Savitzky-Golay smoothing filter

Local polynomial least-squares smoother. Re-implementation of pracma::savgol() to avoid the extra dependency; numerically equivalent (Savitzky & Golay 1964).

Usage

savgol(T, fl, forder = 4, dorder = 0)

Arguments

T

a numeric vector to smooth.

fl

filter window length (odd integer > 1, must be greater than forder).

forder

polynomial order of the local fit (non-negative integer, default 4).

dorder

derivative order (non-negative integer not greater than forder, default 0).

Value

a smoothed numeric vector of the same length as T.