I have a timeseries with some missing data points that I need smoothed using a Savitzky-Golay. Right now I am using the sgolayfilt function in the signal package. It fails if I have NA values in the timeseries. If I replace NA with NULL sgolayfilt does not fail but it drops the NULL values which is not really a valid solution. Is there anything I can do about this?
Ryan Hope, M.S. CogWorks Lab Cognitive Science Department Rensselaer Polytechnic Institute