sgolay (Q64973)

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Efficient Savitzky-Golay Filtering
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    sgolay
    Efficient Savitzky-Golay Filtering

      Statements

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      1.0.3
      5 April 2023
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      PACKAGES.rds
      10 July 2026
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      1.0.2
      29 September 2022
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      1.0.4
      10 July 2026
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      10 July 2026
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      Smoothing signals and computing their derivatives is a common requirement in signal processing workflows. Savitzky-Golay filters are a established method able to do both (Savitzky and Golay, 1964 <doi:10.1021/ac60214a047>). This package implements one dimensional Savitzky-Golay filters that can be applied to vectors and matrices (either row-wise or column-wise). Vectorization and memory allocations have been profiled to reduce computational fingerprint. Short filter lengths are implemented in the direct space, while longer filters are implemented in frequency space, using a Fast Fourier Transform (FFT).
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