locsmooth

  Running line fit (using local linear regression) - 1d only, continuous
  processes
  Usage: data=locsmooth(data,Fs,Tw,Ts)
  Inputs:
 Note that units of Fs, movinwin have to be consistent.
  data  (single vector) 
  Fs    (sampling frequency) - optional. Default 1
  Tw    (length of moving window) - optional.  Default. full length of data (global detrend)
  Ts    (step size) - optional. Default Tw/2.
 
 Output:
 data   (locally smoothed data).

0001 function data=locsmooth(data,Fs,Tw,Ts)
0002 %  Running line fit (using local linear regression) - 1d only, continuous
0003 %  processes
0004 %  Usage: data=locsmooth(data,Fs,Tw,Ts)
0005 %  Inputs:
0006 % Note that units of Fs, movinwin have to be consistent.
0007 %  data  (single vector)
0008 %  Fs    (sampling frequency) - optional. Default 1
0009 %  Tw    (length of moving window) - optional.  Default. full length of data (global detrend)
0010 %  Ts    (step size) - optional. Default Tw/2.
0011 %
0012 % Output:
0013 % data   (locally smoothed data).
0014 data=change_row_to_column(data);
0015 N=size(data,1);
0016 if nargin < 2; Fs=1; end;
0017 if nargin < 3; Tw=N/Fs; end;
0018 if nargin < 4; Ts=Tw/2; end;
0019 
0020 n=round(Fs*Tw);
0021 dn=round(Fs*Ts);
0022 if ~isreal(data) 
0023   yr=real(data); 
0024   yi=imag(data); 
0025   tmp=runline(yr,n,dn); 
0026   yr=tmp';
0027   tmp=runline(yi,n,dn); 
0028   yi=tmp';
0029   data=yr+i*yi;
0030 else
0031   tmp=runline(data,n,dn); 
0032   data=tmp';
0033 end