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From: Hugo Duncan (hugoduncan_at_[hidden])
Date: 2007-08-01 08:59:03


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?


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