LoessFilter (FPScript)
Filters a data set with a Loess smoothing filter (locally weighted regression scatter plot smoothing).
Syntax
LoessFilter(DataSet, SmoothingWidth [ , Iterations = 0 ])
The syntax of the LoessFilter function consists of the following parts:
Part |
Description |
|---|---|
DataSet |
The data set to be filtered (smoothed). Permitted data structures are data series, data matrix, signal, signal series, signal series with two-dimensional X-component und space curve. All numeric data types are permitted. For the X component additional restrictions do apply.The values must be monotonously increasing. If the argument is a list, then the function is executed for each element of the list and the result is also a list. |
SmoothingWidth |
Specifies how many neighboring values, including the value to be smoothed, are to be included for smoothing. The smoothing width must be greater than 2 and less than or equal to the data set length. Permitted data structures are scalar value. Supported data types are 16-bit integer und 32-bit integer. If the argument is a list, then the first element in the list is taken. If this is also a list, then the process is repeated. |
Iterations |
Specifies how often the algorithm is repeated. Permitted data structures are scalar value. Supported data types are 16-bit integer und 32-bit integer. The value must be greater or equal to 0 and less or equal to 10. If the argument is a list, then the first element in the list is taken. If this is also a list, then the process is repeated. If this argument is omitted, it will be set to the default value 0. |
Remarks
The result has the same structure and unit as the argument DataSet.
Loess is locally weighted regression smoothing using an iterative, weighted least-squares method for curve fitting in a two-dimensional scatter plot for which two types of weighting are used: proximity weighting and robust weighting. A quadratic function is used as the model function.
Before filtering, the values are converted into real or complex 64-bit floating point values. The data type of the result is always a real or complex 64-bit floating point value.
Available in
Option Digital Filters
Examples
LoessFilter(Signal, 10, 1) |
Smoothes a signal using the Loess smoothing filter and a smoothing width of 10. The algorithm uses one iteration. |