Compute exponential weighting curves

Source: R/utils.R

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

weights_exponential(
  n,
  alphas = seq(0.1, 0.5, by = 0.1),
  do.inverse = FALSE,
  do.normalize = TRUE
)

Arguments

n

a single numeric to indicate the lag length.
alphas

a numeric vector of decay factors, between 0 and 1, but multiplied by 10 in the implementation.
do.inverse

TRUE if the inverse exponential curves should be calculated as well.
do.normalize

a logical, if TRUE weights are normalized to unity.

Value

A data.frame of exponential weighting curves per value of alphas.

See also

ctr_agg