lanczos_bp: Create a band-pass Lanczos filter

In jrevenaugh/TSAUMN: Time Series Analysis Tools Used in ESCI5201 at the University of Minnesota

Description

Compute coefficients of a band-pass Lanczos filter

Usage

lanczos_bp(n, low, high)

Arguments

n	length of filter; must be odd
low	transition frequency of the filter (Nyquist = 0.5)
high	transition frequency of the filter (Nyquist = 0.5)

Value

non-negative time filter coefficients (filter is symmetric about 0). Frequencies outside of band (low, high) are attenuated.

Examples

f <- lanczos_bp( 7, 0.1, 0.4 )
print( f )

jrevenaugh/TSAUMN documentation built on Nov. 8, 2019, 2:20 p.m.