Zach Baird zmeri
zmeri
/ gist:3c43d3b98a00c02f81c2ab1aaacc3a49
Last active
June 22, 2022 10:05
This is a function that implements a Whittaker smoother in Python. Reference: Paul H. C. Eilers. "A Perfect Smoother". Analytical Chemistry, 2003, 75 (14), pp 3631–3636.
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| import scipy as sp | |
| import scipy.sparse | |
| import scipy.linalg | |
| from scipy.sparse.linalg import cg | |
| def whitsm(y, lmda): | |
| m = len(y) | |
| E = sp.sparse.identity(m) | |
| d1 = -1 * np.ones((m),dtype='d') | |
| d2 = 3 * np.ones((m),dtype='d') |