SavGolFilterCov: Savitzky Golay filter for data with error covariance

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Ada Coda
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SavGolFilterCov: Savitzky Golay filter for data with error covariance

Post by Ada Coda » Fri Jan 29, 2016 8:57 am

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.

Credit: More, Surhud

Site: https://github.com/surhudm/savitzky_golay_with_errors
https://ui.adsabs.harvard.edu/abs/2016ApJ...825...39M

Bibcode: 2016ascl.soft01012M

ID: ascl:1601.012
Last edited by Ada Coda on Sat Aug 22, 2020 8:40 pm, edited 1 time in total.
Reason: Updated code entry.

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