Baseline correction on data

baselineCorrection.jl

"""
Asymmetric Least Squares Smoothing by P. Eilers and H. Boelens in 2005
For a more options and detailed implementation, see https://github.com/charlesll/Spectra.jl/blob/master/src/baseline.jl
Requires using LinearAlgebra and SparseArrays
"""
function baselineCorrection(y, lam, p, ninter=10)
  L = length(y)
  eyeL = Matrix(1.0I, L, L)
  D = sparse(diff(diff(eyeL, dims=2), dims=2))
  w = ones(L)  
  q = 0.0
  for _ in 1 : ninter    
    W = spdiagm(0 => w)    
    q = \(W + lam * D * D', w.*y)    
    w = p * (y .> q) + (1 - p) * (y .< q)    
  end  
  return q
end

Thanks for your Julia version of ALS smoothing. I notice that the niter should agree with the parameter ninter in your code.

Ups, thanks for catching that up. Corrected!