Compute Almon polynomials

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)

Arguments

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

See also

ctr_agg