[SciPy-user] SVN: sandbox/pyloess
Mon Mar 12 15:13:31 CDT 2007
A few weeks ago, an implementation of loess was requested on this list. I just
uploaded a beta version in the 'pyloess' directory of the sandbox. There are
actually one interface for two modules: lowess, the univariate locally
weighted linear estimation, and STL, the seasonal/trend decomposition. The
modules are just f2py wrappers of the initial fortran sources (converted to
double precision). I'd be happy to get your feedback, as usual.
I've been also trying to port the loess algorithm (a more generic version of
lowess that can accept up to 8 variables). However, I've been hitting a wall
on this one. The initial code is in C, with regular calls to fortran
subroutines. The base object is a nested structure, and the operations are
performed on this nested structure.
Initially, I tried to code the nested structure in python directly, so that I
would just have to call the C/fortran routines, but that didn't really work
(the results from some tests didn't match the ones I was getting from the C
code directly). I then tried to use SWIG, before realizing I was spending
most of my time writing extensions. Eventually, I decided to stick to Pyrex.
I wrote as many classes as sub-structure to get access to the underlying
objects, plus an extra class for the combination of the substructures. The
result is so far fairly disappointing, as the final object doesn't even get
initialized properly. After one week of this "going-nowhere-fast", I'm giving
Nevertheless, I uploaded this prototype in a 'sandbox' subfolder of the
package, hoping that a kind soul would provide me with some pointers about
the generic approach and some ideas about why I segfault all the time (I'm
thinking about the pyrex specialists among us...).
Thanks a lot in advance for your comments and feedback.
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