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Computes Almon polynomial weighting curves. Handy to self-select specific time aggregation weighting schemes
for input in ctr_agg
using the weights
argument.
weights_almon(n, orders = 1:3, do.inverse = TRUE, do.normalize = TRUE)
A data.frame
of all Almon polynomial weighting curves, of size length(orders)
(times two if
do.inverse = TRUE
).
a single numeric
to indicate the lag length (cf., n).
a numeric
vector as the sequence of the Almon orders (cf., r). The maximum value
corresponds to R.
TRUE
if the inverse Almon polynomials should be calculated as well.
a logical
, if TRUE
weights are normalized to unity.
The Almon polynomial formula implemented is:
ctr_agg