# RFIF: Fast Iterative Filtering in R

## Overview

`RFIF` wraps the upstream C implementation of Fast Iterative Filtering (FIF) and exposes it as a simple R call.

## Example

    library(RFIF)

    t <- seq(0, 1, length.out = 2000)
    x <- sin(2*pi*5*t) + 0.5*sin(2*pi*20*t)

    res <- rfif(x)

    # Reconstruction
    max(abs(x - (colSums(res$imfs) + res$residual)))

## Plot IMFs

    matplot(t, t(res$imfs), type="l", lty=1)
    lines(t, res$residual, lwd=2)