believe it or not, i just discovered "searchsorted"... my earlier hack was brutal, using "bisect".... this is my current version and it seems to work fine. class StepFunction: '''A basic step function: values at the ends are handled in the simplest way possible: everything to the left of x[0] is set to ival; everything to the right of x[-1] is set to y[-1]. >>> >>> from numpy import * >>> >>> x = arange(20) >>> y = arange(20) >>> >>> f = StepFunction(x, y) >>> >>> print f(3.2) 3 >>> print f([[3.2,4.5],[24,-3.1]]) [[ 3 4] [19 0]] >>> ''' def __init__(self, x, y, ival=0., sorted=False): _x = N.array(x) _y = N.array(y) if _x.shape != _y.shape: raise ValueError, 'in StepFunction: x and y do not have the same shape' if len(_x.shape) != 1: raise ValueError, 'in StepFunction: x and y must be 1-dimensional' self.x = N.array([-N.inf] + list(x)) self.y = N.array([ival] + list(y)) if not sorted: asort = N.argsort(self.x) self.x = N.take(self.x, asort) self.y = N.take(self.y, asort) self.n = self.x.shape[0] def __call__(self, time): tind = scipy.searchsorted(self.x, time) - 1 _shape = tind.shape if tind.shape is (): return self.y[tind] else: tmp = N.take(self.y, tind) tmp.shape = _shape return tmp Robert Kern wrote:
Jonathan Taylor wrote:
i was just wondering if there is a simple way to define a step function in scipy, like an ECDF (empirical cumulative distribution function) in statistics....
i have hacked my own version, but it is quite slow....
scipy.interpolate.interp1d has an option for nearest-neighbor interpolation which is almost what you want except that the provided data points are in the center of the steps instead of at the left or right.
What does your version look like? Let's see if we can't improve upon it.
-- ------------------------------------------------------------------------ I'm part of the Team in Training: please support our efforts for the Leukemia and Lymphoma Society! http://www.active.com/donate/tntsvmb/tntsvmbJTaylor GO TEAM !!! ------------------------------------------------------------------------ Jonathan Taylor Tel: 650.723.9230 Dept. of Statistics Fax: 650.725.8977 Sequoia Hall, 137 www-stat.stanford.edu/~jtaylo 390 Serra Mall Stanford, CA 94305