[Numpy-discussion] std(axis=1) memory footprint issues + moving avg / stddev

[Rob Hooft]

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Torgil Svensson wrote:

> My original problem was to get an moving average and a moving standard
> deviation (120k rows and N=1000). For average I guess convolve should
> perform good, but is there anything smart for std()? For now I use ...
> 
>>>> moving_std=array([a[i:i+n].std() for i in range(len(a)-n)])
> 
> which seems to perform quite well.

You can always look for more fancy and unreadable solutions, but since
this one has the inner loop with a reasonable vector length (1000) coded
 in C, one can guess that the performance will be reasonable. I would
start looking for alternatives only if N drops significantly, say to <50.

Rob

- --
Rob W.W. Hooft  ||  rob at hooft.net  ||  http://www.hooft.net/people/rob/
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