smooth.exp: Apply an exponential filter
In itsmr: Time Series Analysis Using the Innovations Algorithm
smooth.exp R 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 June 8, 2025, 11:21 a.m.
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| smooth.exp | R 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)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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