oce (version 0.9-18)

makeFilter: Make a digital filter

Description

make a digital filter

Usage

makeFilter(type=c("blackman-harris","rectangular", "hamming", "hann"),
            m, asKernel=TRUE)

Arguments

type

a string indicating the type of filter to use. (See Harris (1978) for a comparison of these and similar filters.)

• "blackman-harris"yields a modified raised-cosine filter designated as "4-Term (-92 dB) Blackman-Ha

m

length of filter. This should be an odd number, for any non-rectangular filter.

asKernel

boolean, set to TRUE to get a smoothing kernel for the return value.

Value

• If asKernel is FALSE, this returns a list of filter coefficients, symmetric about the midpoint and summing to 1. These may be used with filter, which should be provided with argument circular=TRUE to avoid phase offsets. If asKernel is TRUE, the return value is a smoothing kernel, which can be applied to a timeseries with kernapply, whose bandwidth can be determined with bandwidth.kernel, and which has both print and plot methods.

Details

The filter is suitable for use by filter, convolve or (for the asKernal=TRUE case) with kernapply. Note that convolve should be faster than filter, but it cannot be used if the time series has missing values. For the Blackman-Harris filter, the half-power frequency is at 1/m cycles per time unit, as shown in the Examples section. When using filter or kernapply with these filters, use circular=TRUE.

References

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.)

Examples

library(oce)
y <- c(rep(1,10), rep(-1,10))
x <- seq_along(y)
plot(x, y, type='o', ylim=c(-1.05, 1.05))
BH <- makeFilter("blackman-harris", 11, asKernel=FALSE)
H <- makeFilter("hamming", 11, asKernel=FALSE)
yBH <- stats::filter(y, BH)
points(x, yBH, col=2, type='o')
yH <- stats::filter(y, H)
points(yH, col=3, type='o')
legend("topright", col=1:3, cex=2/3, pch=1,
       legend=c("input", "Blackman Harris", "Hamming"))