Displaying 6 results from an estimated 6 matches for "runmad".
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runmax
2004 Oct 08
1
Survey of "moving window" statistical functions - still looking f or fast mad function
...ilar to SimpleMeanLoop above
3. apply(embed(x,k), 1, median)
4. mywinfun(x, k, FUN=median) - see above
5. rollFun (x, k, FUN=median) - fSeries package
6. running(x, fun=max, width=k) - gtools package
Speeds: <0.01, 3.4, 9, 15, 29, 165
Mad over moving window can be done as follows:
1. runmad = function(x, k)
{
n = length(x)
A = embed(x,k)
A = abs(A - rep(apply(A, 1, median), k))
dim(A) = c(n-k+1, k)
apply(A, 1, median)
}
2. apply(embed(x,k), 1, mad)
3. mywinfun(x, k, FUN=mad) - see above
4. SimpleMadLoop(x, k) - similar to SimpleMeanLoop above...
2007 Feb 20
1
baseline fitters
...r Jarek Tuszynski says about relative speeds of various
running-window functions:
- runmin, runmax, runmean run at O(n)
- runmean(..., alg="exact") can have worst case speed of O(n^2) for
some small data vectors, but average case is still close to O(n).
- runquantile and runmad run at O(n*k)
- runmed - related R function runs at O(n*log(k))
The obvious alternative runmin() performs poorly due to dropout (zero-
and low-value 'reverse-spikes') in the data. And runmed fits a baseline that,
upon subtraction, obviously will send half the values into the negative,...
2005 Apr 02
1
Survey of "moving window" statistical functions - still looking f or fast mad function
...similar to SimpleMeanLoop above
3. apply(embed(x,k), 1, median)
4. mywinfun(x, k, FUN=median) - see above
5. rollFun (x, k, FUN=median) - fSeries package
6. running(x, fun=max, width=k) - gtools package Speeds: <0.01,
3.4, 9, 15, 29, 165
Mad over moving window can be done as follows:
1. runmad = function(x, k) { n = length(x) A = embed(x,k) A = abs(A
- rep(apply(A, 1, median), k)) dim(A) = c(n-k+1, k) apply(A, 1, median)
}
2. apply(embed(x,k), 1, mad)
3. mywinfun(x, k, FUN=mad) - see above
4. SimpleMadLoop(x, k) - similar to SimpleMeanLoop above
5. rollFun(x, k, FUN=mad) - fSeries pa...
2005 Sep 30
3
.C help
Hi,
I am hoping some one can help me. I am learning to use C and would like to learn how to call c code in R. I have look at
Writing R Extensions
and I tried to copy the example on page 38
void convolve(double *a, int *na, double *b, int *nb, double *ab)
{
int i, j, nab = *na + *nb - 1;
for(i = 0; i < nab; i++)
ab[i] = 0.0;
for(i = 0; i < *na; i++)
for(j = 0; j <
2005 Jun 17
0
Release of new version of caMassClass package and new package caT ools
...r than "caMassClass" and has fewer
dependencies.
Other changes include:
- Adding to "caMassClass" support for reading and writing mzXML data - a
standard for storing proteomics MS data.
- Adding more error checking to 'runmean', 'runmin', 'runmax', 'runmad' &
'runquantile' functions
- Writing 3 new functions for round-off-error free sumation: 'sum.exact',
'cumsum.exact' and 'runsum.exact'.
- Added option to "runmean" function to allow use of above round-off-error
free computation
Jarek
=============...
2005 Jun 17
0
Release of new version of caMassClass package and new package caT ools
...r than "caMassClass" and has fewer
dependencies.
Other changes include:
- Adding to "caMassClass" support for reading and writing mzXML data - a
standard for storing proteomics MS data.
- Adding more error checking to 'runmean', 'runmin', 'runmax', 'runmad' &
'runquantile' functions
- Writing 3 new functions for round-off-error free sumation: 'sum.exact',
'cumsum.exact' and 'runsum.exact'.
- Added option to "runmean" function to allow use of above round-off-error
free computation
Jarek
=============...