View source: R/midas.polynomials.R
gb | R Documentation |
For a given set of points in X, computes the orthonormal Gegenbauer polynomials basis of L2 [a,b] for a given degree and α parameter. The Gegenbauer polynomials are a special case of more general Jacobi polynomials. In turn, you may get Legendre polynomials from Gegenbauer by setting α = 0, or Chebychev's polynomials by setting α = 1/2 or -1/2.
gb(degree, alpha, a = 0, b = 1, jmax = NULL, X = NULL)
degree |
polynomial degree. |
alpha |
Gegenbauer polynomials parameter. |
a |
lower shift value (default - 0). |
b |
upper shift value (default - 1). |
jmax |
number of high-frequency lags. |
X |
optional evaluation grid vector. |
Psi weight matrix with Gegenbauer functions upto degree
.
Jonas Striaukas
degree <- 3 alpha <- 1 jmax <- 66 gb(degree = degree, alpha = alpha, a = 0, b = 1, jmax = jmax)
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