TSPOLE(1)							     TSPOLE(1)



NAME
       tspole - single pole filter a time series

SYNOPSIS
       tspole [-p n] [-t] [-v] [filename]

DESCRIPTION
       Tspole is for single pole low pass filtering of a time series. The sin-
       gle pole low pass filter is implemented	from  the  following  discrete
       time equation:

	   v	  = I * k2 + v	* k1
	    n + 1	      n

       where  I  is  the value of the current sample in the time series, v are
       the value of the output time series, and k1 and k2 are constants deter-
       mined from the following equations:

		 -2 * p * pi
	   k1 = e

       and

	   k2 = 1 - k1

       where p is a constant that determines the frequency of the pole-a value
       of unity, the default, places the pole at the sample frequency  of  the
       time series.

       The  input file structure is a text file consisting of records, in tem-
       poral order, one record per time  series  sample.   Blank  records  are
       ignored,  and  comment  records are signified by a '#' character as the
       first non white space character in the record. Data records  must  con-
       tain at least one field, which is the data value of the sample, but may
       contain many fields-if the record contains many fields, then the  first
       field  is regarded as the sample's time, and the last field as the sam-
       ple's value at that time.

       This program is based on "An Analog, Discrete Time,  Single  Pole  Fil-
       ter,"  John  Conover,  Fairchild  Journal  of  Semiconductor  Progress,
       July/August, 1978, Volume 6, Number 4, pp. 11.

OPTIONS
       -p n   Increase/decrease the pole frequency by a factor of n.

       -t     Sample's time will be included in the output time series.

       -v     Print the version and copyright banner of the program.

       filename
	      Input filename.

WARNINGS
       There is little or no provision for handling numerical exceptions.

SEE ALSO
       tsderivative(1),  tshcalc(1),  tshurst(1),   tsintegrate(1),   tslogre-
       turns(1),  tslsq(1),  tsnormal(1),  tsshannon(1),  tsblack(1), tsbrown-
       ian(1), tsdlogistic(1), tsfBm(1), tsfractional(1), tsgaussian(1), tsin-
       tegers(1), tslogistic(1), tspink(1), tsunfairfractional(1), tswhite(1),
       tscoin(1),   tsunfairbrownian(1),    tsfraction(1),    tsshannonmax(1),
       tschangewager(1),    tssample(1),   tsrms(1),   tscoins(1),   tsavg(1),
       tsXsquared(1), tsstockwager(1), tsshannonwindow(1),  tsmath(1),	tsavg-
       window(1),   tspole(1),	tsdft(1),  tsbinomial(1),  tsdeterministic(1),
       tsnumber(1),    tsrmswindow(1),	   tsshannonstock(1),	  tsmarket(1),
       tsstock(1), tsstatest(1), tsunfraction(1), tsshannonaggregate(1), tsin-
       stant(1),  tsshannonvolume(1),  tsstocks(1),   tsshannonfundamental(1),
       tstrade(1),   tstradesim(1),  tsrunlength(1),  tsunshannon(1),  tsroot-
       mean(1), tsrunmagnitude(1), tskurtosis(1), tskurtosiswindow(1), tsroot-
       meanscale(1),	tsscalederivative(1),	 tsgain(1),    tsgainwindow(1)
       tscauchy(1), tslognormal(1), tskalman(1), tsroot(1), tslaplacian(1)

DIAGNOSTICS
       Error messages for incompatible arguments, failure to allocate  memory,
       inaccessible files, and opening and closing files.

AUTHORS
       ----------------------------------------------------------------------

       A license is hereby granted to reproduce this software source code and
       to create executable versions from this source code for personal,
       non-commercial use.  The copyright notice included with the software
       must be maintained in all copies produced.

       THIS PROGRAM IS PROVIDED "AS IS". THE AUTHOR PROVIDES NO WARRANTIES
       WHATSOEVER, EXPRESSED OR IMPLIED, INCLUDING WARRANTIES OF
       MERCHANTABILITY, TITLE, OR FITNESS FOR ANY PARTICULAR PURPOSE.  THE
       AUTHOR DOES NOT WARRANT THAT USE OF THIS PROGRAM DOES NOT INFRINGE THE
       INTELLECTUAL PROPERTY RIGHTS OF ANY THIRD PARTY IN ANY COUNTRY.

       Copyright (c) 1994-2006, John Conover, All Rights Reserved.

       Comments and/or bug reports should be addressed to:

	   john@email.johncon.com (John Conover)

       ----------------------------------------------------------------------



			       January 17, 2006 		     TSPOLE(1)