getValues-LagKernelWeight: Get values from a weight object determined by a kernel...

Description Usage Arguments Value

Description

For an object of type LagKernelWeight and an optional integer K the weights Wk are returned as a vector that has Wk((k-1)/bw) at position k.

Usage

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## S4 method for signature 'LagKernelWeight'
getValues(object, K = length(object@env$values))

Arguments

object

LagKernelWeight of which to get the values

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.

Value

Returns a vector of size K as described in the Details section.


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