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quantspec (version 1.0-0)

getValues-SmoothedPG: Get values from a smoothed quantile periodogram.

Description

The returned array of values is of dimension [J,K1,K2,B+1], where J=length(frequencies), K1=length(levels.1), K2=length(levels.2)), and B denotes the value stored in slot B of freqRep [that is the number of boostrap repetitions performed on initialization]. At position (j,k1,k2,b) the returned value is the one corresponding to frequencies[j], levels.1[k1] and levels.2[k2] that are closest to the frequencies, levels.1 and levels.2 available in object; closest.pos is used to determine what closest to means. b==1 corresponds to the estimate without bootstrapping; b>1 corresponds to the b-1st bootstrap estimate.

Usage

## S3 method for class 'SmoothedPG':
getValues(object, frequencies = 2 * pi *
  (0:(length(object@qPG@freqRep@Y) - 1))/length(object@qPG@freqRep@Y),
  levels.1 = getLevels(object, 1), levels.2 = getLevels(object, 2))

Arguments

object
SmoothedPG of which to get the values
frequencies
a vector of frequencies for which to get the values
levels.1
the first vector of levels for which to get the values
levels.2
the second vector of levels for which to get the values

Value

  • Returns data from the array values that's a slot of object.

See Also

An example on how to use this function is analogously to the example given in getValues-QuantilePG.