Add "nan" to numpy array 20 times without loop
n = np.append(n, np.repeat(np.nan, 20))
[Edit]Ok, it seems that use of np.repeat
is slower than use of np.zeros(20) + np.nan
like in Mr E’s answer:
In [1]: timeit np.zeros(10000) + np.nan100000 loops, best of 3: 16.1 µs per loopIn [2]: timeit np.repeat(np.nan, 10000)10000 loops, best of 3: 70.8 µs per loop
But np.append
is quicker:
In [3]: timeit np.append(n, n)100000 loops, best of 3: 5.56 µs per loopIn [4]: timeit np.hstack((n, n))100000 loops, best of 3: 7.87 µs per loop
So you can combine both approaches:
np.append(n, np.zeros(20) + np.nan)
This gives:
In [42]: timeit np.hstack((n, np.zeros(20) + np.nan))100000 loops, best of 3: 13.2 µs per loopIn [43]: timeit np.append(n, np.repeat(np.nan, 20))100000 loops, best of 3: 15.4 µs per loopIn [44]: timeit np.append(n, np.zeros(20) + np.nan)100000 loops, best of 3: 10.5 µs per loop
def rolling_window(a, window, method, backfill_method='nan'): shape = a.shape[:-1] + (a.shape[-1] - window + 1, window) strides = a.strides + (a.strides[-1],) toReturn = np.lib.stride_tricks.as_strided(a, shape=shape, strides=strides) if method == 'mean': toReturn = np.mean(toReturn, 1) elif method == 'std': toReturn = np.std(toReturn, 1) if backfill_method == 'nan': first_valid = np.nan elif backfill_method == 'first': first_valid = toReturn[0] return np.append(np.repeat(first_valid, len(a) - len(toReturn)), toReturn)