# Estimation of the generalized derivative of spectral density
# at the origin with the Parzen kernel
f.parzen = function(g,st,q) {
size = length(g)
if (q == 0) {
spz = (t(g) %*% g)/size
} else {
spz = 0
}
if (st <= size-1){
maxlagpz = st
} else {
maxlagpz = size-1
}
jpz = 1
while (jpz < maxlagpz) {
xpz = jpz / maxlagpz
s0pz = (t(g[1:(size-jpz)]) %*% g[(1+jpz):size])/size
if (xpz <= 1/2) {
wpz = 1-1-6*xpz^2+6*xpz^3
} else if(xpz <= 1){
wpz = 2*(1-xpz)^3
} else {
wpz = 0
}
spz = spz+wpz*(jpz^q)*(s0pz+s0pz)
jpz = jpz + 1
}
return(spz)
}
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