KernelWeight-class: Class for Brillinger-type Kernel weights.
Description
KernelWeight is an S4 class that implements a
weighting function by specification of a kernel function
W and a scale parameter bw.Details
It extends the class Weight and writes
$$W_N(2\pi (k-1)/N) := \sum_{j \in Z} bw^{-1} W(2\pi
bw^{-1} [(k-1)/N + j])$$ to values[k] [nested inside
env] for k=1,...,N. The number
length(values) of Fourier frequencies for which
$W_N$ will be evaluated may be set on construction or
updated when evoking the method getValues. To
standardize the weights used in the convolution to unity
$$W_N^j := \sum_{j \neq s = 0}^{N-1} W_n(2\pi s / N)$$
is stored to Wnj[s] for s=1,...,N, for
later usage.References
Brillinger, D. R. (1975). Time Series: Data Analysis
and Theory. Holt, Rinehart and Winston, Inc., New York.
[cf. p. 146 f.]See Also
Examples for implementations of kernels W can be
found at: kernels.