Helper function to smooth numerical data using methods specified by the user.
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x |
numeric vector of values to smooth |
method |
one of |
... |
any other arguments to be passed to each specific smoothing methodology. |
At this moment in time, the only method is the
'gaussian'
window function (similar to the Matlab
Gaussian Window Smoothing Function) and a number of moving
averages 'sma', 'ema', 'dema'
or 'wma'
. These
are functions that allows the user to smooth an input
vector, returning vector of the same length as the input.
This can also be achieved using the specific
smth.gaussian
function.
a numeric vector of same length as input 'x'
vector
If the 'method'
argument is equal to
'gaussian'
, then this function is a port of the
function described here: http://goo.gl/HGM47U, very
loosly based of code which has also been ported to c++
here: http://goo.gl/NK79bJ
Refer to specific man files: smth.gaussian
,
SMA
, EMA
,
DEMA
or WMA
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Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.
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