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pseudoinverse
2004 Feb 06
1
Savitzky-Golay smoothing -- an R implementation
...ngth(T)
dorder <- dorder + 1
# -- calculate filter coefficients --
fc <- (fl-1)/2 # index: window left and right
X <- outer(-fc:fc, 0:forder, FUN="^") # polynomial terms and
coefficients
Y <- pinv(X); # pseudoinverse
# -- filter via convolution and take care of the end points --
T2 <- convolve(T, rev(Y[dorder,]), type="o") # convolve(...)
T2 <- T2[(fc+1):(length(T2)-fc)]
}
#-----------------------------------------------------------------------
# *** PseudoInvers of a Matrix *...