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. a numeric vector of decay factors, between 0 and 1, but multiplied by 10 in the implementation. TRUE if the inverse exponential curves should be calculated as well. a logical, if TRUE weights are normalized to unity.

Value

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

ctr_agg