Performs sinc interpolation for a equidistant time series x to times t.

sincfilter(t, x, wr=8)

Arguments

t

vector of new time points

x

observed time series at times 1:length(x).

wr

determines truncation of series expansion

Value

a vector of interpolated values of the time series at time points given in t.

Author

Joerg Polzehl polzehl@wias-berlin.de

See also

Examples

  x <- 1:107
  y <- rnorm(x)
  z <- sincfilter(seq(1,107,.01),y)
  plot(x, y, ylim=range(y,z))
  lines(seq(1,107,.01),z,col=2)