itsmr (version 1.1)

smooth.exp: Apply an exponential filter

Description

Apply an exponential filter

Usage

smooth.exp(x, alpha)

Arguments

x

Data vector

alpha

Smoothness setting, 0-1

Value

• Returns a vector of smoothed data the same length as x.

Details

Zero is maximum smoothness.

Examples

y = smooth.exp(strikes,.4)
plotc(strikes,y)