getValues-SpecDistrWeight

getValues,SpecDistrWeight-method

For an <code>object</code> of type <code>SpecDistrWeight</code> and an optional integer
<code>N</code> the weights \(W_n\) are returned as a vector that has
\(W_n(2\pi(k-1)/n)\) at position <code>k</code>.

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-SpecDistrWeight function

<dl><dt>object</dt>
<dd><code>SpecDistrWeight</code> of which to get the values</dd>
<dt>N</dt>
<dd>a <code>numeric</code> specifying the number of equaly spaced Fourier
frequencies from \([0,2\pi)\) for which the weight will
be computed; by default the number <code>N</code> specified on construction.</dd></dl>

Arguments

Get values from a weight object of type SpecDistrWeight — getValues-SpecDistrWeight

<dl>

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


<dt>N</dt>
<dd>a <code>numeric</code> specifying the number of equaly spaced Fourier
frequencies from \([0,2\pi)\) for which the weight will
be computed; by default the number <code>N</code> specified on construction.</dd>

</dl>

getValues-SpecDistrWeight: Get values from a weight object of type `SpecDistrWeight`

Description

Usage

Value

Arguments