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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

             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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