[Numpy-discussion] custom accumlators

Matt Knox mattknox_ca at hotmail.com
Fri Jan 5 12:29:19 CST 2007


> 
> On Friday 05 of January 2007 17:42, Matt Knox wrote:
> > ---------------------------------------------
> > Example 1 - exponential moving average:
> >
> > # naive brute force method...
> > def expmave(x, k):
> >     result = numpy.array(x, copy=True)
> >     for i in range(1, result.size):
> >        result[i] = result[i-1] + k * (result[i] - result[i-1])
> >     return result
> >
> > # slicker method (if it worked, which it doesn't)...
> > def expmave(x, k):
> >     def expmave_sub(a, b):
> >         return a + k * (b - a)
> >     return numpy.vectorize(expmave_sub).accumulate(x)
> 
> Why can't you simply use list comprehensions? Too slow?
> 
> For example:
> def expmave(x, k):
> 	return [x[0]] + [x[i-1] + k*(x[i]-x[i-1]) for i in range(1,len(x))]
> 
> Karol
> 

That's not the same calculation. There is no cumulative effect in your function.

Each iteration depends on the previous iteration, like a cumulative sum, etc. 

And as for the speed, I'm basically trying to determine what is the most 
efficient way to do it, outside of writing it in C. And I don't really want to 
create intermediate lists, ideally things would be kept as numpy arrays.
I can't think of a loop free way to do it with numpy.

Good try though. No harm in trying! That's the only way we learn things.

- Matt



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