Calculate weights for lowpass filter

Derive the (smoothed) least square lowpass, given the cutoff frequency omega.c and the length of the filter n

based on Bloomfield 1976

Usage

Lowpass(omega.c, n = 9, sample = 1, convergence = TRUE)

Arguments

omega.c

cutoff frequency

n

length of the filter, has to be odd

sample

sampling rate of the timeseries on which the filter will be applied (1/deltat)

convergence

TRUE: smoothed least square lowpass; FALSE = unsmoothed

Value

vector of filter weights

Author

Thomas Laepple