Rolling median in C - Turlach implementation
Does anyone know if there is a clean implementation of the Turlach rolling median algorithm in C? I'm having trouble porting the R version to a clean C version. See here for more details on the algorithm.
EDIT:
As darkcminor pointed out, matlab has a function medfilt2
which calls ordf
which is a c implementation of a rolling order statistic algorithm. I believe the algorithm is faster than O(n^2), but it is not open source and I do not want to purchase the image processing toolbox.
I've implemented a rolling median calculator in C here (Gist). It uses a max-median-min heap structure: The median is at heap[0] (which is at the center of a K-item array). There is a minheap starting at heap[ 1], and a maxheap (using negative indexing) at heap[-1].
It's not exactly the same as the Turlach implementation from the R source: This one supports values being inserted on-the-fly, while the R version acts on a whole buffer at once. But I believe the time complexity is the same. And it could easily be used to implement a whole buffer version (possibly with with the addition of some code to handle R's "endrules").
Interface:
//Customize for your data Item type
typedef int Item;
#define ItemLess(a,b) ((a)<(b))
#define ItemMean(a,b) (((a)+(b))/2)
typedef struct Mediator_t Mediator;
//creates new Mediator: to calculate `nItems` running median.
//mallocs single block of memory, caller must free.
Mediator* MediatorNew(int nItems);
//returns median item (or average of 2 when item count is even)
Item MediatorMedian(Mediator* m);
//Inserts item, maintains median in O(lg nItems)
void MediatorInsert(Mediator* m, Item v)
{
int isNew = (m->ct < m->N);
int p = m->pos[m->idx];
Item old = m->data[m->idx];
m->data[m->idx] = v;
m->idx = (m->idx+1) % m->N;
m->ct += isNew;
if (p > 0) //new item is in minHeap
{ if (!isNew && ItemLess(old, v)) { minSortDown(m, p*2); }
else if (minSortUp(m, p)) { maxSortDown(m,-1); }
}
else if (p < 0) //new item is in maxheap
{ if (!isNew && ItemLess(v, old)) { maxSortDown(m, p*2); }
else if (maxSortUp(m, p)) { minSortDown(m, 1); }
}
else //new item is at median
{ if (maxCt(m)) { maxSortDown(m,-1); }
if (minCt(m)) { minSortDown(m, 1); }
}
}
OpenCV has a medianBlur function that seems to do what you want. I know it's a rolling median. I can't say if it's the "Turlach rolling median" specifically. It's pretty fast though and it supports multi-threading when available.