Description Usage Arguments Details Value Examples
A SmoothedPG
object can be created from either
a numeric
, a ts
, or a zoo
object
a QuantilePG
object.
If a QuantilePG
object is used for smoothing, only the weight
,
frequencies
and levels.1
and levels.2
parameters are
used; all others are ignored. In this case the default values for the levels
are the levels of the QuantilePG
used for smoothing. Any subset of the
levels available there can be chosen.
1 2 3 4 5 6 7 8 9 10 11 12 13 14  smoothedPG(
object,
frequencies = 2 * pi/lenTS(object) * 0:(lenTS(object)  1),
levels.1 = 0.5,
levels.2 = levels.1,
isRankBased = TRUE,
type = c("clipped", "qr"),
type.boot = c("none", "mbb"),
method = c("br", "fn", "pfn", "fnc", "lasso", "scad"),
parallel = FALSE,
B = 0,
l = 1,
weight = kernelWeight()
)

object 
a time series ( 
frequencies 
A vector containing frequencies at which to determine the smoothed periodogram. 
levels.1 
A vector of length 
levels.2 
A vector of length 
isRankBased 
If true the time series is first transformed to pseudo
data [cf. 
type 
A flag to choose the type of the estimator. Can be either

type.boot 
A flag to choose a method for the block bootstrap; currently
two options are implemented: 
method 
method used for computing the quantile regression estimates.
The choice is passed to 
parallel 
a flag to allow performing parallel computations, where possible. 
B 
number of bootstrap replications 
l 
(expected) length of blocks 
weight 
Object of type 
The parameter type.boot
can be set to choose a block bootstrapping
procedure. If "none"
is chosen, a moving blocks bootstrap with
l=length(Y)
and N=length(Y)
would be done. Note that in that
case one would also chose B=0
which means that getPositions
would never be called. If B>0
then each bootstrap replication would
be the undisturbed time series.
Returns an instance of SmoothedPG
.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19  Y < rnorm(64)
levels.1 < c(0.25,0.5,0.75)
weight < kernelWeight(W=W0)
# Version 1a of the constructor  for numerics:
sPG.ft < smoothedPG(Y, levels.1 = levels.1, weight = weight, type="clipped")
sPG.qr < smoothedPG(Y, levels.1 = levels.1, weight = weight, type="qr")
# Version 1b of the constructor  for ts objects:
sPG.ft < smoothedPG(wheatprices, levels.1 = c(0.05,0.5,0.95), weight = weight)
# Version 1c of the constructor  for zoo objects:
sPG.ft < smoothedPG(sp500, levels.1 = c(0.05,0.5,0.95), weight = weight)
# Version 2 of the constructor:
qPG.ft < quantilePG(Y, levels.1 = levels.1, type="clipped")
sPG.ft < smoothedPG(qPG.ft, weight = weight)
qPG.qr < quantilePG(Y, levels.1 = levels.1, type="qr")
sPG.qr < smoothedPG(qPG.qr, weight = weight)

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