Edition

• Fixed typos reported by a reader – thanks to Ilya Sorvachev

• Code verified against Anaconda 2.0.1.

• Added diagnostic tools and a simple method to use external code in the Cython section.

• Updated the Numba section to reflect recent changes.

• Fixed some typos in the chapter on Performance and Optimization.

• Added examples of joblib and IPython’s cluster to the chapter on running code in parallel.

• New chapter introducing object-oriented programming as a method to provide structure and orga-
nization to related code.

• Added seaborn to the recommended package list, and have included it be default in the graphics
chapter.

• Based on experience teaching Python to economics students, the recommended installation has
been simplified by removing the suggestion to use virtual environment. The discussion of virtual
environments as been moved to the appendix.

• Rewrote parts of the pandas chapter.

• Changed the Anaconda install to use both create and install, which shows how to install additional
packages.

• Fixed some missing packages in the direct install.

• Changed the configuration of IPython to reflect best practices.

• Added subsection covering IPython profiles.

• Small section about Spyder as a good starting IDE.

vi
Notes to the 2nd Edition

This edition includes the following changes from the first edition (March 2012):

• The preferred installation method is now Continuum Analytics’ Anaconda. Anaconda is a complete
scientific stack and is available for all major platforms.

• New chapter on pandas. pandas provides a simple but powerful tool to manage data and perform
preliminary analysis. It also greatly simplifies importing and exporting data.

• New chapter on advanced selection of elements from an array.

• Numba provides just-in-time compilation for numeric Python code which often produces large per-
formance gains when pure NumPy solutions are not available (e.g. looping code).

• Dictionary, set and tuple comprehensions

• Numerous typos

• All code has been verified working against Anaconda 1.7.0.

viii
Contents

1 Introduction 1
1.1 Background . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 Conventions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.3 Important Components of the Python Scientific Stack . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.4 Setup . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.5 Using Python . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
1.A Additional Installation Issues . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13

2 Python 2.7 vs. 3 (and the rest) 19

2.1 Python 2.7 vs. 3.x . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
2.2 Intel Math Kernel Library and AMD’s GPUOpen Libraries . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
2.3 Other Variants . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
2.A Relevant Differences between Python 2.7 and 3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20

3 Built-in Data Types 23

3.1 Variable Names . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
3.2 Core Native Data Types . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
3.3 Additional Container Data Types in the Standard Library . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34
3.4 Python and Memory Management . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
3.5 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37

4 Arrays and Matrices 39

4.1 Array . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
4.2 Matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
4.3 1-dimensional Arrays . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42
4.4 2-dimensional Arrays . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43
4.5 Multidimensional Arrays . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43
4.6 Concatenation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43
4.7 Accessing Elements of an Array . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44
4.8 Slicing and Memory Management . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
4.9 import and Modules . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51
x CONTENTS

4.10 Calling Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 52

4.11 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54

5 Basic Math 57
5.1 Operators . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57
5.2 Broadcasting . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57
5.3 Addition (+) and Subtraction (-) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59
5.4 Multiplication (*) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59
5.5 Matrix Multiplication (@) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59
5.6 Array and Matrix Division (/) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 60
5.7 Exponentiation (**) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 60
5.8 Parentheses . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 60
5.9 Transpose . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61
5.10 Operator Precedence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61
5.11 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62

6 Basic Functions and Numerical Indexing 63

6.1 Generating Arrays and Matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 63
6.2 Rounding . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66
6.3 Mathematics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67
6.4 Complex Values . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 69
6.5 Set Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 69
6.6 Sorting and Extreme Values . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70
6.7 Nan Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 72
6.8 Functions and Methods/Properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73
6.9 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 74

7 Special Arrays 77
7.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 78

8 Array and Matrix Functions 79

8.1 Views . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 79
8.2 Shape Information and Transformation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 80
8.3 Linear Algebra Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 87
8.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 90

9 Importing and Exporting Data 93

9.1 Importing Data using pandas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93
9.2 Importing Data without pandas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 94
9.3 Saving or Exporting Data using pandas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 99
9.4 Saving or Exporting Data without pandas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100
9.5 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101
CONTENTS xi

10 Inf, NaN and Numeric Limits 103

10.1 inf and NaN . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 103
10.2 Floating point precision . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 103
10.3 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 104

11 Logical Operators and Find 107

11.1 >, >=, <, <=, ==, != . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 107
11.2 and, or, not and xor . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 108
11.3 Multiple tests . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 109
11.4 is* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 110
11.5 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 111

12 Advanced Selection and Assignment 113

12.1 Numerical Indexing . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 113
12.2 Logical Indexing . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 118
12.3 Performance Considerations and Memory Management . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 122
12.4 Assignment with Broadcasting . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 123
12.5 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 124

13 Flow Control, Loops and Exception Handling 127

13.1 Whitespace and Flow Control . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 127
13.2 if . . . elif . . . else . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 127
13.3 for . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 128
13.4 while . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 132
13.5 try . . . except . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 133
13.6 List Comprehensions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 134
13.7 Tuple, Dictionary and Set Comprehensions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 135
13.8 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 135

14 Dates and Times 137

14.1 Creating Dates and Times . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 137
14.2 Dates Mathematics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 137
14.3 Numpy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 138

15 Graphics 141
15.1 seaborn . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 141
15.2 2D Plotting . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 141
15.3 Advanced 2D Plotting . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 147
15.4 3D Plotting . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 156
15.5 General Plotting Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 159
15.6 Exporting Plots . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 159
15.7 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 160
xii CONTENTS

16 pandas 161
16.1 Data Structures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 161
16.2 Statistical Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 185
16.3 Time-series Data . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 186
16.4 Importing and Exporting Data . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 192
16.5 Graphics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 196
16.6 Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 197

17 Structured Arrays 203

17.1 Mixed Arrays with Column Names . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 203
17.2 Record Arrays . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 206

