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I think to be useful the algorithm would have to be able to handle NaNs and floating points. I played around with the tester.cc a little bit. What I needed was a function
Vector slidingMedian(Vector x, int h) which returns the sliding medians over x for a given window length h. I tweaked the code a bit to work with doubles and expose that function (I hard wired the sorting algorithm to sort, that may be an (optional) third parameter). But then I realized it cannot handle NaNs and that's a dealbreaker in practice.
The text was updated successfully, but these errors were encountered:
I think to be useful the algorithm would have to be able to handle NaNs and floating points. I played around with the tester.cc a little bit. What I needed was a function
Vector slidingMedian(Vector x, int h) which returns the sliding medians over x for a given window length h. I tweaked the code a bit to work with doubles and expose that function (I hard wired the sorting algorithm to sort, that may be an (optional) third parameter). But then I realized it cannot handle NaNs and that's a dealbreaker in practice.
The text was updated successfully, but these errors were encountered: