VPSPulse Mirrors

High-Performance Open-Source Archive

RFIF: Fast Iterative Filtering in R

RFIF: Fast Iterative Filtering in R

Overview

RFIF wraps the upstream C implementation of Fast Iterative Filtering (FIF) and exposes it as a simple R call.

Example

library(RFIF)

t <- seq(0, 1, length.out = 2000)
x <- sin(2*pi*5*t) + 0.5*sin(2*pi*20*t)

res <- rfif(x)

# Reconstruction
max(abs(x - (colSums(res$imfs) + res$residual)))

Plot IMFs

matplot(t, t(res$imfs), type="l", lty=1)
lines(t, res$residual, lwd=2)

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