18 Custom Function and Modules 207

18.1 Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 207
18.2 Variable Scope . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 213
18.3 Example: Least Squares with Newey-West Covariance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 215
18.4 Anonymous Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 215
18.5 Modules . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 216
18.6 Packages . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 217
18.7 PYTHONPATH . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 218
18.8 Python Coding Conventions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 219
18.9 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 220
18.A Listing of econometrics.py . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 220

19 Probability and Statistics Functions 225

19.1 Simulating Random Variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 225
19.2 Simulation and Random Number Generation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 229
19.3 Statistics Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 231
19.4 Continuous Random Variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 234
19.5 Select Statistics Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 237
19.6 Select Statistical Tests . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 240
19.7 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 241

20 Statistical Analysis with statsmodels 243

20.1 Regression . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 243

21 Non-linear Function Optimization 247

21.1 Unconstrained Optimization . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 248
21.2 Derivative-free Optimization . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 251
21.3 Constrained Optimization . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 252
21.4 Scalar Function Minimization . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 256
21.5 Nonlinear Least Squares . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 257
CONTENTS xiii

21.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 258

22 String Manipulation 259

22.1 String Building . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 259
22.2 String Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 260
22.3 Formatting Numbers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 264
22.4 Regular Expressions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 268
22.5 Safe Conversion of Strings . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 269

23 File System Operations 271

23.1 Changing the Working Directory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 271
23.2 Creating and Deleting Directories . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 271
23.3 Listing the Contents of a Directory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 272
23.4 Copying, Moving and Deleting Files . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 272
23.5 Executing Other Programs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 273
23.6 Creating and Opening Archives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 273
23.7 Reading and Writing Files . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 274
23.8 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 276

24 Performance and Code Optimization 277

24.1 Getting Started . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 277
24.2 Timing Code . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 277
24.3 Vectorize to Avoid Unnecessary Loops . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 278
24.4 Alter the loop dimensions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 279
24.5 Utilize Broadcasting . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 280
24.6 Use In-place Assignment . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 280
24.7 Avoid Allocating Memory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 280
24.8 Inline Frequent Function Calls . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 280
24.9 Consider Data Locality in Arrays . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 280
24.10Profile Long Running Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 281
24.11Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 285

