sgolay                package:signal                R Documentation

_S_a_v_i_t_z_s_k_y-_G_o_l_a_y _s_m_o_o_t_h_i_n_g _f_i_l_t_e_r_s

_D_e_s_c_r_i_p_t_i_o_n:

     Computes the filter coefficients for all Savitzsky-Golay smoothing
     filters.

_U_s_a_g_e:

     sgolay(p, n, m = 0, ts = 1)

_A_r_g_u_m_e_n_t_s:

       p: filter order. 

       n: filter length (must be odd). 

       m: return the m-th derivative of the filter coefficients.

      ts: time scaling factor. 

_D_e_t_a_i_l_s:

     The early rows of the result 'F' smooth based on future values and
     later rows smooth based on past values, with the middle row using
     half future and half past.  In particular, you can use row 'i' to
     estimate 'x[k]' based on the 'i-1' preceding values and the n-i
     following values of x values as 'y[k] = F[i,] *
     x[(k-i+1):(k+n-i)]'.

     Normally, you would apply the first '(n-1)/2' rows to the first
     'k' points of the vector, the last 'k' rows to the last 'k' points
     of the vector and middle row to the remainder, but for example if
     you were running on a realtime system where you wanted to smooth
     based on the all the data collected up to the current time, with a
     lag of five samples, you could apply just the filter on row 'n-5'
     to your window of length 'n' each time you added a new sample.

_V_a_l_u_e:

     An square matrix with dimensions 'length(n)' that is of class
     ''sgolayFilter'' (so it can be used with 'filter').

_A_u_t_h_o_r(_s):

     Original Octave version by Paul Kienzle pkienzle@users.sf.net.
     Modified by Pascal Dupuis. Conversion to R by Tom Short.

_R_e_f_e_r_e_n_c_e_s:

     William H. Press, Saul A. Teukolsky, William T. Vetterling, Brian
     P. Flannery, Numerical Recipes in C: The Art of Scientific
     Computing , 2nd edition, Cambridge Univ. Press, N.Y., 1992.

     Octave Forge <URL: http://octave.sf.net>

_S_e_e _A_l_s_o:

     'sgolayfilt', 'filter'

