window For
fun windowFor(startIndex: Int, endIndex: Int, numObservations: Int, delta: Double): EstimationWindow(source)
The estimation window for one group.
Parameters
start Index
the group's first index, inclusive
end Index
the group's last index, exclusive
num Observations
the size of the whole sample, used to clip the window
delta
how far to reach into each neighbour, as a fraction of the group's size