Hi,

about a year ago I developed for my own purposes a routine for averaging
irregularly-sampled data using gaussian average. I would like to
contribute it to matplotlib, after a clean-up, if there is interest.

First it stores all data points in a (regular) grid. One can ask for
value at arbitrary point within the grid range: based on stDev
parameter, all data points within some distance (user-settable) are
weighted using the normal distribution function and then the average is
returned. Storing data in grid avoids searching all data points every
time, only those within certain grid-range will be used.

It would be relatively easy to extend to another distribution types
(lines 120-130), such as elliptic-normal distribution, with different
stDev in each direction.

The code is here:
http://bazaar.launchpad.net/~yade-dev/yade/trunk/annotate/head%
3A/lib/smoothing/WeightedAverage2d.hpp

I should be able to convert it to accept numpy arrays, wrap using Python
API instead of boost::python and write some documentation. Let me know
if matplotlib-devel list would be more appropriate for this discussion.

Cheers, Vaclav


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