FRAPO (version 0.3-7)

trdwma: Weighted Moving Average

Description

Calculation of a right ended weighted moving average with weights according to weights.

Usage

trdwma(y, weights, trim = FALSE)

Arguments

y

Objects of classes: numeric, matrix, data.frame, ts, mts, timeSeries, zoo and xts are supported.

weights

Numeric, a vector containing the weights.

trim

Logical, if FALSE (the default) the first value is set to NA, otherwise the object is trimmed by the first obeservation.

Value

• An object of the same class as y, containing the computed weighted moving averages.

concept

• weighted moving averages
• Trend
• moving averages

Details

If the sum of the weights is greater than unity, a warning is issued.

See Also

filter, trdbilson, trdbinary, trdhp, trdes, trdsma, capser

Examples

data(StockIndex)
y <- StockIndex[, "SP500"]
wma <- trdwma(y, weights = c(0.4, 0.3, 0.2, 0.1))
head(wma, 30)