Running filter (eg median, mean) using just numpy

running_filter.py

# inspired by https://gist.github.com/bhawkins/3535131, but simpler
import numpy as np

def running_filter(data, k=7, op=np.median):
    """
    Turns a 1-d source [a,b,c,d,e]
    into a 2d [[d,e,...  .]
               [c,d,e,....]
               [b,c,d,e...]
               [a,b,c,d,e.]]
    Then applies op (np.median by default) with axis=0 to provide a running filter on
    the data
    """
    new_length = data.shape[0] - k
    return op([data[i:i + new_length] for i in range(k)], axis=0)