25 Improving Performance using Numba 287

25.1 Quick Start . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 287
25.2 Supported Python Features . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 290
25.3 Supported NumPy Features . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 291
25.4 Diagnosing Performance Issues . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 296
25.5 Replacing Python function with C functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 299
25.6 Other Features of Numba . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 301
25.7 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 301
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different content
 “She is now,” a voice said. The young Jew had picked himself up. He
looked a mess, fine clothes and all. I thought he would try to rush me, but
not he! He just smiled and said quite calmly: “I’ll make a note of that, Sir
Charles Fasset-Faith. Come on, Manana.”
But I wasn’t letting “Manana” go just yet. The poor kid.
“What’s his name?” I asked her.
She stared at me. I never knew what “white” really meant until I saw that
child’s teeth.
“His name?” I repeated. Gently, you know.
She whispered: “Julian Raphael.”
That young Jew’s voice hit me on the back of the neck like a knife.
“You’ll pay for that, Manana! See if you don’t!”
By the way, it isn’t just rhetoric about the knife. It was like a knife. But
I’ll tell you more about knives later.
“Oh,” she sobbed.
“Look here,” I said to the devilish boy, “if you so much as——”
He laughed. The girl bolted under my arm and joined him. He just
laughed. I said: “Good-night, Manana. Don’t let him hurt you.” She didn’t
seem to dare look at me.
They went, up that muddy lane. He had her by the arm, and you could see
he had her tight. There aren’t many lamps in that beau quartier, and a few
steps took them out of my sight. I heard a scream, and then a sob.
That settled Julian Raphael so far as I was concerned. Then another sob—
from the back of that nasty darkness. I couldn’t, of course, go after them
then. It would look too much as though I was bidding for possession of the
young Jew’s love-lady. But at that moment I made up my mind I’d land that
pretty boy sometime soon. That scream had made me feel just a trifle sick.
That was personal. Then I was against Julian Raphael impersonally because
I’ve always been for law and order. You have too, Hilary. I shouldn’t wonder
if that’s not another reason why women find men like us dull. But some of us
must be, God knows, in this world. And it was against all law and order that
young Mr. Julian Raphael—imagine any man actually using a name like
that!—should be loose in the world. Crook was too simple a word for Mr.
Raphael. And he was worse for being so devilish handsome. One imagined
him with women—with this poor soul of a Manana. Of course, Venice and
Napier and the other people at their potty old club knew nothing about either
of them. They must have just drifted in, they said. They had, into my life.
The very next morning I rang up our friend H—— at Scotland Yard and
asked him if he knew anything about a Julian Raphael. Oh, didn’t he! Had a
dossier of him as long as my arm. H—— said: “The Prince of the Jews,
that’s Julian Raphael’s pet name. Profession: counterfeiter. But we’ve never
yet caught him or his gang.”
Oh, the cinema wasn’t in it with our fancy young friend. The police had
been after him for about five years. Once they had almost got him for
knifing a Lascar. Murder right enough, but they’d had to release him for lack
of evidence. The Lascar, H—— said, had probably threatened to give away a
cocaine plant, and Julian Raphael had slit his throat. Suspected of cocaine-
smuggling, living on immoral earnings of women, and known to be the
finest existing counterfeiter of Bank of England £5 notes. Charming man,
Mr. Julian Raphael.
“I want to land him,” I told H——.
“Thanks very much,” said he. “So do we.”
“Well, how about that girl of his—Manana something?”
“Manana Cohen? Catch her giving him away! She adores the beast, and
so do they all, those who aren’t terrified of him.”
I said: “Well, we’ll see. I want to get that boy. I don’t like him.”
H——’s last words to me were: “Now look here, Charles, don’t go
playing the fool down there. I know the East End is nowadays supposed to
be as respectable as Kensington and that the cinema has got it beat hollow
for pools of blood, but believe me a chap is still liable to be punctured in the
ribs by a clever boy like Julian Raphael. So be a good fellow and go back to
your nice old Navy and write a book saying which of your brother Admirals
didn’t win Jutland just to show you’re an Admiral as well.”
H—— was right. I was a fool, certainly. But God drops the folly into the
world as well as the wisdom, and surely it’s part of our job to pick up bits of
it. Besides, I’ve never been one for dinner-parties or the artless prattle of
young ladies, and so, thought I, could a man spend his leave more profitably
than in landing a snake like Julian Raphael?
I took myself off down to the East End with my oldest tweeds, a
toothbrush and a growth on my chin. George Tarlyon came with me. He had
scented a row that night, and not the devil himself can keep George from
putting both his feet into the inside of a row. Besides, he wanted to have a
look at Miss Manana Cohen, saying he was a connoisseur of Cohens and
liked nothing so much as to watch them turning into Curzons or Colquhouns.
I wasn’t sorry, for you can’t have a better man in a row than George Tarlyon,
and with his damfool remarks he’d make a miser forget he was at the Ritz.
We took two rooms in Canning Town E., and very nice rooms they were,
over a ham and beef shop, and walked from pub to pub watching each
other’s beards grow and listening for Julian Raphael. At least, I listened and
George talked.
You would naturally have thought that the likely place to find that smart
young man would be round about what journalists call the “exclusive hotels
and night-clubs of the West End.” Not a bit of it. We soon heard something
of Julian Raphael’s ways from one tough or another. Tarlyon’s idea of
getting information delicately about a man was to threaten to fight anyone
who wouldn’t give it to him, and we soon collected quite a bit that way.
Mr. Raphael was a Socialist, it appeared—remember, I’d guessed he was
clever?—and hated the rich. He hated the rich so bitterly that, though he had
a pretty fat bank-account of his own, he still clung to his old quarters in the
East End. But no one knew, or cared to give, the address of his “old
quarters,” which were probably various. Tarlyon threatened to fight any
number of toughs who didn’t “know” Mr. Raphael’s address, but they
preferred to fight, and in the end George got tired.
Oh, yes, Julian Raphael was certainly watched by the police, but he was
generally somewhere else while the police were watching him. And Miss
Manana Cohen was certainly his young lady-love, and she loved him and
lived with him but he wouldn’t marry her because of another principle he
had, that it was wrong for a man of independent spirit to have a wife of his
own. Nice boy, Mr. Julian Raphael. But it appeared that he loved Miss
Manana very decidedly and discouraged competition. It also appeared that
before he had taken to the downward path he had been a juggler with knives
on the music-halls. Knives again. Tarlyon thought that a pretty good joke at
the time, but he didn’t enjoy it nearly so much later on.
We had been pottering about down there several days and George was
just beginning to think of a nice shave and a bath when we hit on our first
clue. The clue was walking up a grimy side-street by the East India Docks.
“Oh, pretty!” says George. And she certainly was. She hadn’t seen us.
She was in a hurry.
 “We follow,” I said.
“Naturally,” says George. “A nice girl like that! What do you take me for,
