dlegor

from numba.decorators import jit
import numpy as np

#The original version is here: https://gist.github.com/ximeg/587011a65d05f067a29ce9c22894d1d2
#I made small changes and used numba to do it faster.
  
@jit
def thresholding_algo2(y, lag, threshold, influence):
    signals = np.zeros(len(y))
    filteredY = np.array(y)