SpecDistrWeight-class: Class for weights to estimate integrated spectral density...

In quantspec: Quantile-Based Spectral Analysis of Time Series

Description

SpecDistrWeight is an S4 class that implements a weighting function given by

Wn(a) := I{a <= 0}

.

Details

At position k the value Wn(2pi(k-1)/n) is stored [in a vector values nested inside env] for k=1,...,T. The number length(values) of Fourier frequencies for which Wn will be evaluated may be set on construction or updated when evoking the method getValues.

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