How to assign weights to returns when using the WHS method in matlab?

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Michiel le 31 Mar 2014

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https://fr.mathworks.com/matlabcentral/answers/123867-how-to-assign-weights-to-returns-when-using-the-whs-method-in-matlab

Can someone please explain to me how I can assign weights to returns in Matlab? I'm using the η τ ={ηt-1 (1- η)/1- ηm} formula with η=0.99 and N=250. The sum of the weights has to be 1 and the most recent returns have a higher weight than the returns that are more in the past. Please can someone help me because I have no clue what to do and it is for my end project of my study..

Thanks in advance,

Michiel