RE: [R] Survey of "moving window" statistical functions - still l ooking for fast mad function

From: Tuszynski, Jaroslaw W. <JAROSLAW.W.TUSZYNSKI_at_saic.com>
Date: Tue 17 May 2005 - 23:46:54 EST


On 9 Oct 2004, Brian D. Ripley wrote:

> 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.

I did as suggested and just released runmean, runmax, runmin, runmad and runquantile functions as part of caMassClass package. Thanks for the suggestion, now my codes run 20 min. instead of overnight.

Jarek

====================================================\=======

 Jarek Tuszynski, PhD.                           o / \ 
 Science Applications International Corporation  <\__,|  
 (703) 676-4192                                   ">   \
 Jaroslaw.W.Tuszynski@saic.com                     `    \

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