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

Description Usage Arguments Value Examples

A LagEstimator object can be created from numeric, a ts, or a zoo object. Also a LagOperator and a Weight object can be used to create different types of estimators.

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lagEstimator(Y, frequencies = 2 * pi/length(Y) * 0:(length(Y) - 1),
  levels.1 = 0.5, levels.2 = levels.1, weight = lagKernelWeight(K =
  length(Y), bw = 100), type = c("clippedCov"))

`Y`	a time series (`numeric`, `ts`, or `zoo` object) or a `LagOperator` from which to determine the `LagEstimator`
`frequencies`	A vector containing (Fourier-)frequencies at which to determine the smoothed periodogram.
`levels.1`	the first vector of levels for which to compute the LagEstimator
`levels.2`	the second vector of levels for which to compute the LagEstimator
`weight`	Object of type `Weight` to be used for smoothing.
`type`	if `Y` is a time series, this indicates which LagOperator will be used

Returns an instance of LagEstimator.

Y <- rnorm(100)
levels.1 <- c(0.1,0.5,0.9)
weight <- lagKernelWeight(W = WParzen,  bw = 10, K = length(Y))
lagOp <- clippedCov(Y,levels.1 = levels.1)
lagEst <- lagEstimator(lagOp, weight = weight)