PROcess (version 1.48.0)

lnn: Estimate Signal and Variation of a Spectrum

Description

Estimate the signal and the variation of a spectrum.

Usage

lnn(x, span = 21, sm.span = 11)

Arguments

x

a vector of real values.

span

the window widith for estimation of local variation.

sm.span

the window width for estimation of the signal of x.

Value

fitted

estimated signal,

sigma

estimated local variation.

Details

The signal of a spectrum is estimated by moving average and its local variation is estimated by moving `mad', possibly in a large window.