tsmooth.m

来自「Interactive smoothing for time-series si」· M 代码 · 共 10 行

function s=tsmooth(Y,w)
%  Convolution-based triangular smooth
%  tsmooth(Y,w) smooths vector Y by a triangular function of halfwidth w
%  T. C. O'Haver, 1988.
v=conv(boxcar(w),boxcar(w));
S=conv(Y,v);
startpoint=(length(v) + 1)/2;
endpoint=length(Y)+startpoint-1;
s=S(startpoint:endpoint) ./ sum(v);