mu_discrete: Discrete kernel moments

View source: R/kernelCollection.R

mu_discreteR Documentation

Discrete kernel moments

Description

Returns a vector of the first two uncentered moments (μ_1,μ_2) for the discrete kernel on the desired support with weights in the param vector.

Usage

mu_discrete(support = 0.99, param = rep(1, length(support)))

Arguments

support

lower and upper bound of kernel window

param

optional parameters to kernel


ajmcneil/spectralBacktest documentation built on Dec. 31, 2022, 8:17 p.m.