`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].

`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.

quantspec documentation built on May 29, 2017, 3:34 p.m.

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