trdwma {FRAPO} | R Documentation |
Calculation of a right ended weighted moving average with weights
according to weights
.
trdwma(y, weights, trim = FALSE)
y |
Objects of classes: numeric, matrix, data.frame, ts, mts, and timeSeries are supported. |
weights |
Numeric, a vector containing the weights. |
trim |
Logical, if |
If the sum of the weights is greater than unity, a warning is issued.
An object of the same class as y
, containing the computed
weighted moving averages.
The calculation is applied per column of the data.frame and only if all columns are numeric.
The calculation is applied per column of the matrix.
The calculation is applied per column of the mts object. The attributes are preserved and an object of the same class is returned.
Calculation of the es trend.
The calculation is applied per column of the timeSeries object and an object of the same class is returned.
Calculation of the es trend. The attributes are preserved and an object of the same class is returned.
Calculation of the es trend. The attributes are preserved and an object of the same class is returned.
Calculation of the es trend. The attributes are preserved and an object of the same class is returned.
Bernhard Pfaff
filter
, trdbilson
,
trdbinary
, trdhp
,
trdes
, trdsma
,
capser
data(StockIndex)
y <- StockIndex[, "SP500"]
wma <- trdwma(y, weights = c(0.4, 0.3, 0.2, 0.1))
head(wma, 30)