quantspec (version 1.2-4)

LagKernelWeight-constructor: Create an instance of the LagKernelWeight class.

Description

Create an instance of the LagKernelWeight class.

Usage

lagKernelWeight(
  W = WParzen,
  bw = K/2,
  K = 10,
  descr = paste("bw=", bw, ", K=", K, sep = "")
)

Value

Returns an instance of LagKernelWeight.

Arguments

W

A kernel function

bw

bandwidth

K

a numeric that determines the largest lag. The weight will be computed for the \(K\) integers \(0:(K-1)\); by default the number K specified on construction.

descr

a description to be used in some plots

See Also

kernels

Examples

wgt1 <- lagKernelWeight(W=WParzen, K=20, bw=10)
print(wgt1)