windowFor

fun windowFor(startIndex: Int, endIndex: Int, numObservations: Int, delta: Double): EstimationWindow(source)

The estimation window for one group.

Parameters

startIndex

the group's first index, inclusive

endIndex

the group's last index, exclusive

numObservations

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