[Top][All Lists]

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[Octave-bug-tracker] [bug #48774] Functions for moving statistics

From: Juan Pablo Carbajal
Subject: [Octave-bug-tracker] [bug #48774] Functions for moving statistics
Date: Mon, 10 Dec 2018 06:55:16 -0500 (EST)
User-agent: Mozilla/5.0 (X11; Ubuntu; Linux x86_64; rv:63.0) Gecko/20100101 Firefox/63.0

Update of bug #48774 (project octave):

                  Status:         Patch Submitted => In Progress            
             Assigned to:                    None => juanpi                 


Follow-up Comment #7:

Hi all,

I have been developing  the core of all these functions (octave-native). You
can get the code from here: https://bitbucket.org/KaKiLa/movfun/src

Writing all the mov* functions should be a matter of writing the corresponding

I hope that in the future that code will be shipped with octave.

I actually believe that it is brain-death to ship moving windows
functionalities with a statistical package that considers independent samples.
Applying a moving window to analyze data is tantamount of a prior of
non-independent samples. Hence these functions fit better in the signal
package. This is reflected in the demos.

To illustrate, consider the results

x  = randn (1e3, 1);
y  = movfun (@mean, x, 25);
xp = x(randperm (1e3));
yp = movfun (@mean, xp, 25);
plot(y, 'o', yp , 'x');

What's the correct moving sample result?

Bechmarks against the C++ versions would be interesting.


Reply to this item at:


  Message sent via Savannah

reply via email to

[Prev in Thread] Current Thread [Next in Thread]