Daniele Nicolodi <dani...@grinta.net> wrote:

> That's more or less my current approach (except that I use the fact that
> the data is evenly samples to use np.where(np.diff(t1) != dt) to detect
> the regions of continuous data, to avoid the loop.

I hope you realize that np.where(np.diff(t1) != dt) generates three loops,
as well as two temporary arrays and one output array. If you do what I
suggested, you get one loop and no temporaries. But you will need Numba or
Cython to get full speed.

Sturla

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