Running maximum of numpy array values
I need a fas开发者_如何转开发t way to keep a running maximum of a numpy array. For example, if my array was:
x = numpy.array([11,12,13,20,19,18,17,18,23,21])
I'd want:
numpy.array([11,12,13,20,20,20,20,20,23,23])
Obviously I could do this with a little loop:
def running_max(x):
result = [x[0]]
for val in x:
if val > result[-1]:
result.append(val)
else:
result.append(result[-1])
return result
But my arrays have hundreds of thousands of entries and I need to call this many times. It seems like there's got to be a numpy trick to remove the loop, but I can't seem to find anything that will work. The alternative will be to write this as a C extension, but it seems like I'd be reinventing the wheel.
numpy.maximum.accumulate
works for me.
>>> import numpy
>>> numpy.maximum.accumulate(numpy.array([11,12,13,20,19,18,17,18,23,21]))
array([11, 12, 13, 20, 20, 20, 20, 20, 23, 23])
As suggested, there is scipy.maximum.accumulate
:
In [9]: x
Out[9]: [1, 3, 2, 5, 4]
In [10]: scipy.maximum.accumulate(x)
Out[10]: array([1, 3, 3, 5, 5])
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