Nothing
bw2order <-
function(acf.taper, n) { #Plug in bandwidth for Parzen kernel estimator
#acf.taper is the tapered acf given by the infinite order estimate
#n is the sample size.
int.f.sq <- (2*sum(acf.taper^2)-acf.taper[1]^2)/(2*pi) #flat top estimat of \int f(\omega)^2 d\omega
int.lambda.sq <- 151/280 #Parzen kernel square integral By Mathematica.
int.f2d.sq <- sum(((0:(length(acf.taper)-1))^4)*acf.taper^2)/pi #flat top estimate of \int f''(\omega)^2
Lambda.2nd.moment <- 12 #Parzen kernel second moment. By Mathematica.
CV <- int.f.sq * int.lambda.sq
CB <- int.f2d.sq*Lambda.2nd.moment^2/4 #Coef on h^4 in IMSE expression
h <- (CV/(4*CB))^(1/5) * n^(-1/5)
M <- ceiling(1/h)
M
}
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