smoothts

Smooth a time series by averaging window.

A set of R functions which provide an
environment for the Time-Frequency analysis of 1-D signals (and
especially for the wavelet and Gabor transforms of noisy
signals). It was originally written for Splus by Rene Carmona,
Bruno Torresani, and Wen L. Hwang, first at the University of
California at Irvine and then at Princeton University.  Credit
should also be given to Andrea Wang whose functions on the
dyadic wavelet transform are included. Rwave is based on the
book: "Practical Time-Frequency Analysis: Gabor and Wavelet
Transforms with an Implementation in S", by Rene Carmona, Wen
L. Hwang and Bruno Torresani (1998, eBook ISBN:978008053942), Academic Press.

Jonathan Lees

Rwave

Time-Frequency Analysis of 1-D Signals

Rene Carmona

Bruno Torresani

Brandon Whitcher

Andrea Wang

Wen-Liang Hwang

Robert Alberts

Jonathan M. Lees

smoothts function

<dl><dt>ts</dt>
<dd>Time series.</dd><dt>windowsize</dt>
<dd>Length of smoothing window.</dd>
</dl>

Arguments

Smoothing Time Series — smoothts

<dl>

<dt>ts</dt>
<dd>Time series.</dd>

<dt>windowsize</dt>
<dd>Length of smoothing window.</dd>
</dl>

smoothts: Smoothing Time Series

Description

Usage

Value

Arguments

References