You can get the individual files in the Gist (or download the Gist as an ZIP and extract) and put them in your source code folder.
Then you will be able to import them as modules in your own scripts:
import analytic_wfm as AW
AW.ACV_A6( ... )
import peakdetect as PK
PK.peakdetect_parabola( ... )
Where you say source code folder, you mean where my .py script is that I am running?
But everytime I want to use this function, I have to put this script in the same folder? Isn't there a global folder where I can store it?
@renegade You can put it in a directory which is present in the environment variable PYTHONPATH.
@renegade on Ubuntu, use sudo to move the scripts to /usr/local/lib/python2.7/dist-packages after downloading them. They'll then be available for import into any Python 2 program.