Create an instance of the QPBoot
class by doing 3 things
Estimates a parametric model
from a given set of data
,
this estimate can be overwritten by using the parameter fix.param
Simulates from that model
and computes the smoothed Quantile
Periodogram (smoothedPG) for each simulated time
series and the given data
Returns an object of the class QPBoot with the calculated smoothed Periodograms
1 2 3 4 |
data |
numeric vector, containing the time-series data |
model |
an object from the class tsModel-class. |
levels |
numeric vector containing values between 0 and 1 for which the smoothedPG. Will be estimated. These are the quantiles levels that are used for the validation |
frequencies |
a vector containing frequencies at which to determine the smoothed periodogram. |
weight |
an object of the class KernelWeight that is used to in the estimation of the smoothedPG. |
SimNum |
number of bootstrap |
fix.param |
defaults to |
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