Array indexing for moving IQR

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Anna McCann
Anna McCann il 11 Mar 2018
Risposto: Walter Roberson il 12 Mar 2018
I'm calculating a moving iqr, similar to the movmean, movmad, and movstd functions, discarding the endpoints:
A = [4 8 6 -1 -2 -3 -1 3 4 5];
for i = 1:length(A)-k+1
M(i) = iqr(A(i:i+k-1)
end
M = [3.0000 6.7500 6.0000 1.5000 1.5000 4.5000 3.7500 1.5000]
M is as expected. How can I do this more efficiently using array indexing?

Risposte (2)

Jos (10584)
Jos (10584) il 12 Mar 2018
When N (= number of elements in A) and K (= number of elements to use) are not too large you could create an intermediate (N-K+1)-by-K array. This could be (slightly) more efficient than a for-loop but also looks more cryptic ...
A = [4 8 6 -1 -2 -3 -1 3 4 5]
K = 3
N = numel(A)-K+1
I = cumsum([1:N ; ones(K-1,N)], 1)
M = iqr(A(I), 1)
  1 Commento
Anna McCann
Anna McCann il 12 Mar 2018
Okay thanks, I'll try profiling it and see if it speeds it up.

Accedi per commentare.


Walter Roberson
Walter Roberson il 12 Mar 2018
R2016b and later,
iqr(A((1:k).'+(0:length(A)-k)))

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