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

[Juan Pablo Carbajal]

Update of bug #48774 (project octave):

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

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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
wrapper.

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.


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