The lib.moving_funcs submodule contains an assortment of functions for doing moving window calculations such as moving averages, moving standard deviation, moving correlation, moving median, etc.
These functions are implemented in C and are much more efficient than what is possible using a brute force approach in pure Python.
| mov_average | |
| mov_average_expw | |
| mov_corr | |
| mov_cov | |
| mov_max | |
| mov_mean | |
| mov_median | |
| mov_min | |
| mov_std | |
| mov_sum | |
| mov_var |
| cmov_average | |
| cmov_mean | |
| cmov_window |