I am looking to launch mid-range smoothing implementations for Python. 3RSSH in particular.
Excel implementation works fine: http://www.quantdec.com/Excel/smoothing.htm
In addition, the R smooth function has 3RSSH: http://exploratorydataanalysis.blogspot.com/2009/03/smoothing-on-r.html
But I want a Python version, it is advisable to work with numpy / scipy and I can not find it. So far, I’m out of luck with the search engine.
Are there libraries that implement such anti-aliasing functions? Or am I destined to write? :)
I don’t think I saw an implementation of 3RSSH, but you can try using scipy.signalto try to make it.
scipy.signal
Maybe this will be enough for your application?
scipy.signal.medfilt
scipy.signal.medfilt2d
scipy.ndimage.filters.median_filter