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May 7, 2018 11:31
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moving_average with numpy like pandas.DataFrame.rolling(win=n).mean()
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| def moving_average(a, n=3): | |
| """https://stackoverflow.com/a/14314054/716469 | |
| and modified to be like [``pandas.DataFrame.rolling(win=n).mean()``](https://pandas.pydata.org/pandas-docs/stable/generated/pandas.DataFrame.rolling.html) | |
| """ | |
| ret = np.cumsum(a, dtype=float) | |
| ret[n:] = ret[n:] - ret[:-n] | |
| ret[:n] = np.NaN | |
| return ret / n |
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