[R] Survey of "moving window" statistical functions - still looking f or fast mad function
Prof Brian Ripley
ripley at stats.ox.ac.uk
Sat Oct 9 09:22:52 CEST 2004
On Fri, 8 Oct 2004, Tuszynski, Jaroslaw W. wrote:
[...]
> Finally a question: I still need to get moving windows mad function
> faster my "runmad" function is not that much faster than apply/embed combo,
> and that I used before, and this is where my code spends most of its time. I
> need something like "runmed" but for a mad function. Any suggestions?
Write your own C-level implementation, as runmed and most of the other
fast functions you cite are.
--
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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