ClippedFT-constructor: Create an instance of the 'ClippedFT' class.

In tobiaskley/quantspec: Quantile-Based Spectral Analysis of Time Series

Description

The parameter type.boot can be set to choose a block bootstrapping procedure. If "none" is chosen, a moving blocks bootstrap with l=lenTS(Y) and N=lenTS(Y) would be done. Note that in that case one would also chose B=0 which means that getPositions would never be called. If B>0 then each bootstrap replication would be the undisturbed time series.

Usage

clippedFT(Y, frequencies = 2 * pi/lenTS(Y) * 0:(lenTS(Y) - 1), levels = 0.5,
  isRankBased = TRUE, B = 0, l = 0, type.boot = c("none", "mbb"))

Arguments

Y	A matrix of real numbers containing the time series from which to determine the quantile periodogram as columns, or a ts object or a zoo object.
frequencies	A vector containing frequencies at which to determine the quantile periodogram.
levels	A vector of length K containing the levels at which the ClippedFT frequency representation is to be determined.
isRankBased	If true the time series is first transformed to pseudo data [cf. FreqRep].
B	number of bootstrap replications
l	(expected) length of blocks
type.boot	A flag to choose a method for the block bootstrap; currently two options are implemented: "none" and "mbb" which means to do a moving blocks bootstrap with B and l as specified.

Value

Returns an instance of ClippedFT.

See Also

For an example see FreqRep.

tobiaskley/quantspec documentation built on May 31, 2019, 4:44 p.m.