[Numpy-discussion] cummax

[Nissim Karpenstein]

Hi,

I want a cummax function where given an array inp it returns this:

numpy.array([inp[:i].max() for i in xrange(1,len(inp)+1)]).

Various python versions equivalent to the above are quite slow (though a
single python loop is much faster than a python loop with a nested numpy C
loop as shown above).

I have numpy 1.3.0 source.  It looks to me like I could add cummax function
by simply adding PyArray_CumMax to multiarraymodule.c which would be the
same as PyArray_Max except it would call PyArray_GenericAccumulateFunction
instead of PyArray_GenericReduceFunction.  Also add array_cummax to
arraymethods.c.

Is there interest in adding this function to numpy?  If so, I will check out
the latest code and try to check in these changes.
If not, how can I write my own Python module in C that adds this UFunc and
still gets to reuse the code in PyArray_GenericReduceFunction?

Thanks,

   -Nissim
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