@Keith Goodman

I think I figured it out. I believe something like the following will do what you want, iterating across one axis specially, so it can apply a median function along an axis. This code in particular is for calculating a moving average and seems to work (though I haven't checked my math). Let me know if you find any problems.

def ewma(a, d,  int axis = -1):

    out = np.empty(a.shape, dtype)
    cdef np.flatiter ita, ito
    ita = np.PyArray_IterAllButAxis(a,   &axis)
    ito = np.PyArray_IterAllButAxis(out, &axis)
    cdef int i
    cdef int axis_length = a.shape[axis]
    cdef int a_axis_stride = a.strides[axis]/a.itemsize
    cdef int o_axis_stride = out.strides[axis]/out.itemsize
    cdef double avg = 0.0
    cdef double weight = 1.0 - np.exp(-d)
    while np.PyArray_ITER_NOTDONE(ita):
        avg = 0.0
        for i in range(axis_length):
            avg += (<dtype_t*>np.PyArray_ITER_DATA (ita))[i * a_axis_stride ] * weight + avg * (1 - weight)
            (<dtype_t*>np.PyArray_ITER_DATA (ito))[i * o_axis_stride ] = avg
    return out   

On Tue, Nov 30, 2010 at 9:46 PM, Felix Schlesinger <schlesin@cshl.edu> wrote:
> > import numpy as np
> > cimport numpy as cnp
> > cdef cnp.float64_t namean(cnp.ndarray[cnp.float64_t, ndim=1] a):
> >    return np.nanmean(a)  # just a placeholder
> > is not allowed?  It works for me.  Is it a cython version thing?
> > (I've got 0.13),
> Oh, that's nice! I'm using 0.11.2. OK, time to upgrade.

Oh wow, does that mean that http://trac.cython.org/cython_trac/ticket/177
is fixed? I couldn't find anything in the release notes about that,
but it would be great news. Does the cdef function acquire and hold
the buffer?


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