LagKernelWeight-constructor: Create an instance of the 'LagKernelWeight' class.

In quantspec: Quantile-Based Spectral Analysis of Time Series

Create an instance of the LagKernelWeight class.

Description

Create an instance of the LagKernelWeight class.

Usage

lagKernelWeight(
  W = WParzen,
  bw = K/2,
  K = 10,
  descr = paste("bw=", bw, ", K=", K, sep = "")
)

Arguments

W	A kernel function
bw	bandwidth
K	a numeric that determines the largest lag. The weight will be computed for the K integers 0:(K-1); by default the number K specified on construction.
descr	a description to be used in some plots

Value

Returns an instance of LagKernelWeight.

See Also

kernels

Examples

wgt1 <- lagKernelWeight(W=WParzen, K=20, bw=10)
print(wgt1)

quantspec documentation built on Sept. 11, 2024, 9:15 p.m.