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/dports/finance/R-cran-PerformanceAnalytics/PerformanceAnalytics/R/
H A DSmoothingIndex.R133 coefMA2=0 functionVar
136 coefMA2[i] = max(0,coef(MA2)[i])
139 coefMA2 = coef(MA2) # allows negative thetas
142 thetas = c(1, coefMA2) / (1 + sum(coefMA2))