From: Patrick Alken <alken@colorado.edu>
To: "gsl-discuss@sourceware.org" <gsl-discuss@sourceware.org>
Subject: New routines for moving window statistics and filters
Date: Wed, 02 May 2018 20:58:00 -0000 [thread overview]
Message-ID: <cea75970-86e7-0f72-cde7-848ab1c30077@colorado.edu> (raw)
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
next reply other threads:[~2018-05-02 20:58 UTC|newest]
Thread overview: 4+ messages / expand[flat|nested] mbox.gz Atom feed top
2018-05-02 20:58 Patrick Alken [this message]
2018-05-03 10:36 ` Brian Gladman
2018-05-03 16:32 ` Patrick Alken
2018-05-03 20:08 ` Brian Gladman
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