LagKernelWeight-class: Class for lag window generators

In quantspec: Quantile-Based Spectral Analysis of Time Series

Description

LagKernelWeight is an S4 class that implements a weighting function by specification of a kernel function W and a scale parameter bw.

Details

It extends the class Weight and writes

W_N(x[k]) := W(x[k]/bw)

to values[k] [nested inside env] for k=1,...,length(x). The points x where W is evaluated may be set on construction or updated when evoking the method getValues.

Slots

W

a kernel function

bw

bandwidth

env

An environment to allow for slots which need to be accessable in a call-by-reference manner:

values

A vector storing the weights; see the Details section.

See Also

Examples for implementations of kernels W can be found at: kernels.

quantspec documentation built on July 15, 2020, 1:07 a.m.