Class for a Quantile Spectral Estimator.

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Description

QSpecQuantity is an S4 class that provides a common interface to objects that are of the functional form f^{j1,j2}(w; x1, x2), where j1, j2 are indices denoting components of a time series or process, w is a frequency parameter and x1, x2 are level parameters. For each combination of parameters a complex number can be stored. Examples for objects of this kind currently include the quantile (i. e., Laplace or copula) spectral density kernel [cf. QuantileSD for an implementation], an integrated version of the quantile spectral density kernels [cf. IntegrQuantileSD for an implementation], and estimators of it [cf. QuantilePG and SmoothedPG for implementations].

Slots

values

The array holding the values f^{j1,j2}(w; x1, x2).

frequencies

The frequencies w for which the values are available.

levels

A list of vectors containing the levels xi serving as argument for the estimator.

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