latools/helpers/helpers.py
def fastgrad(a, win=11):
    """
    Returns rolling - window gradient of a.

    Function to efficiently calculate the rolling gradient of a numpy
    array using 'stride_tricks' to split up a 1D array into an ndarray of
    sub - sections of the original array, of dimensions [len(a) - win, win].

    Parameters
    ----------
    a : array_like
        The 1D array to calculate the rolling gradient of.
    win : int
        The width of the rolling window.

    Returns
    -------
    array_like
        Gradient of a, assuming as constant integer x - scale.
    """
    # check to see if 'window' is odd (even does not work)
    if win % 2 == 0:
        win += 1  # subtract 1 from window if it is even.
    # trick for efficient 'rolling' computation in numpy
    # shape = a.shape[:-1] + (a.shape[-1] - win + 1, win)
    # strides = a.strides + (a.strides[-1], )
    # wins = np.lib.stride_tricks.as_strided(a, shape=shape, strides=strides)
    wins = rolling_window(a, win, 'ends')
    # apply rolling gradient to data
    a = map(lambda x: np.polyfit(np.arange(win), x, 1)[0], wins)

    return np.array(list(a))
def fastgrad(a, win=11):
    # check to see if 'window' is odd (even does not work)
    if win % 2 == 0:
        win += 1  # subtract 1 from window if it is even.
    # trick for efficient 'rolling' computation in numpy
    # shape = a.shape[:-1] + (a.shape[-1] - win + 1, win)
    # strides = a.strides + (a.strides[-1], )
    # wins = np.lib.stride_tricks.as_strided(a, shape=shape, strides=strides)
    wins = rolling_window(a, win, 'ends')
    # apply rolling gradient to data
    a = map(lambda x: np.polyfit(np.arange(win), x, 1)[0], wins)

    return np.array(list(a))
def fastgrad ( a , win = 11 ) : # check to see if 'window' is odd (even does not work) if win % 2 == 0 : win += 1 # subtract 1 from window if it is even. # trick for efficient 'rolling' computation in numpy # shape = a.shape[:-1] + (a.shape[-1] - win + 1, win) # strides = a.strides + (a.strides[-1], ) # wins = np.lib.stride_tricks.as_strided(a, shape=shape, strides=strides) wins = rolling_window ( a , win , 'ends' ) # apply rolling gradient to data a = map ( lambda x : np . polyfit ( np . arange ( win ) , x , 1 ) [ 0 ] , wins ) return np . array ( list ( a ) )
Returns rolling - window gradient of a.

    Function to efficiently calculate the rolling gradient of a numpy
    array using 'stride_tricks' to split up a 1D array into an ndarray of
    sub - sections of the original array, of dimensions [len(a) - win, win].

    Parameters
    ----------
    a : array_like
        The 1D array to calculate the rolling gradient of.
    win : int
        The width of the rolling window.

    Returns
    -------
    array_like
        Gradient of a, assuming as constant integer x - scale.
Returns rolling - window gradient of a .