nu_exponential: Exponential kernel function

View source: R/kernelCollection.R

nu_exponentialR Documentation

Exponential kernel function

Description

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

Usage

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