Also called a whittaker smoother, implemented in pracma::whittaker
See:
Eilers, Paul HC. "A perfect smoother." Analytical chemistry 75.14 (2003): 3631-3636.
Stickel, Jonathan J. "Data smoothing and numerical differentiation by a regularization method." Computers & chemical engineering 34.4 (2010): 467-475.
Rudimentary implementation of Eilers' algorithm directly (basically stolen from pracma::whittaker)
mywhittaker <- function (y, lambda = 1600, d = 2) {
m <- length(y)
E <- diag(nrow = m, ncol = m)
D <- diff(E, lag = 1, differences = d)
B <- E + (lambda * t(D) %*% D)
z <- solve(B, y)
return(z)
}
Also called a whittaker smoother, implemented in pracma::whittaker
See: Eilers, Paul HC. "A perfect smoother." Analytical chemistry 75.14 (2003): 3631-3636. Stickel, Jonathan J. "Data smoothing and numerical differentiation by a regularization method." Computers & chemical engineering 34.4 (2010): 467-475.
Rudimentary implementation of Eilers' algorithm directly (basically stolen from pracma::whittaker)
This is a spinoff from #89