omnister/savitskygolay
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// Compute the coefficients for a Savitsky-Golay filter
// based on (s=0) or its s'th derivative evaluated at order k, over 2m+1
// points, centered with offset t
!) grampoly -?
usage: grampoly [options]
[-l] print MIT license statement
[-s <smoothing>] 0=smoothing, 1=first_derivative (default 0)
[-m <points>] width = 2*m+1 (default 3)
[-n <order>] 2=quadratic fit (default 4)
[-t <offset>] how to offset the estimate in window (default 0)
!) grampoly -s0 -m2 -n2
# s=0 m=2 n=2 t=0
0 -0.0857143
1 0.342857
2 0.485714
3 0.342857
4 -0.0857143
These 5 example coefficients create a 2nd order convolutional smoothing
filter that emits the best quadratic fit to a sequence of data points.
grampoly(1) is released under the MIT license.