[SciPy-Dev] Faster implementation of the Savitsky-Golay filter.

[Davide Lasagna]

Hi all,

I have come up with a much faster implementation of the Savitsky-Golay
filter function proposed in the Cookbook at
http://www.scipy.org/Cookbook/SavitzkyGolay.

I have tweaked the code in the cookbook and removed the two loops at the end
of the function with a call to np.convolve. The speed up is in excess of a
hundred.

I have attached the code. Can someone update the relevant scipy wiki page?

Moreover, is there a chance that such function will be part of scipy?

Regards,

Davide
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