filter() not giving me correct answers for first n-1 days

[Tim Rueth]

Octave experts:

 

I have been using filter() to compute a weighted moving average, ma1, of a vector, cls_v, with a weighting factor, alpha.  I just found out that the first num_days-1 of the moving average are not correct.  I'm assuming I don't have a filter coefficient quite correct or something, but I'm stuck.  I tried to understand the formula in help, but got lost.  Any takers?

 

Here's my current code:

    coef_v = (num_days : -1 : 1).^alpha;
    coef_v = coef_v/sum(coef_v);               # sum vector coefficients to equal 1
    si = repmat(cls_v(1), 1, num_days - 1);
    ma1 = filter(coef_v, 1, cls_v, si);

Thanks,

 

--Tim