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https://github.com/lemire/runningmaxmin

Fast maximum-minimum filters implemented in C++
https://github.com/lemire/runningmaxmin

algorithms maximum minimum

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Fast maximum-minimum filters implemented in C++

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Fast running maximum-minimum filters implemented in C++.
==========================================================
[![Build Status](https://travis-ci.org/lemire/runningmaxmin.png)](https://travis-ci.org/lemire/runningmaxmin)

This code implements the algorithms described in the following paper:

Daniel Lemire, [Streaming Maximum-Minimum Filter Using No More than
Three Comparisons per Element](http://arxiv.org/abs/cs.DS/0610046). Nordic Journal of Computing, 13 (4), pages 328-339, 2006.

Contributors: Daniel Lemire, Kai Wolf

The main algorithm presented in this package is used in [Apache Hive](https://github.com/apache/hive).

Usage
-----

To reproduce the numbers from the paper, do the following:

```
make

./unit

./runningmaxmin --sine 1000000 10000 --windowrange 4 100 --times 1

./runningmaxmin --white 1000000 --windowrange 4 100 --times 1
```

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
---------

- Julia version: streaming maximum-minimum filter implementation in Julia https://github.com/sairus7/MaxMinFilters.jl
- For a Python version, see https://github.com/lemire/pythonmaxmin
- 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
- Another C++ library: STL Monotonic Wedge https://github.com/EvanBalster/STL_mono_wedge