This is the mail archive of the gsl-discuss@sourceware.org mailing list for the GSL project.


Index Nav: [Date Index] [Subject Index] [Author Index] [Thread Index]
Message Nav: [Date Prev] [Date Next] [Thread Prev] [Thread Next]
Other format: [Raw text]

New routines for moving window statistics and filters


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


Index Nav: [Date Index] [Subject Index] [Author Index] [Thread Index]
Message Nav: [Date Prev] [Date Next] [Thread Prev] [Thread Next]