[R] Again question about filter()
Sergey Goriatchev
sergeyg at gmail.com
Sun Aug 10 18:47:57 CEST 2008
Hello,
I thought I understood filter() with the help from Prof. Grothendieck,
but I guess I did not.
For example, how does this work:
filter(1:10, c(0.1, 0.5, 1, 0.5), "recursive", init=c(1,2,3,4))
Time Series:
Start = 1
End = 10
Frequency = 1
[1] 7.10000 6.71000 9.22100 15.87710 21.45821 28.66037
41.08274 55.83522 74.51437 100.78197
If I understand it correctly, the time series, together with initial
values, looks like
1,2,3,4,1,2,3,4,5,6,7,8,9,10
The first value is calculated as 1*0.1+2*0.5+3*1+4*0.5+1=7.1,
where the first four arguments are initial values times coefficients,
and the last argument is the first value
of the timeseries, that is 1.
But how are the consecutive values calculated?
Totally at a loss. Please, help.
/Sergey
--
I'm not young enough to know everything. /Oscar Wilde
Experience is one thing you can't get for nothing. /Oscar Wilde
When you are finished changing, you're finished. /Benjamin Franklin
Tell me and I forget, teach me and I remember, involve me and I learn.
/Benjamin Franklin
Luck is where preparation meets opportunity. /George Patten
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