optimist_wt: Halflife-weighted mean
In optimist/inhouse: In-house all-purpose functions used at CI Estrategias
Usage
1
optimist_wt(size, halflife)
Arguments
size
The length of the array
halflife
The parameter for geometric time-weighting
Details
Uses geometric decay weighting where the last observations has weight 1/halflife, with
geometric decay. The last halflife observations have weight (1/halflife)^(size - 1).
Value
A vector of length size with weights with total sum 1,
decaying geometrically with a factor of 1/halflife and equal weight at the tail.
optimist/inhouse documentation built on May 24, 2019, 3:56 p.m.
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Usage
1 | optimist_wt(size, halflife)
|
Arguments
size |
The length of the array |
halflife |
The parameter for geometric time-weighting |
Details
Uses geometric decay weighting where the last observations has weight 1/halflife, with
geometric decay. The last halflife observations have weight (1/halflife)^(size - 1).
Value
A vector of length size with weights with total sum 1,
decaying geometrically with a factor of 1/halflife and equal weight at the tail.
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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