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zmjones / decay.R
Last active Oct 12, 2015
time since event and decaying cumulative sums for binary time series
View decay.R
decay <- function(yvar, d) {
# yvar: a binary variable
# d: number of periods
# returns: the cumulative sum of yvar at each point
# where each addition to the count decays away after d periods
yvar[] <- 0
run <- cumsum(yvar)
tvar <- seq_along(yvar)
run <- 0
sum <- 0
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