
1 Aug
2007
1 Aug
'07
12:59 p.m.
Given recent discussion on Time Series and Accumulators, I thought I would have a go at implementing a FIR filter for Accumulators, and have run into a problem. I decided to do this in two parts; first create a (reusable) delay statistic (similar to tail) that provides a history buffer for the signal and then create the filter (similar to tail_variate) , that will depend on the delay buffer. I have created the delay buffer with a length determined by a cache_size argument. This works well. I am now creating the filter, which has a "coefficents" argument to set the filter coefficients. I would like to pass the size of the coefficients list as the cache_size argument to the underlying delay buffer. Is this possible?