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

From: Juan Pablo Carbajal
Subject: [Octave-bug-tracker] [bug #48774] Functions for moving statistics
Date: Tue, 11 Dec 2018 21:29:19 -0500 (EST)
User-agent: Mozilla/5.0 (X11; Ubuntu; Linux x86_64; rv:63.0) Gecko/20100101 Firefox/63.0

Follow-up Comment #12, bug #48774 (project octave):

To comment #8:

I am working on a small extension that allows to use functions that return an
array instead of a scalar. This implies one could use, for example, polyfit on
a moving window.

This doesn't affect the compatibility with matlab, as the wrappers could
ignore this option and just use the default arguments (output dimension == 1)

I will do these changes in the external repo, and I can merge them into octave
later on, when the locaction and changes to movfun in octave are settled.

To comment #9:
I think you missed my argument. The fact of using a moving window implies that
you consider your data ordered into a sequence by a monotonic growing index,
be it time or anything else with this property. Hence, applying a moving
window filter, is equivalent as stating that your data is a signal.
Statistical data with independence of samples, can be ordered in anyway you
like (that is, they are not ordered); that is the core of independent samples.
Therefore, results that depend on a arbitrary order are weird, hard to
interpret, if not plainly inapposite.


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