I saw Gabor's reply but have a clarification to request. You say you want to remove low frequency components but then you request smoothing functions. The term "smoothing" implies removal of high-frequency components of a series.

If smoothing really is your goal then additional R resource would be smooth.spline, loess (or lowess), ksmooth, or using smoothing terms in regressions. Venables and Ripley have quite a few worked examples of such in MASS.

--
David Winsemius


On Feb 26, 2009, at 7:07 AM, <mau...@alice.it> wrote:

I am looking for some help at removing low-frequency components from a signal, through Moving Average on a sliding window. I understand thiis is a smoothing procedure that I never done in my life before .. sigh.

I searched R archives and found "rollmean", "MovingAverages {TTR}", "SymmetricMA". None of the above mantioned functions seems to accept the smoothing polynomial order and the sliding window with as input parameters. Maybe I am missing something.

I wonder whether there is some building blocks in R if not even a function which does it all (I do not expect that much,though).
Even some literature references and/or tutorials are very welcome.

Thank you so much,
Maura



tutti i telefonini TIM!


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