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

In reichlab/kcde: Kernel conditional density estimation with flexible kernel specifications

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

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.