getLongRunWeights: Weights for Long-Run Variance
In aschersleben/cointReg: Parameter Estimation and Inference in a Cointegrating Regression
Description
Usage
Arguments
Value
See Also
Examples
Description
Compute the weights corresponding to some kernel funtions.
Usage
1
getLongRunWeights(n, bandwidth, kernel)
Arguments
n
[numeric(1)]
Length of weights' vector.
bandwidth
[numeric(1)]
The bandwidth (as number).
kernel
[character(1)]
The kernel function (see getLongRunVar for possible values).
Value
[list] with components:
w [numeric]-
Vector of weights
upper [numeric(1)]-
Index to largest non-zero entry in w
See Also
Examples
1
2
lrw.ba = cointReg:::getLongRunWeights(100, kernel = "ba", bandwidth = 25)
plot(lrw.ba$w)
aschersleben/cointReg documentation built on May 12, 2019, 4:33 a.m.
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Description Usage Arguments Value See Also Examples
Description
Compute the weights corresponding to some kernel funtions.
Usage
1 | getLongRunWeights(n, bandwidth, kernel)
|
Arguments
n |
[ |
bandwidth |
[ |
kernel |
[ |
Value
[list] with components:
w[numeric]-
Vector of weights
upper[numeric(1)]-
Index to largest non-zero entry in w
See Also
Examples
1 2 | lrw.ba = cointReg:::getLongRunWeights(100, kernel = "ba", bandwidth = 25)
plot(lrw.ba$w)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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