make.filter {oce} | R Documentation |
make a digital filter
make.filter(type=c("blackman-harris"), m)
type |
a string indicating the type of filter. Only one type is provided so far, the Blackman-Harris filter, a modified raised-cosine filter. For a discussion of this and other filters, see Harris (1978). |
m |
sugggested length of filter. If m is an even number,
the filter length is set to m+1 . |
The filter is suitable for use by filter
or
convolve
. Note that convolve
should be
faster than filter
, but it cannot be used if the time
series has missing values.
A list of filter coefficients, symmetric about the midpoint and summing to 1.
Dan Kelley
F. J. Harris, 1978. On the use of windows for harmonic analysis with the discrete Fourier Transform. Proceedings of the IEEE, 66(1), 51-83 (http://web.mit.edu/xiphmont/Public/windows.pdf.)
library(oce) x <- c(rep(0,30),rep(1,30),rep(0,30)) plot.ts(x) x1 <- filter(x, make.filter("blackman-harris", 5)) lines(x1, col='red') x2 <- filter(x, make.filter("blackman-harris", 10)) lines(x2, col='blue') legend("topright", lwd=1, col=c("red", "blue"), legend=c("m=5", "m=10"))