# ANN: SortFilters.jl - fast moving quantile filter based on moving window sort

**URL:** https://discourse.julialang.org/t/ann-sortfilters-jl-fast-moving-quantile-filter-based-on-moving-window-sort/40585
**Category:** Package Announcements
**Tags:** statistics, sort, dsp
**Created:** [June 1, 2020, 9:58pm UTC](https://discourse.julialang.org/t/ann-sortfilters-jl-fast-moving-quantile-filter-based-on-moving-window-sort/40585 "2020-06-01T21:58:19Z")
**Posts on this page:** 2
**Page:** 1

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### Author: ![sairus7](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/sairus7/32/10816_2.png) [@sairus7](https://discourse.julialang.org/u/sairus7)
#### Post date: [June 1, 2020, 9:58pm UTC](https://discourse.julialang.org/t/ann-sortfilters-jl-fast-moving-quantile-filter-based-on-moving-window-sort/40585/1 "2020-06-01T21:58:19Z")

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Just made a public package with moving quantile filter that is much faster (3x-20x) than any other alternatives I’ve found in Julia. This is an optimized case for 1-dimensional filters.

For a detailed benchmark and examples see:

> **[GitHub - sairus7/SortFilters.jl: Fast moving quantile filters that sort data...](https://github.com/sairus7/SortFilters.jl)**
>
> Fast moving quantile filters that sort data within moving window - GitHub - sairus7/SortFilters.jl: Fast moving quantile filters that sort data within moving window

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Meanwhile, a little survey: what additional functionality you are looking from moving window filters?

_Poll ([view on site](https://discourse.julialang.org/t/ann-sortfilters-jl-fast-moving-quantile-filter-based-on-moving-window-sort/40585/1))_

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### Author: ![tbeason](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/tbeason/32/15898_2.png) [@tbeason](https://discourse.julialang.org/u/tbeason)
#### Post date: [June 1, 2020, 10:05pm UTC](https://discourse.julialang.org/t/ann-sortfilters-jl-fast-moving-quantile-filter-based-on-moving-window-sort/40585/2 "2020-06-01T22:05:01Z")

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Looks nice.

And since you asked, simple multivariate rolling and/or recursive window regressions are on my wish list.
