Can the cumsum function in NumPy decay while adding?

Question

I have an array of values a = (2,3,0,0,4,3)

y=0
for x in a:
  y = (y+x)*.95

Is there any way to use cumsum in numpy and apply the .95 decay to each row before adding the next value?

Answer 1

Numba provides an easy way to vectorize a function, creating a universal function (thus providing ufunc.accumulate):

import numpy
from numba import vectorize, float64

@vectorize([float64(float64, float64)])
def f(x, y):
    return 0.95 * (x + y)

>>> a = numpy.array([2, 3, 0, 0, 4, 3])
>>> f.accumulate(a)
array([  2.        ,   4.75      ,   4.5125    ,   4.286875  ,
         7.87253125,  10.32890469])