smooth.exp: Apply an exponential filter

View source: R/itsmr.R

smooth.expR Documentation

Apply an exponential filter

Description

Apply an exponential filter

Usage

smooth.exp(x, alpha)

Arguments

x

Time series data

alpha

Smoothness setting, 0-1

Details

Zero is maximum smoothness.

Value

Returns a vector of smoothed data the same length as x.

Examples

y = smooth.exp(strikes,.4)
plotc(strikes,y)

itsmr documentation built on Aug. 6, 2022, 9:08 a.m.