Description Usage Arguments Value Author(s)
Compute the exponential smoothing smoothed values. The smoothed values are computed for the same timeframe as R. The starting values should be immediately before R.
1 | smoothedSeries(R, Lambda, starting_values)
|
R |
xts object of asset returns |
Lambda |
smoothing matrix |
starting_values |
xts object of |
xts object of smoothed series in the same time index of R
Ross Bennett
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