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seberg / rolling_window.py
Created October 10, 2012 14:38
Multidimensional rolling_window for numpy
def rolling_window(array, window=(0,), asteps=None, wsteps=None, axes=None, toend=True):
"""Create a view of `array` which for every point gives the n-dimensional
neighbourhood of size window. New dimensions are added at the end of
`array` or after the corresponding original dimension.
Parameters
----------
array : array_like
Array to which the rolling window is applied.
window : int or tuple