R/WhittakerSmooth.R

In zmzhang/baselineWavelet: baseline correction by wavelet and Whittaker Smooth algorithms

"WhittakerSmooth" <- function(x,w,lambda,differences=1) {
  x=as.vector(x)
  L=length(x)
  if(L<=2){
	return(x)
  }
  E=spMatrix(L,L,i=seq(1,L),j=seq(1,L),rep(1,L))
  D=as(diff(E,1,differences),"dgCMatrix")
  W=as(spMatrix(L,L,i=seq(1,L),j=seq(1,L),w),"dgCMatrix")
  background=solve((W+lambda*t(D)%*%D),w*x);
  return(as.vector(background))
 }