getLongRunWeights: Weights for Long-Run Variance
In CPAT: Change Point Analysis Tests
Description
Usage
Arguments
Value
Examples
Description
Compute some weights for long-run variance. This code comes directly from the
source code of cointReg; see getLongRunWeights.
Usage
1
getLongRunWeights(n, bandwidth, kernel = "ba")
Arguments
n
Length of weights' vector
bandwidth
A number for the bandwidth
kernel
The kernel function; see getLongRunVar
for possible values
Value
List with components w containing the vector of weights and
upper, the index of the largest non-zero entry in w
Examples
1
CPAT:::getLongRunWeights(10, 1)
CPAT documentation built on May 1, 2019, 6:51 p.m.
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Description Usage Arguments Value Examples
Description
Compute some weights for long-run variance. This code comes directly from the
source code of cointReg; see getLongRunWeights.
Usage
1 | getLongRunWeights(n, bandwidth, kernel = "ba")
|
Arguments
n |
Length of weights' vector |
bandwidth |
A number for the bandwidth |
kernel |
The kernel function; see |
Value
List with components w containing the vector of weights and
upper, the index of the largest non-zero entry in w
Examples
1 | CPAT:::getLongRunWeights(10, 1)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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