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sentometrics (version 0.5.6)

weights_almon: Compute Almon polynomials

Description

Computes Almon polynomial weighting curves. Handy to self-select specific time aggregation weighting schemes for input in ctr_agg using the weights argument.

Usage

weights_almon(n, orders = 1:3, do.inverse = TRUE,
  do.normalize = TRUE)

Arguments

n

a single numeric to indicate the lag length (cf., n).

orders

a numeric vector as the sequence of the Almon orders (cf., b). The maximum value corresponds to B.

do.inverse

TRUE if the inverse Almon polynomials should be calculated as well.

do.normalize

TRUE if polynomials should be normalized to unity.

Value

A data.frame of all Almon polynomial weighting curves, of size length(orders) (times two if do.inverse = TRUE).

Details

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 \(1 - i/n\).

See Also

ctr_agg