Linear Savitzky-Golay filter with confidence intervals

Source: R/filter.R

Filter an timeseries using a Savitzky-Golay filter

linear_filter(incidence, N = 7, level = 0.95)

Arguments

incidence

Incidence timeseries, vector
N

number of timesteps to filter (longer is smoother), must be odd
level

confidence interval level

Value

dataframe with filtered timeseries and confidence intervals