[SciPy-User] Proposal for a new data analysis toolbox

Keith Goodman kwgoodman@gmail....
Wed Nov 24 13:43:02 CST 2010


On Wed, Nov 24, 2010 at 9:05 AM, Keith Goodman <kwgoodman@gmail.com> wrote:

> move_sum(arr, window, axis=0)

DSNA cython protoype of move_sum (not NaN aware):

>> a = np.arange(1000000, dtype=np.float64)
>> timeit move_sum(a, 100)
100 loops, best of 3: 3.79 ms per loop

A moving window sum based on scipy.ndimage.convolve1d (not NaN aware):

>> from la.farray import mov_sum
>> timeit mov_sum(a, window=100)
10 loops, best of 3: 156 ms per loop

Code for the ndimage version is at
http://github.com/kwgoodman/la/blob/master/la/farray/mov.py


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