BWF <- function(nc, fc) {
if (nc %% 2 == 0)
stop("filter length (nc) must be odd !")
m <- (nc - 1) / 2
sm <- -m:m
val <- sapply(sm, function(i, nc, fc, m) {
1 * sin(2 * pi * fc * i) * (0.42 - 0.5 * cos(2 * pi * (i + m) / (2 * m)) +
0.08 * cos(4 * pi * (i + m) / (2 * m))) / i
}, nc = nc, fc = fc, m = m)
val[m + 1] <- 2 * pi * fc
val <- val / sum(val)
val
}
extendSize <- function(x, fsize, type = c("padding", "reflection")) {
nx <- length(x)
if (nx != fsize) {
to_add <- fsize - nx
if (to_add == 0)
return(0)
type <- match.arg(type)
if (type == "padding") {
x <- c(x, rep(0, to_add))
}
if (type == "reflection") {
x <- c(x, x[nx:(nx - to_add + 1)])
}
}
x
}
##mov avg from pracma
movavg <- function (x, n, type = c("s", "t", "w", "m", "e", "r"))
{
stopifnot(is.numeric(x), is.numeric(n), is.character(type))
if (length(n) != 1 || ceiling(n != floor(n)) || n <= 1)
stop("Window length 'n' must be a single integer greater 1.")
nx <- length(x)
if (n >= nx)
stop("Window length 'n' must be greater then length of time series.")
y <- numeric(nx)
if (type == "s") {
for (k in 1:(n - 1))
y[k] <- mean(x[1:k])
for (k in n:nx)
y[k] <- mean(x[(k - n + 1):k])
}
else if (type == "t") {
n <- ceiling((n + 1) / 2)
s <- movavg(x, n, "s")
y <- movavg(s, n, "s")
}
else if (type == "w") {
for (k in 1:(n - 1))
y[k] <- 2 * sum((k:1) * x[k:1]) / (k *
(k + 1))
for (k in n:nx)
y[k] <- 2 * sum((n:1) * x[k:(k - n +
1)]) / (n * (n + 1))
}
else if (type == "m") {
y[1] <- x[1]
for (k in 2:nx)
y[k] <- y[k - 1] + (x[k] - y[k - 1]) / n
}
else if (type == "e") {
a <- 2 / (n + 1)
y[1] <- x[1]
for (k in 2:nx)
y[k] <- a * x[k] + (1 - a) * y[k - 1]
}
else if (type == "r") {
a <- 1 / n
y[1] <- x[1]
for (k in 2:nx)
y[k] <- a * x[k] + (1 - a) * y[k - 1]
}
else
stop("The type must be one of 's', 't', 'w', 'm', 'e', or 'r'.")
return(y)
}
convolveNormalized <-
function(x,
f,
type = c("circular", "open", "filter"),
extending = c("padding", "reflection")) {
type <- match.arg(type)
extending <- match.arg(extending)
nx <- length(x)
nf <- length(f)
##First putting the size to a multiple of 2f
nnx <- nextn(nx, 2)
nnf <- nextn(nf, 2)
sizemax <- max(nnx, nnf)
#if(sizemax!=nnx) stop("Filter length is too long")
if ((nx != sizemax | nf != sizemax) & type != "filter") {
x <- extendSize(x, sizemax, extending)
f <- extendSize(f, sizemax, "padding")
}
resseq <- convolve(x, f, type = type)
#plot(x,type="l")
#lines(resseq,col="blue")
if (type == "filter") {
res <- resseq
} else{
res <- c(resseq[(nnx - floor(nf / 2) + 1):nnx], resseq[1:(nnx - floor(nf /
2))])#(1+floor((nf+1)/2)):(nx+floor((nf+1)/2))]
res <- res[1:nx]
}
res
}
####savogol function from pracma
SavGol <- function (vt,
fl,
forder = 4,
dorder = 0)
{
stopifnot(is.numeric(vt), is.numeric(fl))
if (fl <= 1 || fl %% 2 == 0)
stop("Argument 'fl' must be an odd integer greater than 1.")
n <- length(vt)
fc <- (fl - 1) / 2
X <- outer(-fc:fc, 0:forder, FUN = "^")
Y <- pinv(X)
T2 <- convolve(vt, rev(Y[(dorder + 1),]), type = "o")
T2 <- T2[(fc + 1):(length(T2) - fc)]
Tsg <- (-1) ^ dorder * T2
return(Tsg)
}
smooth.SavGol <- function(x, fl = 21, ...) {
return(SavGol(x, fl, 2))
}
smooth.BWF <- function(x, l = length(x), freq = 0.3) {
fil <- BWF(l + ((l + 1) %% 2), freq)
return(convolveNormalized(x, fil))
}
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