Computes the estimates of the long-run variance in a change point context, as
described in \insertCitehorvathricemiller19CPAT. By default it uses
kernel and bandwidth selection as used in the package cointReg, though
changing the parameters
bandwidth can change this
behavior. If cointReg is not installed, the Bartlett internal (defined
internally) will be used and the bandwidth will be the square root of the
The data vector
If character, the identifier of the kernel function as used in
If character, the identifier for how to compute the
bandwidth as defined in cointReg (see
A vector of estimates of the long-run variance
1 2 3
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