Re: [R] Gaussian low-pass filter

gfcoeffs - function(s, n) { t - seq(-n,n,1) ## assuming 2*n+1 taps return ( exp(-(t^2/(2*s^2)))/sqrt(2*pi*s^2) ) } 2011/6/29 Martin Wilkes m.wil...@worc.ac.uk: I want to filter my time series with a low-pass filter using a Gaussian smoothing function defined as: w(t) = (2πσ^2)^0.5  

[R] Gaussian low-pass filter

I want to filter my time series with a low-pass filter using a Gaussian smoothing function defined as: w(t) = (2πσ^2)^0.5 exp(-t^2/2σ^2) I was hoping to use an existing function to filter my data but help.search and Rsitesearch produced no useful results. Can anyone tell me if there is an