lp_vector {onlineforecast}

First-order low-pass filtering

Description

First-order low-pass filtering of a time series vector.

Usage

lp_vector(x, a1)

Arguments

x

vector.

a1

The low-pass filter coefficient.

Details

This function applies a first order unity gain low-pass filter vector.

The lp_vector_cpp function does the same much faster.

Value

The low-pass filtered vector