KernelWeight-constructor: Create an instance of the 'KernelWeight' class.
In tobiaskley/quantspec: Quantile-Based Spectral Analysis of Time Series

Description Usage Arguments Value See Also Examples

Create an instance of the KernelWeight class.

1 2	kernelWeight(W = W0, N = 1, bw = 0.1 * N^(-1/5), descr = paste("bw=", round(bw, 3), ", N=", N, sep = ""))

`W`	A kernel function
`N`	Fourier basis; number of grid points in [0,2pi) for which the weights will be computed.
`bw`	bandwidth; if a vector, then a list of weights is returned
`descr`	a description to be used in some plots

Returns an instance of KernelWeight.

kernels

wgt1 <- kernelWeight(W=W0, N=16, bw=c(0.1,0.3,0.7))
print(wgt1)
wgt2 <- kernelWeight(W=W1, N=2^8, bw=0.1)
plot(wgt2, main="Weights determined from Epanechnikov kernel")