SavitzkyGolayMatrix

SavitzkyGolayMatrix[r,k]
gives a matrix corresponding to a smoothing kernel of radius r for performing polynomial regression of degree k.

SavitzkyGolayMatrix[{r1,r2},{k1,k2}]
gives a matrix for performing polynomial regression of degree over a window of radius along rows, and degree over a window of radius along columns.

SavitzkyGolayMatrix[r,k,n]
gives a matrix for performing the n^(th) derivative of a polynomial regression of degree k.

SavitzkyGolayMatrix[{r1,r2 },{k1,k2,},]
gives an array using the specified parameters for each direction i.

Details and OptionsDetails and Options

ExamplesExamplesopen allclose all

Basic Examples  (3)Basic Examples  (3)

Compute a matrix kernel for quadratic interpolation over a window of radius 5:

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Compute a smoothing kernel of length 11 using a cubic interpolation:

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Plot the vector:

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A SavitzkyGolay matrix to compute first derivatives in the horizontal dimension:

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Introduced in 2014
(10.0)