Provides a moving average over a data set.

moving, average
pip install movingaverage


Written by Sean Reifschneider  <>
Released into the Public Domain

Module to compute the moving average of a list.  For example:

   from movingaverage import movingaverage
   print list(movingaverage([1,2,3,4,5,6], 3))
   >>> [2,3,4,5]

NOTE: Another option is the "stats" pacakge, which is currently (Feb 2011)
in early development.  The author of that package says that it includes
several moving average functions.  I haven't used it, because I didn't find
out about it until after I wrote this.  For more information see:

movingaverage(data, subset_size, data_is_list = None, avoid_fp_drift = True)

   Return the moving averages of the data, with a window size of
   `subset_size`.  `subset_size` must be an integer greater than 0 and
   less than the length of the input data, or a ValueError will be raised.

   `data_is_list` can be used to tune the algorithm for list or iteratable
   as an input.  The default value, `None` will auto-detect this.
   The algorithm used if `data` is a list is almost twice as fast as if
   it is an iteratable.

   `avoid_fp_drift`, if True (the default) sums every sub-set rather than
   keeping a "rolling sum" (which may be subject to floating-point drift).
   While more correct, it is also dramatically slower for subset sizes
   much larger than 20.

   NOTE: You really should consider setting `avoid_fp_drift = False` unless
   you are dealing with very small numbers (say, far smaller than 0.00001)
   or require extreme accuracy at the cost of execution time.  For
   `subset_size` < 20, the performance difference is very small.