a Y. M. C. A.?”
We followed. She walked fast, did Miss Manana. And it was queer, how
she lit up that grimy God-forsaken street. The way she was walking, you
might have taken her for a young gentlewoman “doing” the East End in a
hurry. Tall, lithe, quietly dressed—Julian Raphael’s property! And he’d
made her scream with pain.
“Now what?” snapped George.
She had been about twenty yards ahead of us. Street darkish, deserted,
lined with warehouses, and all closed because it was a Saturday afternoon.
Suddenly, no Manana Cohen. We slipped after her quick as you like. She had
dived down a narrow passage between the warehouses. We were just in time
to see the tail of her skirt whisking through a door in the wall a few yards up
—and just in time to cut in after her.
“Oh!” she gasped. We must have looked a couple of cut-throats. And it
was dark in there. I was panting—nothing like a sailor’s life for keeping you
thoroughly out of training, unless it’s a soldier’s. But George was all there,
being a good dancer.
“Miss Cohen, I believe?” he asks. All in whispers. She just stared at us.
George didn’t want to scare her any more than I did. He was gay, in that
mood of his when he seems to be laughing more at himself than at anyone
else. But she just stared at us. She was tall, as women go, but we simply
towered over the poor child. Then she recognised me and went as red as a
carnation. I couldn’t think why. Tarlyon said comfortingly: “There, there!”
Then she panted all in a jumble: “I’m sorry I was rude to you the other
night. Really I am. Please go away now, please!”
“I’m afraid we can’t do that,” I whispered. “We want——”
George, with his foot, gently shut the door behind us. We were in the
passage of the house or whatever it was. It was pitch-dark. I lit another
match.
“But what is it, what do you want?” the girl moaned.
“We just want to have a word with your young man,” said George, the
idiot, in his ordinary voice.
 “Oh!” she caught her breath. That gave the show away all right. Julian
Raphael was at home, whatever home was. Then the match went out. And
the lights went on, snap! Julian Raphael stood at the end of the passage,
pointing a revolver.
George said: “Don’t be an ass!”
“Come here!” says Mr. Raphael to the girl.
“No, you don’t!” said George, hauling her to him by the arm.
Julian Raphael smiled in that way he had. “If you don’t let her go at
once,” he says, “I shoot.”
“You what!” I said.
Tarlyon laughed. You can hear him. He said: “Now don’t be a fool all
your life but stand at attention when you speak to my friend here, because
he’s a knight. And put that comic gun away else I’ll come and hit you.”
I couldn’t help laughing. The young Jew looked so surprised. He’d never
before been talked to just in that way and it bothered him, he was used to
doing the laughing and being taken seriously. But I had laughed too soon.
There was a whizz by my ear, a thud on the door behind me, and a knife an
inch deep in the panel. The surprise had given Manana a chance to slip away.
She was by Mr. Raphael now at the end of the passage. There wasn’t light
enough to make out what was behind them, a stairway up or a stairway
down. Down, I guessed, into the bowels of the earth. Julian Raphael was
smiling. I’ll say it was well thrown, that knife.
Tarlyon was livid. “By God,” he whispered, “threw a knife at us! We are
having a nice weekend!”
I held him back. What was the use? A little child could have led us at
knife-throwing. Julian Raphael said, with that infernal sneer of his:
“Gentlemen, I merely wanted to show you what to expect if you were to
advance another step. I wouldn’t kill you—not yet. One of you, yes. But it
would cause comment, the disappearance of two fools. However, I might
slice bits off your ears. Further, this is my house. Are you not intruding?
Gentlemen, you may go.”
And, you know, we did. What the deuce else was there to do? If Tarlyon
with his infernal chuckling hadn’t roused the man out of his lair we might
have taken him by surprise and learnt something of the whereabouts of that
counterfeiting business. But as it was, “go” was us while the going was
good. And the way Tarlyon swore when we were outside made me glad it
was a Saturday afternoon and the warehouses were closed, else he might
have corrupted the poor workmen.
“What do we do now?” he asked at last. “Lump it?”
“Well, at any rate, we know his address now.”
“Address be blowed! That’s not an address, Charles, but an exit. I’ll bet
our smart friend doesn’t press his trousers in that hole—and, by Heaven,
there you are!”
He made me jump. I hadn’t, didn’t, see anything. I thought it was another
knife.
“Never mind,” snapped George. “Too late now. Come on, man, come
on!”
He made me walk on. After reaching daylight from that passage between
the warehouses we had turned to the left, walked on a hundred yards or so by
the front of the warehouses, then to the left again. This, running parallel to
the passage, was a row of quite respectable-looking houses all stuck
together, as quite respectable-looking houses should do in these times. There
are streets and streets of them down there, and I’m told white women
sometimes marry Chinamen just for the pleasure of living in them. But, as
someone has said, white women will do anything. We had come to the end
of a block when Tarlyon set up that howl and then shut me up.
“What the deuce!” I said again.
George said, walking on: “Jewboy has made one mistake. Naughty
Jewboy. Now have a look at that house we passed. Don’t stare as though you
were an American tailor looking at the Prince of Wales. Casually. The corner
one.”
I turned and looked, casually. It was a house like another, and I said so.
George asked me how far I thought it was from the passage in which I had
nearly fielded Raphael’s knife with my ear. I said it must be a good way.
Two hundred yards at least. There was a whole block of warehouses and a
row of houses in between.
“Quite,” said George. We walked on. “Then how did Mr. Raphael get
there so quick? Not by the road. I just saw a piece of his delightful face
round the curtain of one of the windows. His one mistake, to have let me see
him. There must be an underground passage about two hundred yards long
between his warehouse address and his residence. You’ll bet the police have
never spotted it yet, and I only spotted it because he was so eager to see us
well away. I don’t think he likes us, Charles. But I’d be pleased to know who
is supposed to be living in that house. And I’d take a bet that there’s a nice
counterfeiting matinée going on this very moment somewhere between that
house and that warehouse passage. Now you say something.”
“The point is, George, do you think he saw you spot him?”
Tarlyon smiled. “There’s always a catch. Trust the God of the Jews to lay
a snag for poor Gentiles. But I don’t know. He mayn’t have seen I got him.
But we will have to act as if he had. Get him quick, else he’ll be in the air.
What’s the time now? Nearly eight. We’ll get back to civilisation, try and
catch H—— at his home address, come down here to-night and surround the
place. Fun. Hurray!”
I said: “Look here, George——”
He looked at me sharply. “I know what you are going to say, Charles.
Don’t say it. You’re old enough to know better.”
But I stuck to my point. We must let H—— know at once, yes. Post men
at the warehouse entrance and the house entrance, certainly. Catch Julian
Raphael and his friends, decidedly. But we must give Manana Cohen another
chance. She was only a child—twenty-one or two at most.
George said: “Charles, don’t be a silly old man. She is probably as bad as
any of them. You can’t tell. Girls don’t live a life like that unless they want
to.”
I knew he was wrong. I just knew it. So I didn’t argue, but stuck to my
point. The girl must be got out of the way before the place was raided. If the
