one_pass_signal_filter: One-pass filter using signal::filter, with two additions: 1)...

Description Usage Arguments

Description

One-pass filter using signal::filter, with two additions: 1) We impute internal missing values for the purposes of filtering, then replace them with NAs again after filtering 2) We pad the end of the time series with the last observed value instead of zeros. Based on very informal plotting, this seems to give better values at the end of the time series, which will be important for prediction

Usage

1
one_pass_signal_filter(filt, x, impute_fn)

Arguments

x

vector of data to be filtered

filter

vector of filter coefficients for a FIR filter

method

method for a call to stats::filter – see the documentation at stats::filter

sides

sides for a call to stats::filter – see the documentation at stats::filter

circular

circular for a call to stats::filter – see the documentation at stats::filter


reichlab/kcde documentation built on May 27, 2019, 4:53 a.m.