The user can specify the order of the filter, and whether it is low pass ("low"), high pass ("high"), band stop ("stop"), or band pass ("pass") filter. Requires the CRAN package 'signal'.
Usage
butterworth.wge(x, order, type, cutoff,plot=TRUE)
Value
The filtered data
Arguments
x
Realization to be filtered
order
Order of the Butterworth filter
type
Either "low", "high", "stop", or "pass" as dicsussed in Descriptions
cutoff
For "low" and "high": cutoff is a real number. For "stop" and "band": cutoff is a 2-component vector
plot
If plot=TRUE then plots of the original and filtered data are produced.
Author
Wayne Woodward
References
"Applied Time Series Analysis with R, 2nd edition" by Woodward, Gray, and Elliott