smooth.rank {itsmr}

Apply a spectral filter

Description

Apply a spectral filter

Usage

smooth.rank(x, k)

Arguments

x

Time series data

k

Number of frequencies

Details

Passes the mean and the k frequencies with the highest amplitude. The remainder of the spectrum is filtered out.

Value

Returns a vector the same length as x.

Examples

y = smooth.rank(deaths,2)
plotc(deaths,y)