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., r). The maximum value
corresponds to R.
TRUE
if the inverse Almon polynomials should be calculated as well.
a logical
, if TRUE
weights are 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: \((1 - (1 - i/n)^{r})(1 - i/n)^{R - r}\), where \(i\) is the lag index ordered from 1 to \(n\). The inverse is computed by changing \(i/n\) to \(1 - i/n\).