quantspec (version 1.2-4)

plot-KernelWeight: Plot the values of the KernelWeight.

Description

Creates a plot visualizing the weights \(W_n(\omega)\) [cf. KernelWeight-class] that are used to estimate the quantile spectral density.

Usage

# S4 method for KernelWeight,missing
plot(
  x,
  y,
  ylab = expression(W[n](omega)),
  xlab = expression(omega),
  main = x@descr,
  ...
)

Value

Plots the KernelWeight.

Arguments

x

The KernelWeight to plot.

y

missing arg from the generic; will be ignored.

ylab

label for the y-axis; optional

xlab

label for the x-axis; optional

main

titel (on top) of the plot; optional

...

optional parameters used for plotting

Details

In the plot the values at the frequencies \(2\pi j / N\), \(j=L+1-N,\ldots,L\), \(L:=\lfloor N/2 \rfloor\) are shown, where \(N\) is the parameter specified on construction of the object or \(N := 3\), if that parameter was smaller than three. A warning is given in the later case.

Examples

plot(kernelWeight(W1, bw=0.3),
       ylab=expression(W[n](x)),
       xlab=expression(x),
       main="Weights to an Epanechnikov kernel", sub="bw=0.3")