ldhmm.sma: Simple moving average of a time series

In ldhmm: Hidden Markov Model for Financial Time-Series Based on Lambda Distribution

Description

This utility calculates simple moving average, with option to backfill for NA.

Usage

ldhmm.sma(x, order, na.backfill = TRUE)

Arguments

x	numeric, the time series.
order	a positive integer to specify order of moving average.
na.backfill	logical, specify whether to backfill for NA. Default is TRUE.

Value

numeric, simple moving average, same length as x.

Author(s)

Stephen H. Lihn

Examples

x <- 1:100
a <- ldhmm.sma(x, 10)

Example output

ldhmm documentation built on Jan. 11, 2020, 9:16 a.m.