quantspec (version 1.2-4)

plot-LagKernelWeight: Plot the values of the LagKernelWeight.

Description

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

Usage

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

Value

Plots the LagKernelWeight.

Arguments

x

The LagKernelWeight 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 points \(k/bw\) with \(k \in \{-K,\dots,K\}\) are shown.

Examples

plot(lagKernelWeight(WParzen, bw=10, K = 20),
       ylab=expression(W[n](x)),
       xlab=expression(x),
       main="Weights to the Parzen Window")