Usage
integrQuantileSD(object = 2^8, type = c("copula", "Laplace"), ts = rnorm,
seed.init = 2581, levels.1 = 0.5, levels.2 = levels.1, R = 1,
quiet = FALSE)Arguments
object
the number N of Fourier frequencies
to be used; alternatively a QuantileSD
object can be supplied (then all the other parameters
will be ignored) type
can be either "Laplace" or
"copula"; indicates whether the marginals are to
be assumed uniform $[0,1]$ distributed.
ts
a function that has one argument n and,
each time it is invoked, returns a new time series from
the model for which the integrated quantile spectral
density kernel is to be simulated.
seed.init
an integer serving as an initial seed
for the simulations.
levels.1
A vector of length K1 containing
the levels x1 at which the QuantileSD is to
be determined.
levels.2
A vector of length K2 containing
the levels x2 at which the QuantileSD is to
be determined.
R
an integer that determines the number of
independent simulations; the larger this number the more
precise is the result.
quiet
Don't report progress to console when
computing the R independent quantile
periodograms.