QSpecQuantity-class: Class for a Quantile Spectral Estimator.
In quantspec: Quantile-Based Spectral Analysis of Time Series
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
valuesThe array holding the values
f^{j1,j2}(w; x1, x2).
frequenciesThe frequencies w for which the values are
available.
levelsA list of vectors containing the levels xi serving
as argument for the estimator.
quantspec documentation built on July 15, 2020, 1:07 a.m.
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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
valuesThe array holding the values f^{j1,j2}(w; x1, x2).
frequenciesThe frequencies w for which the values are available.
levelsA list of vectors containing the levels xi serving as argument for the estimator.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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