getValues-LagKernelWeight

getValues,LagKernelWeight-method

For an <code>object</code> of type <code>LagKernelWeight</code> and an optional integer
<code>K</code> the weights \(W_k\) are returned as a vector that has
\(W_k((k-1)/bw)\) at position <code>k</code>.

Access-functions

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

getValues-LagKernelWeight function

<dl><dt>object</dt>
<dd><code>LagKernelWeight</code> of which to get the values</dd>
<dt>K</dt>
<dd>a <code>numeric</code> that determines the largest lag. The weight will be
computed for the \(K\) integers \(0:(K-1)\); by default the number
<code>K</code> specified on construction.</dd></dl>

Arguments

Get values from a weight object determined by a kernel function W and
a bandwidth bw. — getValues-LagKernelWeight

<dl>

<dt>object</dt>
<dd><code>LagKernelWeight</code> of which to get the values</dd>


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

</dl>

getValues-LagKernelWeight: Get values from a weight object determined by a kernel function `W` and a bandwidth `bw`.

Description

Usage

Value

Arguments