nu_arcsin: Arcsin kernel function

In ajmcneil/spectralBacktest: Spectral Backtests of Forecast Distributions

Arcsin kernel function

Description

Returns a function nu(P), where nu is the arcsin kernel on the desired support. Equivalent to nu_beta(param=c(1/2,1/2)).

Usage

nu_arcsin(support = c(0, 1), param = NULL, standardize = TRUE)

Arguments

support	lower and upper bound of kernel window
param	optional parameters to kernel
standardize	(boolean) if TRUE, then standardize W to mean 0, variance 1 under the null

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