police found her there, she would be jailed—perhaps for years. I simply
wouldn’t have it. The girl was at the beginning of her life. To jail her now
would be to ruin her for all her life.
Tarlyon, of course, didn’t need to be convinced. He was only leading me
on. Tarlyon wouldn’t have put the police on a girl for trying to boil him in
oil. But I was right about Manana Cohen. Good God, don’t I know I was
right! This had been her life, was her life, these dreary streets, these foul
alleys. Julian Raphael had found her, dazzled her, seduced her, bullied her,
broken her. What chance had the girl, ever? She was timorous, you could
see. A timid girl. No matter how kindly you talked to her, she stared at you
like a rabbit at a stoat. Life was the stoat to Manana Cohen. Who knows
what the girl hadn’t already suffered in her small life, what hell? Maybe she
had loved Julian Raphael, maybe she loved him now. That wasn’t against
her. Saints love cads. It’s the only way you can know a saint, mostly. Some
of the nicest women you and I know, Hilary, have been divorced for the love
of blackguards. Well, if Manana loved Raphael she would be punished
enough by seeing him go to prison for a long stretch. One might find her a
job on the stage, with her looks and figure. Good Lord, the way that girl
looked at you when you so much as opened your mouth, her black eyes
shivering as though her heart was hurt.
We found a taxi in the Whitechapel Road. To civilisation. Tarlyon was
quiet. I wondered if he thought I was in love with the girl. Me, at my age. As
we rattled through Cheapside—deserted on a Saturday afternoon—Tarlyon
said: “We will have to think of a way of getting the girl out of the place
beforehand. But how? If we warn her she will naturally pass the glad news
on to her man. Naturally.”
Naturally, I agreed. She wouldn’t be herself if she went back on her man.
I said I would think of a way as I bathed and dressed for dinner. As George
dropped me at my flat he said:
“Let’s say dinner in an hour’s time at White’s. Meanwhile I’ll ring up H
——. Maybe he will dine with us. I suppose it will be about midnight before
we get down there with his men. I’ll tell you one thing, I’m not going to
have knives chucked at me on an empty stomach—for I’ll not be left out of
this, not for all the knives in Christendom and Jewry. This is a real treasure-
hunt as compared to chasing poppycock with children round Regent’s Park
and chickenfood with flappers up Piccadilly. I said midnight, Charles, to
give you a chance of getting Miss Manana Colquhoun clear away. Wish you
luck!”
But fate wouldn’t be bullied by George Almeric St. George Tarlyon. Fate
had ideas of her own. Or is fate a he? No, it would be a woman, for she hates
slim women. I’ve noticed that in the East, where no slim woman ever comes
to any good. I hadn’t finished glancing at my letters, while my bath was
running, when my man announced a young lady.
“A young what?” I said.
He was surprised, too. I went into the sitting-room. Manana Cohen was
by the open door, as though she was afraid to come right in.
I said: “Thank Heaven you’ve come!” Extraordinary thing to say, but I
said it.
 She tried to smile. All scared eyes. I thought she was going to faint, tried
to make her sit down, fussed about. Hilary, I’m trying to tell you I was shy.
“I’m frightened,” she said, as though that would be news for me. Then it
all came out in that jumbled way of hers. She had given Raphael the slip,
had found my address in the telephone-book, had come to me to warn me.
“To warn me!” I gasped. The cheek of these young people! Here were we
and all Scotland Yard after them—and she had come to warn me!
“Yes. Listen.” Then she stopped. Suddenly, she blushed crimson.
I said: “Now, Manana, what is it? What on earth is there to blush about?”
She tried not to stammer as she said: “I can’t help it. Julian’s after you.
He’s out to kill. He hates you once and he hates you twice because he thinks
I’m in love with you. I don’t know why. He’s just mad jealous. I know
Julian. And they’ll never catch him. Never. The fool police! I just thought
I’d warn you. Go away, please go away—out of London. I feel if you die it
will be my fault. He’ll throw you if you don’t go away. I know Julian. You’ll
be walking up Piccadilly one evening, this evening perhaps. Suddenly,
swish, knife in your back. No one will know who threw it, in the crowd. He
could throw it from the top of a ’bus and no one notice. He never misses.”
I said: “So, Manana, he thinks you love me. Why does he think that?”
She wasn’t blushing now. She was quite calm now. She had never moved
from the open door. Her eyes wouldn’t meet mine. They shone like anything
in that white face. She just said: “Now I’ve warned you, I must go back. He
will miss me. I’m glad I warned you. I think you must be a good man. Good-
bye. But go away, please go away at once! Good-bye.”
I couldn’t stop her by touching her, else she would have got scared. I just
told her not to go back East. We were going to raid Julian Raphael’s place
that night.
“You came to warn me,” I said, “but I was just coming to warn you. My
friend and I don’t want you to go to prison, Manana. You had better stay
away from there for the present. I can find you somewhere to stay to-night, if
you like. You can trust me.”
She opened her eyes very wide, but all she said was: “I must go back at
once.”
I began to protest, but she went on tonelessly: “You don’t understand. I
came to warn you because you are a good man. You are, aren’t you? I’m
sorry I was led into laughing at you that night. He pinched my arm when I
didn’t laugh. But I must stand by Julian. He is my man, good or bad. You
see? He has been kind to me in his way. He loves me. I must go back to him
at once. If you make me promise not to tell him about the police, I won’t. I
won’t tell him anyway, I think. He must go to prison. It is time, because he
will do more murders. I hate murders. But I will go with him to prison. And
that will make it all right between Julian and me. Good-bye.”
It was good-bye. I knew it was no use arguing. With some women one
doesn’t know when it’s any good or not, with a few one does. They’re the
ones who count. I could hold her by force, of course—for her own good.
Dear God, the lies we can tell ourselves! If I held her by force from going
back to Julian Raphael it would not have been so much for her own good as
for mine. I hated her going, I wanted her. But she must do as she thought
right. Everyone must always, in spite of everything. I’m glad I’ve never
married, Hilary, I would have made a mess of it just by always seeing my
wife’s point of view.
I saw Manana downstairs to the door. It was raining the deuce, and the
difference between twilight and night was about the same as that between a
man of colour and a nigger. Manana and I stood close together in the open
doorway. It was good-bye. I said: “Perhaps they will let you off. I will do my
best. Come to me for help later on. Good-bye, Manana. Thank you.”
She smiled. The first and last smile I ever saw light that face. “I must
never see you again,” she said, and then the laughter of Julian Raphael tore
the smile from her face.
My rooms, as you know, are in Curzon Street: at the rather grubby end
where Curzon Street, as though finally realising that it is deprived of the
residential support of the noble family of that name, slopes helplessly down
to a slit in a grey wall called Lansdowne Passage. I don’t know if you ever
have occasion to go through there. When it is dark in London it is darker in
Lansdowne Passage. It leads, between Lansdowne House and the wreck of
Devonshire House, to Berkeley Street. There is a vertical iron bar up the
middle of each opening, which I’m told were originally put there to prevent
highwaymen making a dash through the Passage to the open country round
Knightsbridge. Against that vertical iron bar leant Julian Raphael. I
