### Name: kernel
### Title: Smoothing Kernel Objects
### Aliases: kernel bandwidth.kernel df.kernel is.tskernel plot.tskernel
### Keywords: ts

### ** Examples

require(graphics)

## Demonstrate a simple trading strategy for the
## financial time series German stock index DAX.
x <- EuStockMarkets[,1]
k1 <- kernel("daniell", 50)  # a long moving average
k2 <- kernel("daniell", 10)  # and a short one
plot(k1)
plot(k2)
x1 <- kernapply(x, k1)
x2 <- kernapply(x, k2)
plot(x)
lines(x1, col = "red")    # go long if the short crosses the long upwards
lines(x2, col = "green")  # and go short otherwise

## More interesting kernels
kd <- kernel("daniell", c(3,3))
kd # note the unusual indexing
kd[-2:2]
plot(kernel("fejer", 100, r=6))
plot(kernel("modified.daniell", c(7,5,3)))

# Reproduce example 10.4.3 from Brockwell and Davis (1991)
spectrum(sunspot.year, kernel=kernel("daniell", c(11,7,3)), log="no")