get_lrv_vec {CPAT}  R Documentation 
LongRun Variance Estimation With Possible Change Points
Description
Computes the estimates of the longrun variance in a change point context, as
described in (Rice et al. ). By default it uses
kernel and bandwidth selection as used in the package cointReg, though
changing the parameters kernel
and bandwidth
can change this
behavior. If cointReg is not installed, the Bartlett internal (defined
internally) will be used and the bandwidth will be the square root of the
sample size.
Usage
get_lrv_vec(dat, kernel = "ba", bandwidth = "and")
Arguments
dat 
The data vector 
kernel 
If character, the identifier of the kernel function as used in
cointReg (see 
bandwidth 
If character, the identifier for how to compute the
bandwidth as defined in cointReg (see

Value
A vector of estimates of the longrun variance
References
Rice G, Miller C, Horváth L (????). “A new class of change point test of Rényi type.” inpress.
Examples
x < rnorm(1000)
CPAT:::get_lrv_vec(x)
CPAT:::get_lrv_vec(x, kernel = "pa", bandwidth = "nw")