Description Usage Arguments Details Value Author(s) Examples

Applies a convolution filter to a univariate time series.

1 |

`x` |
A |

`filter` |
A |

`sides` |
An |

`circular` |
A |

This is a port of the cfilter function harnessed by the filter function in stats. It is about 5-7 times faster than R's base function. The benchmark was done on iMac Late 2013 using vecLib as the BLAS.

A `column vec`

that contains the results of the filtering process.

R Core Team and James Balamuta

1 2 3 4 5 6 7 8 9 10 11 12 13 | ```
x = 1:15
#
cfilter(x, rep(1, 3), sides = 2, circular = FALSE)
# Using R's function
filter(x, rep(1, 3))
#
cfilter(x, rep(1, 3), sides = 1, circular = FALSE)
# Using R's function
filter(x, rep(1, 3), sides = 1)
#
cfilter(x, rep(1, 3), sides = 1, circular = TRUE)
# Using R's function
filter(x, rep(1, 3), sides = 1, circular = TRUE)
``` |

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