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\name{filter}
\alias{filter}
\alias{filter,timeSeries-method}
\title{Linear filtering on a time series}
\description{
Applies linear filtering to a univariate \code{"timeSeries"}.
}
\usage{
\S4method{filter}{timeSeries}(x, filter, method = c("convolution", "recursive"), sides = 2,
circular = FALSE, init = NULL)
}
\arguments{
\item{x}{
an object from class \code{"timeSeries"}.
}
\item{filter}{
coefficients of the filter.
}
\item{method}{
\code{"convolution"} or \code{"recursive"}.
}
\item{sides,circular}{
for convolution filters only. Onesided if \code{sides = 1}, centred
around lag 0 if \code{sides = 2}. Circular if \code{circular =
TRUE.}
}
\item{init}{
for recursive filters only. Values before the start of the time
series.
}
}
\details{
\code{filter} is a generic function with default method
\code{stats::filter}. The method for \code{"timeSeries"} is a wrapper
for the latter.
See \code{?stats::filter} for details about the arguments.
}
\value{
a \code{"timeSeries"} object
}
\seealso{
base R function \code{\link[stats]{filter}}
}
\examples{
## Creata a dummy signal 'timeSeries' -
data <- matrix(rnorm(100), ncol = 2)
s <- timeSeries(data, units=c("A", "B"))
head(s)
## Filter the series -
f <- filter(s, rep(1, 3))
head(f)
## Plot and compare the first series -
plot(cbind(s[, 1], f[, 1]), plot.type="s")
}
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