deltaKernels: Kernel functions for delta sequences
In piotrek-orlowski/diveRgence: High frequency econometrics -- divergence esitmation
Description
Functions for constructing delta-sequences, based on kernels, for spot estimation from HF data.
Usage
1
expDoubleKernel(x0, cnv.data, delta.bandwidth)
Arguments
x0
kernel evaluation argument
cnv.data
data for kernel-based convolution
delta.bandwidth
kernel bandwiwdth
normalize
if TRUE, the resulting weights will be normalized so that sum(expDoubleKernel(x0,cnv.data,0.01)*0.001)
piotrek-orlowski/diveRgence documentation built on May 25, 2019, 7:14 a.m.
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Description
Functions for constructing delta-sequences, based on kernels, for spot estimation from HF data.
Usage
1 | expDoubleKernel(x0, cnv.data, delta.bandwidth)
|
Arguments
x0 |
kernel evaluation argument |
cnv.data |
data for kernel-based convolution |
delta.bandwidth |
kernel bandwiwdth |
normalize |
if |
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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