Merge pull request #91 from AQLT/develop

LocalPolynomialFilters correction for DAF and CN
jdemetra · Jan 8, 2024 · 299cbaf · 299cbaf
2 parents ee0b329 + 745cc14
commit 299cbaf
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Showing 2 changed files with 6 additions and 6 deletions.
diff --git a/...ent/jdplus-filters-base-r/src/main/java/jdplus/filters/base/r/LocalPolynomialFilters.java b/...ent/jdplus-filters-base-r/src/main/java/jdplus/filters/base/r/LocalPolynomialFilters.java
@@ -105,13 +105,13 @@ public ISymmetricFiltering filters(int horizon, int degree, String kernel, Strin
         IFiniteFilter[] afilters;
         if (endpoints.equals("DAF")) {
             afilters = new FiniteFilter[horizon];
-            for (int i = 0; i < afilters.length; ++i) {
-                afilters[i] = jdplus.toolkit.base.core.math.linearfilters.LocalPolynomialFilters.directAsymmetricFilter(horizon, i, degree, weights);
+            for (int i = 0, j=horizon-1; i < afilters.length; ++i, --j) {
+                afilters[j] = jdplus.toolkit.base.core.math.linearfilters.LocalPolynomialFilters.directAsymmetricFilter(horizon, i, degree, weights);
             }
         } else if (endpoints.equals("CN")) {
             afilters = new FiniteFilter[horizon];
-            for (int i = 0; i < afilters.length; ++i) {
-                afilters[i] = AsymmetricFiltersFactory.cutAndNormalizeFilter(filter, i);
+            for (int i = 0, j=horizon-1; i < afilters.length; ++i, --j) {
+                afilters[j] = AsymmetricFiltersFactory.cutAndNormalizeFilter(filter, i);
             }
         } else {
             int u = 0;

diff --git a/...rs-base-parent/jdplus-filters-base-r/src/main/java/jdplus/filters/base/r/RKHSFilters.java b/...rs-base-parent/jdplus-filters-base-r/src/main/java/jdplus/filters/base/r/RKHSFilters.java
@@ -49,7 +49,7 @@ public ISymmetricFiltering filters(int horizon, int degree, String kernel,
     	RKHSFilterSpec tspec=RKHSFilterSpec.builder()
                 .filterLength(horizon)
                 .polynomialDegree(degree)
-                .kernel(KernelOption.valueOf(kernel))
+                .kernel(KernelOption.valueOf(formattingKernel(kernel)))
                 .optimalBandWidth(optimalbw)
                 .asymmetricBandWith(AsymmetricCriterion.valueOf(criterion))
                 .density(rwdensity ? SpectralDensity.RandomWalk : SpectralDensity.Undefined)
@@ -68,7 +68,7 @@ public ISymmetricFiltering filters(int horizon, int degree, String kernel,
     	RKHSFilterSpec tspec=RKHSFilterSpec.builder()
                 .filterLength(horizon)
                 .polynomialDegree(degree)
-                .kernel(KernelOption.valueOf(kernel))
+                .kernel(KernelOption.valueOf(formattingKernel(kernel)))
                 .optimalBandWidth(optimalbw)
                 .asymmetricBandWith(AsymmetricCriterion.valueOf(criterion))
                 .density(rwdensity ? SpectralDensity.RandomWalk : SpectralDensity.Undefined)