Documentation for Savitzky Golay filter

[bvenn]

Description

A proper discription for the usage of Savitzky Golay filter is missing in the official documentation. The example looks good, but usage, parameter description, and parameter usage should be explained. Use [1] and [2] as inspiration. [1] should be referenced in the docs. Requires knowledge regarding polynomial regression.

• Of course you can also start writing the tutorial/documentation in this issue/markdown files/scripts and afterwards we try to incorporate into the library.

References

• [1] https://fslab.org/blog/posts/savitzky-golay-temperature.html#Savitzky-Golay-filter
• [2]

  FSharp.Stats/src/FSharp.Stats/Signal/Filtering.fs

  Lines 44 to 61 in 8fb5d6d

  	/// Smooth (and optionally differentiate) data with a Savitzky-Golay filter.
  	/// The Savitzky-Golay filter is a type of low-pass filter and removes high frequency noise from data.
  	// Parameters
  	// ----------
  	// data : array_like, shape (N,)
  	// the values of the time history of the signal.
  	// windowSize : int
  	// the length of the window. Must be an odd integer number.
  	// order : int
  	// the order of the polynomial used in the filtering.
  	// Must be less then `windowSize` - 1.
  	// deriv: int
  	// the order of the derivative to compute (default = 0 means only smoothing)
  	//
  	// The Savitzky-Golay is a type of low-pass filter, particularly suited for smoothing noisy data.
  	// The main idea behind this approach is to make for each point a least-square fit with a
  	// polynomial of high order over a odd-sized window centered at the point.
  	let savitzkyGolay (windowSize:int) (order:int) deriv rate (data:float[]) =