sgolayqr(degree,hw,​w)

This code correctly computes Savitzky-Golay filters. It is a replacement for the Matlab sgolay code.

This code computes Savitzky-Golay filters using a method similar to that used in the Matlab sgolay code. However, this implementation is far less prone to problems due to conditioning. Furthermore, the built-in sgolay code gives incorrect answers for the weighted filters due to errors in implementation (easily verified by using a uniform weight that is not 1 which should not change the answer but does in Matlab's built-in code). This code correctly computes the filters when using non-uniform weights. The derivation and analysis of the algorithm used is available at:
"Numerically Sane Construction of Polynomial Least Squares Filters via QR Factorization", by C.F. Borges, 15 MARCH 2016, NPS Institutional Archive. Full paper available at https://calhoun.nps.edu/handle/10945/48144