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mapper.kernel.tricube

mapper

This function pushes onto the stack a kernel smoothing mapper using a tricube kernel. The mapper applies the Nadaraya-Watson kernel-weighted average algorithm.

The function expects on top of the stack a bandwidth expressed as an odd number of ticks and below it a step expressed in time units. The step parameter is used to determine the distance of a tick from the tick being computed to feed it into the kernel. The bandwidth in time units is the bandwidth in ticks times the step.

mapper.kernel.tricube is available since version 1.0.0.

See also

Signatures

Examples

NEWGTS 'random walk' RENAME 0.0 'i' STORE 1 1000 <% NaN NaN NaN $i RAND 0.5 - + DUP 'i' STORE ADDVALUE %> FOR DUP // Pseudo radius of the kernel (the kernel really has a diameter of 2 * radius + 1 steps) 8 'radius' STORE // Number of time units per radius unit 1 'step' STORE [ SWAP $step $radius 2 * 1 + mapper.kernel.tricube $radius $radius 0 ] MAP 0 GET '%2B:smoothed' RENAME