What I want to do is generate a numpy array that is the cumulative sum of another numpy array given a certain window.
For example, given an array [1,2,3,4,5,6
[1,2,3,4,5,6
Here is perhaps a simpler answer, based on subtracting shifted cumsums.
>>> a = np.array([1,2,3,4,5,6,7,8,9,10,11,12]) >>> b = a.cumsum() >>> b[3:] = b[3:] - b[:-3] >>> b array([ 1, 3, 6, 9, 12, 15, 18, 21, 24, 27, 30, 33])