Saturday, 19 July 2014

Graduation Using Summation Formulae: Spencer 15-point rule

> spence.15
function (y)
{
    n <- length(y)
    y <- c(rep(y[1], 7), y, rep(y[n], 7))
    n <- length(y)
    k <- 3:(n - 2)
    a3 <- y[k - 1] + y[k] + y[k + 1]
    a2 <- y[k - 2] + y[k + 2]
    y1 <- y[k] + 3 * (a3 - a2)
    n <- length(y1)
    k <- 1:(n - 3)
    y2 <- y1[k] + y1[k + 1] + y1[k + 2] + y1[k + 3]
    n <- length(y2)
    k <- 1:(n - 3)
    y3 <- y2[k] + y2[k + 1] + y2[k + 2] + y2[k + 3]
    n <- length(y3)
    k <- 1:(n - 4)
    y4 <- y3[k] + y3[k + 1] + y3[k + 2] + y3[k + 3] + y3[k +
        4]
    y4/320
}
<environment: namespace:locfit>

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