Description Usage Arguments Details Value Author(s) References See Also Examples
Adaptive bandwidth choice for spectral density estimation with infinite order flat-top kernels.
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x |
A univariate time-series. |
Kn |
Tuning parameter Kn discussed in Politis (2003). Roughly, the number of lags the autocorrelation function must stay below the threshold determined by |
c.thresh |
The bandwidth is chosen by looking for the first time the autocorrelation function drops below |
... |
Currently unimplemented. |
Returns a smoothing parameter l
; all lags after lag l
will be down-weighted by the kernel's taper. All kernels in this package are scaled to use roughly the same smoothing parameter.
Smoothing parameter l
.
Timothy L. McMurry
Politis, D. N. (2003). Adaptive bandwidth choice. Journal of Nonparametric Statistics, 15(4-5), 517-533.
bwadap
, bwadap
, bwplot
, bwplot.ts
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