function /wave ChungKennedy(w,mm,kk,pp[,pis])
	wave w // Data.  
	variable mm // Analysis window length.  
	variable kk // Number of filters.  
	variable pp // An exponent.  
	wave pis // The weights (pi_i) for the filters.  Has length kk.  
 
	if(paramisdefault(pis))
		make /free/n=(kk) pis = 1
	endif
 
	variable n = numpnts(w)
	make /free/n=(n,kk*2) estimates
	estimates[][0,kk] = mean(w,pnt2x(w,p-2^(q+1)),pnt2x(w,p-1)) // Forwards.  
	estimates[][kk,] = mean(w,pnt2x(w,p+1),pnt2x(w,p+2^(q+1-kk))) // Backwards.  
 
	make /free/n=(n,kk*2) weights
	make /free/n=(n,kk,mm) forwards = (w[p-r]-estimates[p-r][q])^2
	make /free/n=(n,kk,mm) backwards = (w[p+r]-estimates[p+r][q+kk])^2
	matrixop /free forwards = powR(sumbeams(forwards),-pp)
	matrixop /free backwards = powR(sumbeams(backwards),-pp)
	weights[][0,kk] = forwards[p][q]*pis[q]
	weights[][kk,] = backwards[p][q-kk]*pis[q-kk]
 
	// Normalize.  
	matrixop /free sums = sumrows(weights)
	weights /= sums[p]
 
	matrixop /free result = sumrows(estimates * weights)
	return result
end