numpy rolling
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showing results for - "numpy rolling"
Ilyan
26 Nov 2019
1def rolling_window(a, window):
2 shape = a.shape[:-1] + (a.shape[-1] - window + 1, window)
3 strides = a.strides + (a.strides[-1],)
4 return np.lib.stride_tricks.as_strided(a, shape=shape, strides=strides)
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