Computes Almon polynomial weighting curves. Handy to self-select specific time aggregation weighting schemes
for input in ctr_agg
using the weights
argument.
weights_almon(n, orders = 1:3, do.inverse = TRUE,
do.normalize = TRUE)
a single numeric
to indicate the lag length (cf., n).
a numeric
vector as the sequence of the Almon orders (cf., b). The maximum value
corresponds to B.
TRUE
if the inverse Almon polynomials should be calculated as well.
TRUE
if polynomials should be normalized to unity.
A data.frame
of all Almon polynomial weighting curves, of size length(orders)
(times two if
do.inverse = TRUE
).
The Almon polynomial formula implemented is: \((1 - (1 - i/n)^{b})(1 - i/n)^{B - b}\), where \(i\) is the lag index ordered from 1 to \(n\). The inverse is computed by changing \(i/n\) to \(1 - i/n\).