rfilter {simts} | R Documentation |
Time Series Recursive Filters
Description
Applies a recursive filter to a univariate time series.
Usage
rfilter(x, filter, init)
Arguments
x |
A |
filter |
A |
init |
A |
Details
Note: The length of 'init' must be equal to the length of 'filter'. This is a port of the rfilter function harnessed by the filter function in stats. It is about 6-7 times faster than R's base function. The benchmark was done on iMac Late 2013 using vecLib as the BLAS.
Value
x A column vector
with its contents reversed.
Author(s)
JJB
[Package simts version 0.2.2 Index]