SavGolFilterCov: Savitzky Golay filter for data with error covariance
Abstract
A Savitzky-Golay filter is often applied to data to smooth the data without greatly distorting the signal; however, almost all data inherently comes with noise, and the noise properties can differ from point to point. This python script improves upon the traditional Savitzky-Golay filter by accounting for error covariance in the data. The inputs and arguments are modeled after scipy.signal.savgol_filter.
- Publication:
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Astrophysics Source Code Library
- Pub Date:
- January 2016
- Bibcode:
- 2016ascl.soft01012M
- Keywords:
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- Software