cbc_template_fir.movingmedian()

- add alternate, faster, implementation using pandas (fall back to current implementation if pandas is not available)

gstlal-inspiral/python/cbc_template_fir.py

@@ -203,8 +203,15 @@ def compute_autocorrelation_mask( autocorrelation ):
 
 def movingmedian(interval, window_size):
 	tmp = numpy.copy(interval)
-	for i in range(window_size, len(interval)-window_size):
-		tmp[i] = numpy.median(interval[i-window_size:i+window_size])
+	try:
+		# pandas version >= 0.18.1 is required
+		import pandas
+		s = pandas.Series(tmp)
+		out = s.rolling(2 * window_size).median()[2 * window_size - 1 : -1]
+		tmp[window_size : len(interval) - window_size] = numpy.array(out)
+	except (ImportError, AttributeError):
+		for i in range(window_size, len(interval) - window_size):
+			tmp[i] = numpy.median(interval[i - window_size : i + window_size])
 	return tmp