public inbox for gsl-discuss@sourceware.org
 help / color / mirror / Atom feed
* New routines for moving window statistics and filters
@ 2018-05-02 20:58 Patrick Alken
  2018-05-03 10:36 ` Brian Gladman
  0 siblings, 1 reply; 4+ messages in thread
From: Patrick Alken @ 2018-05-02 20:58 UTC (permalink / raw)
  To: gsl-discuss

Dear GSL users/developers,

I have added a new module called gsl_movstat to GSL, which provides 
routines for moving window statistics (also called sliding window 
statistics, rolling statistics, running statistics, etc). Currently 
there is support for the following:

moving mean, sum, min/max, variance/stddev, median, MAD, q-quantile 
range, Q_n, S_n

I have also added some robust statistics routines to the gsl_stats area, 
including MAD, S_n, Q_n, Gastwirth and trimmed mean routines.

Finally, I added a new module called gsl_filter, which currently 
contains a small number of common filtering routines. Currently, there 
is 1 linear filter (Gaussian smoothing) and 3 nonlinear filters (median, 
recursive median and impulse-rejection filters). I would like to 
eventually add other common filters (like Butterworth, Chebyshev) and 
possibly some routines to allow users to design their own filters with 
various criteria. This probably won't happen before the next release 
however.

I have put everything into the master branch of the git with 
documentation. Any feedback/suggestions are welcome.

Thanks,

Patrick

^ permalink raw reply	[flat|nested] 4+ messages in thread

end of thread, other threads:[~2018-05-03 20:08 UTC | newest]

Thread overview: 4+ messages (download: mbox.gz / follow: Atom feed)
-- links below jump to the message on this page --
2018-05-02 20:58 New routines for moving window statistics and filters Patrick Alken
2018-05-03 10:36 ` Brian Gladman
2018-05-03 16:32   ` Patrick Alken
2018-05-03 20:08     ` Brian Gladman

This is a public inbox, see mirroring instructions
for how to clone and mirror all data and code used for this inbox;
as well as URLs for read-only IMAP folder(s) and NNTP newsgroup(s).