[Rd] documentation for filter() (PR#8010)
sego at vt.edu
Fri Jul 15 18:12:04 CEST 2005
Full_Name: Landon Sego
Submission from: (NULL) (22.214.171.124)
In the Details section of the documentation for filter(), it says:
The convolution filter is
'y[i] = f*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*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
'y = f*x[6+1] + f*x[6+1-1] + f*x[6+1-3+1]'
= f*x + f*x + f*x'
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