cfilter {simts} | R Documentation |
Time Series Convolution Filters
Description
Applies a convolution filter to a univariate time series.
Usage
cfilter(x, filter, sides, circular)
Arguments
x |
A |
filter |
A |
sides |
An |
circular |
A |
Details
This is a port of the cfilter function harnessed by the filter function in stats. It is about 5-7 times faster than R's base function. The benchmark was done on iMac Late 2013 using vecLib as the BLAS.
Value
A column vec
that contains the results of the filtering process.
Author(s)
R Core Team and JJB
[Package simts version 0.2.2 Index]