User:Wakebrdkid/Moving average

Article

Article

Tests 

BeginPackage["Wikicode`MovingAverage`"]

CompiledMovingAverage::usage = "CompiledMovingAverage[list,r] uses a \
compiled version of the standard function when the input is a list of \
reals."

Begin["`Private`"]

CompiledMovingAverage =
 Compile[{{data, _Real, 1}, {len, _Integer}},
  Module[{tot = Total[data[[1 ;; len - 1]]], last = 0.},
    Table[tot = tot + data[[j + len]] - last; last = data[[j + 1]];
     tot, {j, 0, Length[data] - len}]]/len]

End[]
EndPackage[]

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