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

In quantspec: Quantile-Based Spectral Analysis of Time Series

Description

Create an instance of the QuantileSD class.

Usage

quantileSD(
  N = 2^8,
  type = c("copula", "Laplace"),
  ts = rnorm,
  seed.init = runif(1),
  levels.1,
  levels.2 = levels.1,
  R = 1,
  quiet = FALSE
)

Arguments

N	the number of Fourier frequencies to be used.
type	can be either Laplace or copula; indicates whether the marginals are to be assumed uniform [0,1] distributed.
ts	a function that has one argument n and, each time it is invoked, returns a new time series from the model for which the copula spectral density kernel is to be simulated.
seed.init	an integer serving as an initial seed for the simulations.
levels.1	A vector of length K1 containing the levels x1 at which the QuantileSD is to be determined.
levels.2	A vector of length K2 containing the levels x2 at which the QuantileSD is to be determined.
R	an integer that determines the number of independent simulations; the larger this number the more precise is the result.
quiet	Dont't report progress to console when computing the R independent quantile periodograms.

Value

Returns an instance of QuantileSD.

See Also

For examples see QuantileSD.

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