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

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

Description

Create an instance of the LagKernelWeight class.

Usage

lagKernelWeight(W = WParzen, bw = K/2, K = 10, descr = paste("bw=", bw,
  ", K=", K, sep = ""))

Arguments

W	A kernel function
bw	bandwidth
K	a numeric that determines the largest lag. The weight will be computed for the K integers 0:(K-1); by default the number K specified on construction.
descr	a description to be used in some plots

Value

Returns an instance of LagKernelWeight.

See Also

kernels

Examples

wgt1 <- lagKernelWeight(W=WParzen, K=20, bw=10)
print(wgt1)

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