[SciPy-user] TimeSeries - Questions Re lib/moving_funcs.py

[Pierre GM]

Hello Pablo,
Yes ! Another user !

> * Why do the comments in the source code indicate that many of the
> functions are intended only for 1-D arrays (mov_var for example)?

Because we're confident it works fine with 1D, but haven't tested things 
thoroughly  enough to be as confident with nD arrays. And we don't really 
want to advertise something we can't deliver.

> A very brief look at the source doesn't indicate why this should be.  Also,
> throwing some quick example code together suing 2-D arrays generates
> results.  The code does not seem to bomb.

Actually, I prefer a code that bombs than one that deceives me into believing 
it works when it does not.

> * The covariance related code is constructed in a way I would not expect.

All the moving functions of this module are wrappers to C functions. We use C 
for performance more than for portability (cf the regular problems with 
installation...). What you suggest sounds like a good idea, I'll kick the 
ball to my co-author, he's the C speaker of the duo.

> * This is a really nice package!  Look forward to seeing it grow.

Thanks a lot for your support ! I wish I could spend more time on the code, 
and less time on writing papers, however... Your suggestions and comments are 
always welcome.