lpf_ts: Low pass filter

lpf_tsR Documentation

Low pass filter

Description

This function computes the first-order low pass filter for smoothing a time series

Usage

lpf_ts(
  data,
  featuresNames,
  smoothingTimeScaleParameter,
  outputFeaturesNames = NULL,
  inplace = T,
  autoUnbox = F
)

Arguments

data

<data.frame> containing the series to transform. Optionally, other variables that are not declared in featuresNames can be bypassed to the output

featuresNames

<array> of strings selecting the series to transform

smoothingTimeScaleParameter

<float> of the smoothing time scale parameter. It corresponds to the so-called alpha parameter of low pass filter. It ranges from 0 to 1.

inplace

<boolean> indicating if the output should be the original data argument, plus the transformed objects -True- , or only the transformed series -False.

autoUnbox

<boolean> indicating if the output data.frame should be unboxed of the resultant data.frame, obtaining a numeric vector. Only is usable when inplace is True.

outputFeaturesName

optional, <array> giving the series names used as the output of the transformation. It must have the same length as featuresNames. By default, suffix "_lpf" is added to featuresNames.

Value

<data.frame> containing the same initial information of the data input argument, but updating the featuresNames variables to the low-pass filtered version


biggproject/biggr documentation built on Oct. 2, 2024, 11:13 p.m.