savgol

Provides implementations of Savitzky-Golay smoothing (filtering).

The gem is based on the scipy implementation. A good explanation of the process may be found here on stackexchange.

Examples

Array implementation

require 'savgol/array'
data = [1, 2, 3, 4, 3.5, 5, 3, 2.2, 3, 0, -1, 2, 0, -2, -5, -8, -7, -2, 0, 1, 1]
# window size = 5, polynomial order = 3
data.savgol(5,3)

Installation

gem install savgol

TODO

• Implement for Scriruby's Nmatrix and NArray.
• Implement smoothing for unevenly sampled data.

Copyright

MIT license. See LICENSE.txt.