LagKernelWeight-class

LagKernelWeight

<code>LagKernelWeight</code> is an S4 class that implements a weighting function by
specification of a kernel function <code>W</code> and a scale parameter <code>bw</code>.

S4-classes

Methods to determine, smooth and plot quantile periodograms for
univariate and multivariate time series. See Kley (2016) <doi:10.18637/jss.v070.i03>
for a description and tutorial.

Tobias Kley

quantspec

Quantile-Based Spectral Analysis of Time Series

Stefan Birr

LagKernelWeight-class function

<dl>
<dt><code>W</code></dt>
<dd>a kernel function</dd></dl>
<dt><code>bw</code></dt>
<dd>bandwidth</dd>
<dt><code>env</code></dt>
<dd>An environment to allow for slots which need to be
accessable in a call-by-reference manner:<dl>
 <dt><code>values</code></dt>
<dd>A vector storing the weights; see the Details
 section.</dd></dl></dd>

Slots

Class for lag window generators — LagKernelWeight-class

<dl>
<dt><code>W</code></dt>
<dd>a kernel function</dd>


<dt><code>bw</code></dt>
<dd>bandwidth</dd>


<dt><code>env</code></dt>
<dd>An environment to allow for slots which need to be
accessable in a call-by-reference manner:<dl>
 <dt><code>values</code></dt>
<dd>A vector storing the weights; see the Details
 section.</dd>


</dl></dd>


</dl>

LagKernelWeight-class: Class for lag window generators

Description

Arguments

Slots

Details

See Also