nu_discrete: Discrete kernel function

In ajmcneil/spectralBacktest: Spectral Backtests of Forecast Distributions

Discrete kernel function

Description

Returns a function nu(P), where nu is the discrete kernel on the desired support with weights in the param vector.

Usage

nu_discrete(support = 0.99, param = rep(1, length(support)),
  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.