[R] Gaussian low-pass filter

[Juan Carlos Borrás]

gfcoeffs <- function(s, n) {
 t <- seq(-n,n,1) ## assuming 2*n+1 taps
 return ( exp(-(t^2/(2*s^2)))/sqrt(2*pi*s^2) )
}

2011/6/29 Martin Wilkes <m.wilkes at worc.ac.uk>:
> I want to filter my time series with a low-pass filter using a Gaussian smoothing function defined as:
>
> w(t) = (2πσ^2)^0.5  exp(-t^2/2σ^2)
>
> I was hoping to use an existing function to filter my data but help.search and Rsitesearch produced no useful results.
>
> Can anyone tell me if there is an existing function that will do the job?  If not, how would I begin to go about building such a filter?
>
> Thanks
>
> Martin Wilkes
> University of Worcester
>
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-- 
Cheers,
jcb!
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