Scipy.signal lfilter

def discount(x, gamma):
  """
  Compute discounted sum of future values
  out[i] = in[i] + gamma * in[i+1] + gamma^2 * in[i+2] + ...
  """
  return signal.lfilter([1], [1, -gamma], x[::-1], axis=0)[::-1]

Source: programcreek.com

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