[Rd] documentation for filter() (PR#8010)
sego@vt.edu
sego at vt.edu
Fri Jul 15 18:12:04 CEST 2005
Full_Name: Landon Sego
Version: 2.1.1
OS: Windows
Submission from: (NULL) (128.173.70.25)
In the Details section of the documentation for filter(), it says:
The convolution filter is
'y[i] = f[1]*x[i+o] + ... + f[p]*x[i+o-p-1]'
Correct me if I'm wrong, but I think it should be:
'y[i] = f[1]*x[i+o] + ... + f[p]*x[i+o-p+1]'
For example: consider a 2 sided convolution with a filter that has length p=3
and the filter is applied to the i=6th observation. In this case, o=1. Then we
would have
'y[6] = f[1]*x[6+1] + f[2]*x[6+1-1] + f[3]*x[6+1-3+1]'
= f[1]*x[7] + f[2]*x[6] + f[3]*x[5]'
More information about the R-devel
mailing list