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datpp
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Commits on Sep 29, 2026
feat: add UnscentedKalmanFilter, the Kalman filter that samples the model instead of differentiating it (#7622)
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Commits on Sep 27, 2026
feat: add DynamicTimeWarping, alignment distance with a Sakoe-Chiba band (#7619)
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Commits on Sep 24, 2026
feat: add ExtendedKalmanFilter, the Kalman filter for a nonlinear model (#7615)
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Commits on Sep 22, 2026
feat: add ComplementaryFilter, fusing a drifting rate with a noisy absolute reading (#7614)
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feat: add GeneralizedEsd, Rosner's test for up to r outliers (#7612)
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Commits on Sep 17, 2026
feat: add Adwin, an adaptive window that cuts itself when the stream changes (#7606)
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Commits on Sep 12, 2026
feat: add P2QuantileEstimator, one quantile of a stream in constant memory (#7603)
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Commits on Sep 11, 2026
feat: add WelfordAlgorithm, online mean and variance in one pass (#7602)
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Commits on Sep 9, 2026
feat: add EwmaChangeDetector, an EWMA control chart for streams (#7600)
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feat: add HampelFilter, robust outlier replacement for streams (#7598)
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Commits on Sep 8, 2026
feat: add CusumDetector, cumulative sum change detection for streams (#7593)
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feat: add KalmanFilter, a scalar Kalman filter with sensor fusion (#7592)
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