Smooth the raw signature

raw_sig_smooth(sig, span = 0.03, limits = c(-5, 5))

Arguments

sig

numeric vector of the raw signature

span

width of the smoother, defaults to 0.03. XXX Should be

limits

vector of the form c(min, max). Results will be limited to be between these values.

Value

numeric vector of the same length as the input with the smoothed signature.

Examples

if (FALSE) {
library(ggplot2)
x <- seq(0, 6 * pi, by = .02)
y <- 5.5 * sin(x) + rnorm(length(x))


ggplot() +
  geom_point(aes(x = 1:length(y), y = y), shape = 1) +
  geom_line(aes(x = 1:length(y), y = smoothloess(y, .05)),
    color = "red"
  ) +
  geom_line(aes(x = 1:length(y), y = raw_sig_smooth(y, .05)),
    color = "blue"
  )
}