RFIF

Fast Iterative Filtering (FIF) with Portable FFT Backend

Provides an R interface to a C implementation of Fast Iterative Filtering (FIF) for decomposing a univariate signal into intrinsic mode functions (IMFs) and a residual. The package uses Fast Fourier Transform library FFTW, if found. If not, it provides instructions to install it for your OS. This is recommended, as R's internal fft(), while avoiding external FFT dependencies, is two orders of magnitude slower.

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