R help - Jun 2011 - Gaussian low-pass filter

I want to filter my time series with a low-pass filter using a Gaussian
smoothing function defined as:

w(t) = (2??^2)^0.5  exp(-t^2/2?^2)

I was hoping to use an existing function to filter my data but help.search and
Rsitesearch produced no useful results.

Can anyone tell me if there is an existing function that will do the job?  If
not, how would I begin to go about building such a filter?

Thanks

Martin Wilkes
University of Worcester

gfcoeffs <- function(s, n) {
 t <- seq(-n,n,1) ## assuming 2*n+1 taps
 return ( exp(-(t^2/(2*s^2)))/sqrt(2*pi*s^2) )
}

2011/6/29 Martin Wilkes <m.wilkes at worc.ac.uk>:
> I want to filter my time series with a low-pass filter using a Gaussian
smoothing function defined as:
>
> w(t) = (2??^2)^0.5 ?exp(-t^2/2?^2)
>
> I was hoping to use an existing function to filter my data but help.search
and Rsitesearch produced no useful results.
>
> Can anyone tell me if there is an existing function that will do the job?
?If not, how would I begin to go about building such a filter?
>
> Thanks
>
> Martin Wilkes
> University of Worcester
>
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> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>


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jcb!
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