StagedFilters.jl - Lovingly handcrafted metaprogrammed code for all your DSP needs.

This package implements a staged-programming approach for a highly specialized version of a Savitzky-Golay filter. It is a generalized, performant algorithm of rolling/moving functions, such as a rolling/moving average.

If you would like to read a full blog post on the implementation on it, you can find some here. For a video explanation by Stefan Karpinski, check out the following video

Acknowledgments

Many people contributed to the eventual development of this code:

• Jiahao Chen, Matt Bauman and others for the original implementation
• Stefan Karpinski for some branch elisions
• Steven G Johnson, for help when benchmarking a PyCall code and being careful not to measure the conversion back and forth.

If you know the measurement to be missing / not be as fair as it could be, please reach out and let me know - we're trying to compare best in class implementations side by side, not cheat out. In particular, I don't know if the savgol method I'm calling is in place or not, and would appreciate if somone could point out how to opt into that.