Smoothing.Lowess Smoother Method
Returns a delegate that applies a LOWESS filter to a signal.
Definition
Namespace: Extreme.Mathematics.SignalProcessing
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
C#
The smoothed signal.
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
public static Func<Vector<double>, Vector<double>> LowessSmoother(
int windowLength,
int robustSteps = 0,
double delta = 0
)
Parameters
- windowLength Int32
- The length of the smoothing window.
- robustSteps Int32 (Optional)
- (Optional.) The number of robustness iterations. The default is 0.
- delta Double (Optional)
- (Optional.) Distance within which robust regression is not recomputed.
Return Value
Func<Vector<Double>, Vector<Double>>The smoothed signal.
Remarks
When the number of data points is large, the computation time can be reduced by setting delta to a suitable value. After the initial robust regression weights are computed, the full regression is only performed for points that are delta apart. Interpolation is used for any intermediate points.
Exceptions
ArgumentOutOfRangeException | windowLength is less than two. -or- windowLength is not odd. |