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quantspec (version 1.0-0)

QSpecQuantity-class: Class for a Quantile Spectral Estimator.

Description

QSpecQuantity is an S4 class that provides a common interface to objects that are of the functional form $f(\omega; x_1, x_2)$, where $\omega$ is a frequency parameter and $x_1, x_2$ are level parameters. For each combination of parameters a complex number can be stored. Examples for objects of this kind currently include the quantile (i. e., Laplace or copula) spectral density kernel [cf. QuantileSD for an implementation], an integrated version of the quantile spectral density kernels [cf. IntegrQuantileSD for an implementation], and estimators of it [cf. QuantilePG and SmoothedPG for implementations].

Arguments