I can do that in R (manual lagging of data series), and have but what I don’t understand is what Data[0], Data[1] and Data[2] represent in the return line? Your code doesn’t use a series() function to make a Data series other than US[], so I can’t see it in your code.

Here’s what I have so far (in R):
USmoo <- function (data, length)
{
f <- (1.414*pi) / length;
a1 <- exp(-f);
c2 <- 2*a1*cos(f);
c3 <- -a1*a1;
c1 <- (1+c2-c3)/4;
#US <- series(data,4); #this is a lagged series, so we'll do some lags
US1 <- stats::lag(data,1)
US2 <- stats::lag(data,2)
#unsure about Data[1] and Data[2]. My guess is certainly wrong, you would have used US[] instead.
DA1 <- stats::lag(data,1)
DA2 <- stats::lag(data,2)
# (your code) return US[0] = (1-c1)*Data[0] + (2*c1-c2)*Data[1] – (c1+c3)*Data[2] + c2*US[1] + c3*US[2];
# my return line wraps with na.omit() to omit NA values
return ( na.omit( (1-c1)*data + (2*c1-c2)*DA1 – (c1+c3)*DA2 + c2*US1 + c3*US2 ) );
}

Down to the lags and return line, it was very easy conversion. Right now Data[1] and Data[2] are identical to US[1] and US[2], reflecting my lack of understanding of what the Data[] series represents. Any thoughts greatly appreciated, from you or other visitors of course.