pythonmaxmin

Fast minimum-maximal filter in Python

This code implements the algorithms described in the following paper:

Daniel Lemire, Streaming Maximum-Minimum Filter Using No More than Three Comparisons per Element. Nordic Journal of Computing, 13 (4), pages 328-339, 2006.

The main algorithm presented in this package is used in Apache Hive.

Suitability

The new algorithm introduced in the manuscript is most suitable for piecewise monotonic data or when low-latency is required. Otherwise, Gil-Kimmel and van Herk are good choices.

See also

For an application in C++: https://github.com/lemire/runningmaxmin

For an application of this idea to rolling statistics in JavaScript, see

https://github.com/shimondoodkin/efficient-rolling-stats

For an application in Go, please see

https://github.com/notnot/movingminmax