getValues-LagKernelWeight: Get values from a weight object determined by a kernel...

In quantspec: Quantile-Based Spectral Analysis of Time Series

Get values from a weight object determined by a kernel function W and a bandwidth bw.

Description

For an object of type LagKernelWeight and an optional integer K the weights W_k are returned as a vector that has W_k((k-1)/bw) at position k.

Usage

## S4 method for signature 'LagKernelWeight'
getValues(object, K = length(object@env$values))

Arguments

object	LagKernelWeight of which to get the values
K	a numeric that determines the largest lag. The weight will be computed for the K integers 0:(K-1); by default the number K specified on construction.

Value

Returns a vector of size K as described in the Details section.

quantspec documentation built on Sept. 11, 2024, 9:15 p.m.