finite_filters: Manipulating Finite Filters

In palatej/rjdfilters: Trend-Cycle Extraction with Linear Filters

Manipulating Finite Filters

Description

Manipulating Finite Filters

Usage

finite_filters(
  sfilter,
  rfilters = NULL,
  lfilters = NULL,
  first_to_last = FALSE
)

## S4 method for signature 'finite_filters'
show(object)

Arguments

sfilter	the symmetric filter (moving_average() object) or a matrix or list with all the coefficients.
rfilters	the right filters (used on the last points).
lfilters	the left filters (used on the first points).
first_to_last	boolean indicating if the first element of rfilters is the first asymmetric filter (when only one observation is missing) or the last one (real-time estimates).
object	finite_filters object.

Examples

ff_lp <- lp_filter()
ff_simple_ma <- finite_filters(moving_average(c(1, 1, 1), lags = -1)/3,
               rfilters = list(moving_average(c(1, 1), lags = -1)/2))
ff_lp
ff_simple_ma
ff_lp * ff_simple_ma

palatej/rjdfilters documentation built on May 8, 2023, 6:28 a.m.