weights_exponential: Compute exponential weighting curves

In sentometrics: An Integrated Framework for Textual Sentiment Time Series Aggregation and Prediction

Description

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

Usage

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

sentometrics documentation built on Aug. 18, 2021, 9:06 a.m.