John Miles wrote:
John Miles wrote:
If you'd like to make the C source available, I'll look at building an
incremental version...?
If you can accept the current quick-hack state of the code (yes, I am
not too proud of the cleanness, so no comments about coding style or the
general uglyness), find it attached. The main goal of this code is
correctness. Find it attached.

I'll hacking away further.

An incremental version is a trivial extention for MTOTDEV as the outer
loop steps the 3*m sample window over the data-samples...

Thanks very much, Magnus -- this code will come in handy.  I should be able
to get an incremental version into the next TI.CPP beta.

My intention was to create incremental versions later on. Most of these allow for incremental versions, so it should not be too hard. Do use the test-sequence and check against the listed values so that you know that the algorithm does what you think it does. Verify your implementations!

I've implemented the Theo-variants, MTIE and TIErms also. But I have not verified them as there is no correct values.

In the process I'e discovered an error in SP1065 relating to Time Total Variance (and thus Deviation). The factor of tau^3/3 should be tau^2/3. The author was unaware of it, confirmed it and forwarded the info such that next printing can be correct.

Cheers,
Magnus

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