[R] Gaussian low-pass filter

[Martin Wilkes]

I want to filter my time series with a low-pass filter using a Gaussian smoothing function defined as:

w(t) = (2πσ^2)^0.5  exp(-t^2/2σ^2)

I was hoping to use an existing function to filter my data but help.search and Rsitesearch produced no useful results.  

Can anyone tell me if there is an existing function that will do the job?  If not, how would I begin to go about building such a filter?

Thanks

Martin Wilkes
University of Worcester