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Update src/weights.jl
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Co-Authored-By: Milan Bouchet-Valat <nalimilan@club.fr>
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rofinn and nalimilan authored Jun 25, 2019
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2 changes: 1 addition & 1 deletion src/weights.jl
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Expand Up @@ -211,7 +211,7 @@ For each element `i` in `t` the weight value is computed as:
- `t::AbstractVector`: temporal indices or timestamps
- `r::StepRange`: a larger range to use when constructing weights from a subset of timestamps
- `n::Integer`: number of temporal indices to assume for the exponential weighting
- `n::Integer`: if provided instead of `t`, temporal indices are taken to be `1:n`
- `λ::Real`: a smoothing factor or rate parameter such that ``0 < λ ≤ 1``.
As this value approaches 0, the resulting weights will be almost equal,
while values closer to 1 will put greater weight on the tail elements of the vector.
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