Skip to content
Snippets Groups Projects
Commit 5634a0c4 authored by Erin (Josh) Rigler's avatar Erin (Josh) Rigler
Browse files

Added option to smooth SQ locally

By default, each element of the SQ vector (i.e., shat returned from additive())
is treated as if it is independent of its nearest neighbors in time. This is
not generally true, but to treat this in a completely statistically robust
manner would be computationally prohibitive. Instead, we apply a Gaussian
smoother/filter to a limited set of SQ elements in the neighborhood of the
current time step. The configuration parameter 'smooth' specifies the period
(in samples) at which one requires the amplitude to be attenuated by half.
Longer periods will be less attenuated, while shorter periods will be more
attenuated.

Also, added the running estimate of the standard error (i.e., sigmahat) to
the stream returned by process_one().
parent a2c56520
No related branches found
No related tags found
No related merge requests found
Loading
0% Loading or .
You are about to add 0 people to the discussion. Proceed with caution.
Finish editing this message first!
Please register or to comment