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hildensia / bayesian_changepoint_detection

Methods to get the probability of a changepoint in a time series.
MIT License
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Add pyx file again #6

Closed hildensia closed 9 years ago

hildensia commented 9 years ago

Was removed during a PR. Is there a good way to keep cython and python in sync. I'm not sure if I prefer one over the other (python is better for debugging, cython is faster).

mathDR commented 9 years ago

I haven't found a good way to keep them in sync. I think right now the examples are plenty fast. In any case, I added the original cy_offline.pyx and cy_offline_changepoint_detection.py files back to the repository.

mathDR commented 9 years ago

Also, its not clear that the speedup gains are optimized. If the new multivariate likelihoods are to by cythonized, then outer(), slogdet(), multigammaln() and gammaln() should all be cythonized. Thoughts?

hildensia commented 9 years ago

It is probably not really worthwhile using cython right now. I just tried it for an experiment, but it wasn't really speeding things up a lot. For my part it can be removed.

mathDR commented 9 years ago

Should we close this issue then?

hildensia commented 9 years ago

Yepp. You're right.