construct_weekly_grid: Computes the location-bandwidth weekly grid for the...

In MSinference: Multiscale Inference for Nonparametric Time Trend(s)

Computes the location-bandwidth weekly grid for the multiscale test.

Description

Computes the location-bandwidth weekly grid for the multiscale test.

Usage

construct_weekly_grid(t, min_len = 7, nmbr_of_wks = 4)

Arguments

t	Sample size.
min_len	Minimal length of the interval considered. The grid then consists of intervals with lengths min_len, 2 * min_len, 3 * min_len, ... Default is 7, i.e. a week.
nmbr_of_wks	Number that determines the longest intervals in the grid: the length of this interval is calculated then as min_len * nmbr_of_wks. Default is 4.

Value

A list with the following elements:

gset	Matrix of location-bandwidth points (u, h) the i-th row gset[i,] corresponds to the i-th point (u,h).
bws	Vector of bandwidths.
lens	Vector of length = length(bws), lens[i] gives the number of locations in the grid for the i-th bandwidth level.
gtype	Type of grid that is used, always 'default'.
gset_full	Matrix of all location-bandwidth pairs (u, h).

Examples

construct_weekly_grid(100)
construct_weekly_grid(100, min_len = 7, nmbr_of_wks = 2)

MSinference documentation built on Sept. 11, 2024, 5:38 p.m.