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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?
The text was updated successfully, but these errors were encountered:
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.
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?
The text was updated successfully, but these errors were encountered: