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Hampel filter in C++

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Detect and replace outliers in a signal.

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Description

This function returns the Hampel filtered values of input data. This function is identical to
http://www.mathworks.se/matlabcentral/fileexchange/34795-outlier-detection-and-removal-hampel
, except that this implementation is in C++/mex and is significantly faster, especially for large datasets. One other difference is that the window width in this implementation is specified as a number of points, and not as an absolute width in for instance time.

Acknowledgements

Outlier Detection And Removal [Hampel] inspired this file.

MATLAB release MATLAB 8.0 (R2012b)
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