oceConvolve {oce} | R Documentation |
Convolve two time series, using a backward-looking method.
This function provides a straightforward convolution, which may be useful to
those who prefer not to use convolve
and filter
in the
stats
package.
oceConvolve(x, f, end = 2)
x |
a numerical vector of observations. |
f |
a numerical vector of filter coefficients. |
end |
a flag that controls how to handle the points of the |
A vector of the convolution output.
Dan Kelley
library(oce) t <- 0:1027 n <- length(t) signal <- ifelse(sin(t * 2 * pi / 128) > 0, 1, 0) tau <- 10 filter <- exp(-seq(5*tau, 0) / tau) filter <- filter / sum(filter) observation <- oce.convolve(signal, filter) plot(t, signal, type='l') lines(t, observation, lty='dotted')