[Scipy-tickets] [SciPy] #1706: Error in Cookbook "Savitzky Golay"
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Sun Jul 22 06:58:04 CDT 2012
#1706: Error in Cookbook "Savitzky Golay"
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Reporter: thomas.haslwanter | Owner: pv
Type: defect | Status: new
Priority: normal | Milestone: Unscheduled
Component: Documentation | Version: 0.10.0
Keywords: Cookbook Savitzky-Golay |
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Comment(by thomas.haslwanter):
The Cookbook entry http://www.scipy.org/Cookbook/SavitzkyGolay has a
number of problems:
1) As it is, it does in general not run. The line
"import numpy as np"
should be inserted before the first "try" in line 49
In addition, there are a few mistakes which only shows up for derivatives.
The attached code sample should fix that.
Since the Savitzky-Golay filter is a very commonly used filter, I regard
this mistake as significant.
I would make those changes myself, but have not been able to figure out
how exactly to proceed. Any tips how I have to proceed to contribute would
be appreciated!
{{{
def savitzky_golay(y, window_size, order, deriv=0, rate=1):
import numpy as np
from math import factorial
try:
window_size = np.abs(np.int(window_size))
order = np.abs(np.int(order))
except ValueError, msg:
raise ValueError("window_size and order have to be of type int")
if window_size % 2 != 1 or window_size < 1:
raise TypeError("window_size size must be a positive odd number")
if window_size < order + 2:
raise TypeError("window_size is too small for the polynomials
order")
order_range = range(order+1)
half_window = (window_size -1) // 2
# precompute coefficients
b = np.mat([[k**i for i in order_range] for k in range(-half_window,
half_window+1)])
m = np.linalg.pinv(b).A[deriv] * rate**deriv * factorial(deriv)
# pad the signal at the extremes with
# values taken from the signal itself
firstvals = y[0] - np.abs( y[1:half_window+1][::-1] - y[0] )
lastvals = y[-1] + np.abs(y[-half_window-1:-1][::-1] - y[-1])
y = np.concatenate((firstvals, y, lastvals))
return np.convolve( m[::-1], y, mode='valid')
}}}
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Ticket URL: <http://projects.scipy.org/scipy/ticket/1706#comment:1>
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