On 2/09/2016 4:37 PM, Ross Bencina wrote:
When the first difference is positive, the history is trimmed. This is
the only time any kind of O(N) or O(log2(N)) operation is performed.
First difference positive implies that a new local maximum is achieved:
in this case, all of the most recent history samples that are less than
the new maximum are trimmed.

Correction:

[The new local maximum dominates all
history up to the most recent *history sample* that exceeds it, which is
retained.]

I had said "most recent local maximum" but the history contains a monotonic non-increasing sequence.

Ross.
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