Exponential Moving Averages for Irregular Time Series
In time series analysis there is often a need for smoothing functions that react quickly to changes in the signal. In the typical application, you may be processing an input signal in real time, and want to compute such things…
Fast Generation of Non-Uniform Random Numbers
Suppose you want to chose between several values randomly with uniform probability. That is, you might have 5 options, A, B, C, D, E. You want to chose among them with equal probability. You generate a random number from [0-1),…
Compressing Unit Vectors into 16-bits
Some years ago I posted an article about how to compress unit vectors, or normals, efficiently into 16 bits. The original article is getting harder to find, so I’m reposting a version of it here. Since the original article this…
