Open jkadbear opened 2 years ago
I agree. Hope there will be more built-in functions. e.g. move_skew, move_kurt, move_mode. Although I implemented algorithms with best time complexity, the speed is still limited since I'm only writing python.
something like that: https://www.johndcook.com/blog/skewness_kurtosis/
I tried to implement moving window skewness and kurtosis on this project. However, simply applying the technique used in move_std/move_var is not numerically stable due to the third/fourth power needed in skewneww/kurtosis. Are there any methods to reduce the float error?