@@ -278,7 +278,7 @@ def roll_mean(const float64_t[:] values, ndarray[int64_t] start,
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cdef inline float64_t calc_var(int64_t minp, int ddof, float64_t nobs,
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- float64_t ssqdm_x, Py_ssize_t num_consecutive_same_value) nogil:
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+ float64_t ssqdm_x, int64_t num_consecutive_same_value) nogil:
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cdef:
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float64_t result
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@@ -298,7 +298,7 @@ cdef inline float64_t calc_var(int64_t minp, int ddof, float64_t nobs,
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cdef inline void add_var(float64_t val, float64_t * nobs, float64_t * mean_x,
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float64_t * ssqdm_x, float64_t * compensation,
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- Py_ssize_t * num_consecutive_same_value, float64_t * prev_value) nogil:
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+ int64_t * num_consecutive_same_value, float64_t * prev_value) nogil:
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""" add a value from the var calc """
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cdef:
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float64_t delta, prev_mean, y, t
@@ -363,8 +363,8 @@ def roll_var(const float64_t[:] values, ndarray[int64_t] start,
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cdef:
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float64_t mean_x , ssqdm_x , nobs , compensation_add ,
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float64_t compensation_remove , prev_value
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- int64_t s , e
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- Py_ssize_t i , j , N = len (start), num_consecutive_same_value
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+ int64_t s , e , num_consecutive_same_value
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+ Py_ssize_t i , j , N = len (start)
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ndarray[float64_t] output
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bint is_monotonic_increasing_bounds
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