SE.glmnet_exp.pspectrum: Compute long run variance by using pspectrum to compute the...

Description Usage Arguments

Description

Compute long run variance by using pspectrum to compute the tapered peridograms first then use glmnet_exp

Usage

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SE.glmnet_exp.pspectrum(data, ..., d = 7, alpha.EN = 0.5, keep = 1,
  standardize = FALSE, return.coeffs = FALSE, prewhiten = FALSE,
  twosided = FALSE)

Arguments

data

vector of data

d

max order of polynomial

twosided

chenx26/EstimatorStandardError documentation built on May 13, 2019, 3:53 p.m.