remember he had a pink shirt on. Our young dandy always showed a stretch
of cuff. Between us and him there was one of those very tall silver-grey
lamp-posts. You could see him round the edge of it, a black lean lounging
shape. And that pink shirt.
 “Manana, I followed you!” he cried. And he laughed.
The girl whispered frantically to me: “Get in, get in, get in!”
I said “What?” like a fool. She tried to push me inside the doorway. I was
looking at her, not at Julian Raphael. I didn’t understand. There was a
scream from the twilight: “Mind out, Manana!” Manana jumped in front of
me. That’s all.
I held her as she fell backward. She just sighed.
“Manana!” the voice screamed again. Oh, in terror! The knife was up to
the hilt in her throat.
I think I lost my head completely for the first time in my life. I made a
dash towards the figure in the opening of Lansdowne Passage. He didn’t
move, didn’t even see me coming. He was sobbing like a baby. Then I
changed my mind and rushed back to Manana. Lay a flower on a pavement
in the rain, and you have Manana as I last saw her. Her eyelids fluttered once
or twice. The rain was washing the blood from her throat into the gutter. My
man had come down and was doing his best. I looked through the twilight at
the crumpled black figure against the iron bar.
“She’s dead, Raphael!” I called, whispering to my man: “Go get him!”
He did his best, poor devil. Raphael yelled: “Yes, for you! And I’ll never
throw but one more knife—but I’ll do that if I have to come back from hell
to do it!” He was gone, through Lansdowne Passage. My wretched man
hadn’t a chance. That night and for days there wasn’t a port in England that
H—— left unwatched for Julian Raphael. But, as in the story-books, he has
never been seen or heard of again. H—— has an idea he is somewhere in the
Americas.
But it’s not quite true (the Admiral added) that Julian Raphael has never
been seen or heard of again. I have seen him and heard him, quite lately—in
a sort of way. Of course, it can be no more than a trick of the imagination.
He has probably been more on my mind recently than I had realised. But the
illusion is quite definitely vivid and unpleasant. And I can tell you it gets
rather on a man’s nerves, this comic talk of knives on Piccadilly.
Imagination, Hilary, can play us queer dark tricks sometimes. And it’s no
good trying to explain them with spirit talk. The mind is a dark place and we
don’t know what’s in the sky and that’s all there is to it.
 Mr. Townshend had listened gravely. A grey man, of the type
conscientiously sad, Mr. Townshend found no aspect of this our life on earth
which was not a proper occasion for the exercise of gravity, command of
temper and forbearance. He therefore forbore to make any comment on his
friend’s tale, but merely remarked:
“You ought not to stay in London, Charles. An unhealthy place, at best.
Why not come down to Magralt with me to-morrow? Guy de Travest is
coming. There’s some fishing. Not much, and that little is poor, but you can
always smoke in peace.”
Sir Charles laughed. “You talk like Manana! But, anyhow, I am due at
Portsmouth the day after to-morrow. No, no, I’ll see my time out in London.
I’ve been in most corners of the world, Hilary, and never found romance but
in London.”
“Hm!” said Mr. Townshend thoughtfully. “You have an odd idea of
romance, Charles. Romance! And I don’t, as a general rule, believe in
apparitions. Hm! Have you rung up H—— to tell him of the reappearance of
this remarkably unpleasant youth?”
“And he laughed me to scorn! Was ready, in fact, to lay a pony against
Raphael’s being within a thousand miles of London or England.”
“You never know,” said Mr. Townshend thoughtfully.
“Never know what, Hilary?”
“Where you are,” said Mr. Townshend thoughtfully. “With Jews.”
It was on the night following this conversation that the Admiral, on
emerging from the Celibates Club, made an astonishing suggestion to Hunt
the commissionaire.
“Hunt,” says Sir Charles, “do you mind walking with me down to the
Piccadilly corner? I will know then that I am actually moving and not just
standing here and thinking I’m moving. You see my point, Hunt?”
“Certainly, Sir Charles. I quite understand.”
“I’m glad someone does!” sighed our gentleman.
The commissionaire with the lined face, whose own antipathy to wine in
his youth had not been insuperable, could sympathise with the Admiral’s
probable condition, while admiring the correct address with which, as
became a gentleman of the sea, he bore his suffering.
 “See any Jews about, Hunt?” the Admiral asked as they came to the
Piccadilly corner.
“Not definitely, Sir Charles. But a couple of Rolls-Royces have just
passed. Good-night, Sir Charles.”
“Good-night, Hunt.”
Those were the last words the ancient commissionaire was ever to hear
from his good friend the Admiral. For as Sir Charles made to cross
Piccadilly from Albemarle Street to St. James’s Street he heard that “whizz”
behind him. He had been expecting it, but it startled him. He half-turned and
jumped sideways, colliding with the bonnet of a fast-moving car.
There was a terrific din about him as he raised himself to his hands and
knees. It deafened him, the din of engines and voices. Many voices seemed
to be arguing. Then, as he rose to his feet, the din happily receded. There
was silence, but the silence of a pleasant voice. He walked on to St. James’s
Street, glad things had been no worse. Then he saw the face of Julian
Raphael. It was just in front of him, smiling. He was holding out his hand to
Sir Charles, smiling. He was beautiful. Behind his shoulder was Manana.
She was laughing at Sir Charles’s bewilderment. Then, as he stared at them,
they pointed over his shoulder. They were still laughing. Behind him, in the
middle of Piccadilly, there was a great crowd around a large motor-car and a
prostrate figure that looked oddly like a dingy travesty of himself. That is
how it was, but still he did not understand. Julian Raphael and Manana
laughed at him and each took him by an arm and walked with him down the
slope of St. James’s Street. There was a valley at the foot of St. James’s
Street, and over the valley a golden cloud as large as a continent. Many
people were walking about, looking calm and clean and happy. Manana was
still laughing happily.
“Julian died last night in Paris,” she told Sir Charles. “He was just
coming over to London to kill you. Isn’t it idiotic? I don’t say he loves you
now, but he’s willing to consider an intelligent friendship. Aren’t you,
Julian? Death isn’t at all what the Salvation Army thinks, Charles. You’ll be
surprised. You’re just yourself, that’s all. Funny you have to die before
you’re allowed to be yourself. Oh, look! Look, Charles! Isn’t it beautiful!
Charles, let’s walk and walk and walk!”
“Just look at those asses behind!” cried Julian Raphael, shouting with
laughter. But now the people at the head of St. James’s Street were very
faint, the clear golden air of the sun triumphant was falling between Sir
Charles’s eyes and the people grouped round the prostrate figure that looked
oddly like a dingy travesty of himself.
“If they only knew,” said Manana gravely, “that living is worth while just
because one has to die! Come on, Charles, let’s walk!”
“Here, and me!” cried Julian Raphael.
“Young man,” said the Admiral severely, “you just stay where you are. I
have been waiting a long time for this walk with Manana.”
“I’ll follow you. Where are you going to walk to?”
“You can’t follow us, Julian,” laughed Manana. “They won’t let you, yet.
Naturally, dear, considering how awful you’ve been. You can have a drink
while we’re gone.”
“A drink?” said Sir Charles. “But, good Lord, he can’t have a drink here,
can he?”
“But why not?” Manana laughed. “There’s only one hell, dear, and that’s
on earth. Come on, come on! We’ll walk towards that golden cloud and
back!”
 VI. THE THREE-CORNERED MOON

