IntegrQuantileSD class.Create an instance of the IntegrQuantileSD class.
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
)Returns an instance of IntegrQuantileSD.
the number N of Fourier frequencies to be used;
alternatively a QuantileSD object can be supplied
(then all the other parameters will be ignored)
can be either "Laplace" or "copula"; indicates
whether the marginals are to be assumed uniform \([0,1]\)
distributed.
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.
an integer serving as an initial seed for the simulations.
A vector of length K1 containing the levels x1
at which the QuantileSD is to be determined.
A vector of length K2 containing the levels x2
at which the QuantileSD is to be determined.
an integer that determines the number of independent simulations; the larger this number the more precise is the result.
Don't report progress to console when computing the R
independent quantile periodograms.
For an example see IntegrQuantileSD.