On Fri, Sep 26, 2014 at 3:32 AM, Erick Okuto <erickok...@gmail.com> wrote: > Dear Paul and Henrik, > I have a time series with some missing data points that i need smoothed > using Savitzky-Golay filter. Related question was asked here > http://thr3ads.net/r-help/2012/11/2121748-Savitzky-Golay-filtering-with-missing-data > but no straight forward answer was posted. However, Henrik (cc'd here) did > ask related question on smoothing for reflectance here > http://thr3ads.net/r-help/2004/02/835137-Savitzky-Golay-smoothing-for-reflectance-data > which i have as well been unable to follow up. I will be glad if you could > assist me with some insights on the way forward or point to a relevant > source of help.
Not Savitzky-Golay but if z is a time series then library(zoo) na.spline(z) will fill in NAs with spline curve fits. See ?na.spline There are other NA filling routines in zoo too: > ls(pattern = "^na[.]", "package:zoo") [1] "na.aggregate" "na.aggregate.default" "na.approx" [4] "na.approx.default" "na.fill" "na.fill.default" [7] "na.locf" "na.locf.default" "na.spline" [10] "na.spline.default" "na.StructTS" "na.trim" [13] "na.trim.default" "na.trim.ts" -- Statistics & Software Consulting GKX Group, GKX Associates Inc. tel: 1-877-GKX-GROUP email: ggrothendieck at gmail.com ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