T HE structure, economy and polity of our time do not incline the meek
and lowly to a particular regard for persons of condition. Nor is the
patronage of princes and the favour of lords solicited to any noticeable
degree by the poets and scientists of the day. The most superficial survey of
history will discover that the condescension of a gentleman of the haut ton
was once regarded as almost an essential of a poet’s success: while the
craftsman, was he never so cunning and exquisite, must rely for his fame on
the caprice of the young men of fashion, who were, it is to be presumed, not
the less generous because they were invariably in debt and had not the worse
taste because they were nearly always in wine.
In our generation, however, we have progressed so far in the liberal arts
that, should a man of letters so mask himself with the impertinence of
fashion as to be remarked at Ascot in clothes which, with a deplorable want
of faith in the dignity of letters, have been cut to fit his person, he shall at
once be convicted by all really intelligent people of a lack of feeling for all
that is genuine in art and literature. That cannot be altogether just. An
effeminate manner and unusual habits should not, on the other hand,
invariably be taken for sure signs of genius in the mental sciences; and
laymen should be warned against regarding soiled linen as an essential of the
successful ascent of Parnassus.
In the face of this illiberal attitude towards the upper sort, the popular
interest in the young Duke of Mall is the more surprising; and to that
gentleman’s familiars and dependents it has for long been a source of
gratification to observe how the esteem in which he is held by the people of
England is rivalled only by the interest shown in the table-manners of the
most famous pugilists and the respect extended to the tireless energies of the
most beloved prince in Christendom.
Nor was the young Duke’s greatness unheralded, his birth without good
omen: historians the world over will know the legend of the Dukedom of
Mall, how it was prophesied by a sibyl of the Restoration that on the birth of
the greatest of that house the golden cock on the weather-vane of St. James’s
tower would crow thrice, and on his death it would also crow thrice. And
only those most steeped in the modern vice of scepticism will disbelieve the
unanimous evidence of every club servant in St. James’s Street, that this
miracle attended the birth of the seventeenth Duke; while we vulgar lovers
of England’s might and enemies to the Socialist tyranny can only pray that
the second manifestation of that miracle be averted for the longest span of
God’s mercy to the most gallant of His creatures.
There follow, then, some sidelights on the recent life of the young Duke
of Mall and his splendid lady. Than these two, history will say, history must
say, there never was a more comely pair; for such is the unknowable wisdom
of the All-Wise, that opposites will discover the sweetest harmony. The
differences referred to are, of course, those of breeding and nationality, for
the lady was an American out of Chicago, in the State of Illinois. But to
attempt to describe Miss Lamb were to challenge contempt and defy the
limitations set by the gods upon human speech. Let it suffice that she was
beautiful: the quality of her colour comparable only to that of a garden in
tempered sunlight, the texture of her complexion the envy of silkworms,
while the glory of her hair has been described by a minor poet as a cap of
beaten gold and autumn leaves. As for the lady’s eyes, shall a phrase attempt
where a thousand photographs have failed?
The Duke, then, was tender of this lady: he wooed her, was mocked, he
entreated, was beguiled, he pleaded, was provoked, he stormed, was
dismissed, he worshipped, was accepted. The wedding paralysed the traffic
of London for several hours and the newspapers of England and America for
several days. The happy pair spent their honeymoon at the Trianon at
Versailles, lent to the young Duke by the French Government in recognition
of his gallant services as a liaison officer during the war.
It should be noted that the wedding-present of the bride’s father to the
young Duke was an ocean-going yacht of gratifying tonnage. White and
graceful, the yacht Camelot rode the seas like a bird. The Duke, who liked
birds, was very impressed.

