Re: New routines for moving window statistics and filters

[Brian Gladman <brg@gladman.plus.com>]

On 02/05/2018 21:58, Patrick Alken wrote:
> 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.

Hi Patrick,

I have been trying to add your new material to the Visual Studio build
of GSL and have found a very large number of errors with the Microsoft
compiler because of the assumption that a (void*) pointer points to an
object of length one.  This is a non standard GCC extension.

One of many examples is on line 363 of median.c is:

  state->minmax_state = vstate + sizeof(rmedian_state_t);

where vstate is defined as a (void*).

Although I could change all these (void*) to (char*), I am reluctant to
do this as it seems potentially very error prone.

Since GSL is (I believe) supposed to be written in 'standard C' I also
assume that the use of this GCC extension needs to be removed anyway.

I would hence be grateful for your advice on how to errors of this type.

   best regards,

     Brian Gladman