Get the coefficients of a kernel

Function to get the coefficient associated to a kernel. Those coefficients are then used to compute the different filters.

Usage

get_kernel(
  kernel = c("Henderson", "Uniform", "Triangular", "Epanechnikov", "Parabolic",
    "BiWeight", "TriWeight", "Tricube", "Trapezoidal", "Gaussian"),
  horizon,
  sd_gauss = 0.25
)

Arguments

kernel

kernel uses.

horizon

horizon (bandwidth) of the symmetric filter.

sd_gauss

standard deviation for gaussian kernel. By default 0.25.

Value

tskernel object (see kernel).

Examples

get_kernel("Henderson", horizon = 3)
#> Henderson 
#> coef[-3] = 0.04895
#> coef[-2] = 0.13054
#> coef[-1] = 0.20396
#> coef[ 0] = 0.23310
#> coef[ 1] = 0.20396
#> coef[ 2] = 0.13054
#> coef[ 3] = 0.04895