Is there an R function implementing a Gaussian local detrending and smoothing within a moving time window ?
I used ksmooth over the entire time series. Plotting the data before and after this operation shows that the signal is actuslly smoother but 
the tend is still there.
I wonder whether ksmooth can be adapted on a sliding window, iteratively providing overlapping signal segments like:
x[(n+r):(m+r)]   where  n < m;   r =1,2,3,....
so the sliding window width is m-n
However, I do not know how the bandwidth and the window with are going to be related.

Thank you for any comment and/or suggestion.
Maura 






tutti i telefonini TIM!


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