II

That, however, was some time ago. Now, alas, not the most kindly
observer of society can but have remarked that the recent life of the young
Duke and his Duchess has been as conspicuous for its private dolour as for
its public splendour. There have been rumours, there has been chatter. This
has been said, and that, and the other. Gossip, in fact, has been rife. But it is
the austere part of the historian to deal only in facts. The facts are as follows:
South of the lands of the old troubadours, between the heights of the
Southern Alps and the languor of the Mediterranean, lies the pretty town of
Cannes. The year we tell of was in its first youth. The flower and chivalry of
England and America were promenading in the sunlight of the pretty town or
commenting at their ease on the brilliant tourneys of tennis and polo. Here
and there about the links the sun lit up the brilliant Fair Isle sweaters of
Jews, Greeks and Argentines where they were playing a friendly match for
the empiry of the world. The mimosa was at its full glory of fresh-powdered
gold. Brilliant sun-shades lit the walks. From the gardens of white villas
could be heard the laughter of children and millionaires. The beach was
strewn with jewels, and ladies walked in beauty. Great automobiles loitered
between the Casino and the Carlton Hotel, while youth in swift Bugatti or
Bentley challenged time to a race from Cannes to Monte Carlo. The waters
slept profoundly in the full kiss of the afternoon sun. There, as a dove on a
spacious lawn, rode a fair white yacht. From its stern hung a cluster of
golden cherries, for such was the pretty nautical device of the young Duke of
Mall.
It must be granted by the most fastidious that the scene was set for
enchantment. The sea slept under the sun, the sun upon the mountains, the
chauffeurs at their driving-wheels, the croupiers in the Casino, the diplomats
at a conference, the demi-mondaines near the diplomats. Yet in the yacht
raged a storm: the Duke of Mall was having a row with his lady.
It will be incredible that it was not their first. It must be incredible that it
looked like being their last. At the moment of our intrusion, my Lord Duke,
in point of fact, was saying:
“By Heaven, Leonora, I am sick and tired of it!”
That small, lovely head, those wide, deep, gentle eyes! Yet stern Juno
herself did sometimes walk the earth in those very eyes. She was not more
than twenty-four, this lady, yet with what proud calm and disdain she could
at one glance enwrap her husband! Not, however, that it always advantaged
her case, for sometimes it might be he was too sleepy to notice or maybe he
would be too busily engaged in disdaining her, which on occasions he could
do very handsomely.
 Gently said she: “You say you are sick and tired of ‘it.’ ‘It,’ my dear, my
well-beloved? Am I, by ‘it,’ to understand that you mean me?”
The young Duke pointed his indifference with the application of a match
to a rough surface and the application of the match to a cigar. “You may,”
said he, “understand what you like. I said what I said.”
Tenderness was never yet so fitly clothed as by this lady’s voice. “Shall I,
then,” said she, “tell you all that I understand by what you said?”
The Duke need not have waved a hand skyward, need not have smiled,
have yawned, and said: “Am I God, to stop you talking! But maybe it is not
necessary for me to add that I wish I were, if only for that purpose.”
The Duchess said: “However, I will not be provoked. It is too hot. I will
content myself merely with remarking that in my considered opinion the
ancient Dukedom of Mall does at present grace one with the manners of a
boor and the habits of a stable-boy.”
“Leonora, you go too far!”
She sighed: “Dear, had I, before marrying you, gone even a little further,
how much more comfortably I had fared!”
For as long as it takes to say a forbidden word of one syllable the young
Duke’s fair features wore the air of a battlefield: thereon anger fought with
apathy: but was, by the grace of God and a public-school education,
repulsed.
“Not, mind you,” said the Duchess, “that I can blame the pretty dolls
whom you encourage to pursue you under my very nose.”
The Duke remarked that she had a very beautiful nose, a very small nose.
The Duchess thanked him.
“But,” said the Duke, “by the number of things which you accuse me of
doing under it, any one would think it cast as long a shadow as Lord
Nelson’s column. For the sake of your own beauty,” he pleaded earnestly,
“may I beg you to leave your nose, much as I admire it, out of my supposed
infidelities?”
The Duchess remarked that she could quite well understand why women
pursued him with their attentions. Yet, as she spoke, no spark of bitterness
pointed her low light voice, no trace of jealousy marred her urbanity. She
remarked that he was very rich. His rank was second only to his King’s. He
was very handsome. He was charming.
 The Duke thanked her.
“However,” said the Duchess.
“Ah, that’s not too good,” sighed the Duke. “I knew there was a catch
somewhere.”
“However,” said the Duchess, “the beauty that you most admire in any
woman is the beauty of her not being a woman you already know: the only
charm of which you never are tired is the charm of novelty.”
“One likes a change,” sighed the Duke. “If that’s what you are talking
about.”
“It certainly is,” said the Duchess.
“Well, don’t let me hinder you,” said the Duke. He was rude. “I am all
attention. But should I interrupt you, sweet, you must forgive me, for I am
apt to talk in my sleep.”
“Oh, but haven’t I made quite a collection of names like Dolly and Lucy
and Maudie!”
The Duke said one word. It expressed all the volumes that could be
written by the men who, alas, cannot write. But the Duchess had now been
in England for four years and knew that the facility with which an
Englishman can swear at his wife does not detract in the least from his deep
respect for Womanhood, else would England be what England undoubtedly
is?
She said: “Maximilian, I want to tell you that you are a most
extraordinary man. In public, for instance, you are all that is charming; and
many who know of our private disagreements can’t but think the fault is
mine, since in public you are so very right and seem never for a moment
deficient in the manners, graces and consideration proper to a great
gentleman.”
The Duke expressed a hope that she would put that down in writing, so
that he could send it as a reference to any lady, or ladies, to whom he might
be paying his suit, or suits.
“However,” said the Duchess, “when we come to examine you in the
home, what a different picture do we find! Your manners are monstrous,
your graces those of a spoilt schoolboy, while your consideration for your
wife such that, far from concealing from me your preference for the
company of low women, you will actually,” said she, “bring them on board
this yacht and make love to them under my very——”
 The Duke, he sighed.
“In,” snapped the Duchess, “my company. And now,” she added calmly,
“I will say good-bye.”
“Child,” said the Duke softly, “must you go? Must you really? Can’t I
tempt you to stay? Very well, then,” said he, “good-bye.”
“Captain Tupper!” the Duchess called.
“Captain Tupper,” the Duchess said, “I am going ashore. You will please
see to it at once. I think my maid has everything packed. Thank you.”
The Duke opened his eyes. It was an effort, for he was sleepy.
“Captain Tupper,” said he, “her Grace will take the fastest cutter to the
town to catch the Blue Train to Calais. Should a sleeper on the Blue Train be
unavailable, you will see to it that she is accommodated with one of a
suitable colour. We, in the cool of the evening, will make for Naples. Thank
you.”
The Duke closed his eyes again, for he was sleepy. The Duchess stared as
though into the heart of the still blue bay, and who shall say what it was that
she saw in that deep place, whether she saw the towers of her love torn down
by the winds of man’s discontent, the ruins of her marriage washed in the
infinite sea of man’s inconstancy? Her eyes darkened, and presently she said,
bemused: “I am going now. Adieu, Maximilian.”
“Leonora,” he said, with closed eyes, “I wish you all happiness and
content.”
“Content!” said she, and laughed.
“Good-bye, Leonora.”
She said: “Max, we were very happy once. We were lovers once. So
happy—once upon a time!”
He whispered:

“ ‘Out upon it, I have loved

Three whole days together!
And am like to love three more,
If it prove fine weather.’ ”
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