Compile the cython code with
python setup.py build_ext --inplace
and you should be good to go.
import pydtw x0 = <T_0 x D array> x1 = <T_1 x D array> dist, cost, path = pydtw.dtw(x0, x1)
dist is the dtw distance, cost is a
T_0 x T_1 matrix of pairwise distances and path is a python list of two numpy arrays that describe the index sets that best align
See the influenza example for a more concrete usage.