nu_beta: Beta kernel function

View source: R/kernelCollection.R

nu_betaR Documentation

Beta kernel function

Description

Returns a function nu(P), where nu is the beta kernel on the desired support with parameter (p,q)=param.

Usage

nu_beta(support = c(0, 1), param = c(1, 1), 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.