getLongRunWeights {CPAT} | R Documentation |

## Weights for Long-Run Variance

### Description

Compute some weights for long-run variance. This code comes directly from the
source code of cointReg; see `getLongRunWeights`

.

### Usage

```
getLongRunWeights(n, bandwidth, kernel = "ba")
```

### Arguments

`n` |
Length of weights' vector |

`bandwidth` |
A number for the bandwidth |

`kernel` |
The kernel function; see |

### Value

List with components `w`

containing the vector of weights and
`upper`

, the index of the largest non-zero entry in `w`

### Examples

```
CPAT:::getLongRunWeights(10, 1)
```

[Package

*CPAT*version 0.1.0 Index]