Revision 04bbc417cf2927b827660bc07743429783569aec authored by HwB on 10 February 2013, 00:00:00 UTC, committed by Gabor Csardi on 10 February 2013, 00:00:00 UTC
1 parent 0e3ae6b
savgol.R
##
## s a v g o l . R Savitzky-Golay Smoothing
##
savgol <- function(T, fl, forder = 4, dorder = 0) {
stopifnot(is.numeric(T), is.numeric(fl))
if (fl <= 1 || fl %% 2 == 0)
stop("Argument 'fl' must be an odd integer greater than 1.")
n <- length(T)
# -- calculate filter coefficients --
fc <- (fl-1)/2 # index: window left and right
X <- outer(-fc:fc, 0:forder, FUN="^") # polynomial terms and coeffs
Y <- pinv(X); # pseudoinverse
# -- filter via convolution and take care of the end points --
T2 <- convolve(T, rev(Y[(dorder+1),]), type="o") # convolve(...)
T2 <- T2[(fc+1):(length(T2)-fc)]
Tsg <- (-1)^dorder * T2
return( Tsg )
}
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