smooth.exp {itsmr}

Apply an exponential filter

Description

Apply an exponential filter

Usage

smooth.exp(x, alpha)

Arguments

x

Time series data

alpha

Smoothness setting, 0-1

Details

Zero is maximum smoothness.

Value

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

Examples

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