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Peak finding algorithm

2 messages · gene, Roger Koenker

#
I'm sure there must be various peak-finding algorithms out there.  Not 
knowing of any, I have written one myself*, but I thought I'd ask to 
see what's out there.

Basically, I have a 2-dimensional data set and I want to identify local 
peaks in the data, while ignoring "trivial" peaks.  My naive algorithm 
first identifies every peak and valley (point of inflection change in 
the graph), then shaves off shallow peaks and valleys based on an 
arbitrary depth parameter, then returns whatever is left.  This 
produces decent results, but, again, I'd like to know what other 
implementations are available.

(* source available on request)
#
You might want to look at the ftnonpar package.  You haven't quite 
specified whether
you are thinking about estimating densities, or regression functions or 
some third
option, or whether 2-dimensional means: functions R -> R or functions 
R^2 -> R,
my recollection is that ftnonpar is (mostly?) about the R -> R case.

url:	www.econ.uiuc.edu/~roger        	Roger Koenker
email	rkoenker at uiuc.edu			Department of Economics
vox: 	217-333-4558				University of Illinois
fax:   	217-244-6678				Champaign, IL 61820
On Dec 9, 2004, at 3:01 PM, Gene Cutler wrote: