macroBetaHirukawaTSKernel {bde}R Documentation

MacroBetaHirukawaTSKernel generator method

Description

User friendly constructor method for MacroBetaHirukawaTSKernel objects.

Usage

macroBetaHirukawaTSKernel(dataPoints, c, b=length(dataPoints)^(-2/5),
                          dataPointsCache=NULL, modified = FALSE, lower.limit = 0, 
                          upper.limit = 1)

Arguments

dataPoints

a numeric vector containing data samples within the [lower.limit,upper.limit] interval. These data samples are used to obtain the kernel estimator

c

a numeric value between 0 and 1. This parameter is used in the TS approximation as a smoothing parameter

b

the bandwidth of the kernel estimator

dataPointsCache

a numeric vector containing points within the [lower.limit,upper.limit] interval. These points are used for convenience to cache density and distribution values. If dataPointsCache=NULL the values are initialized to a sequence of 101 equally spaced values from lower.limit to upper.limit

modified

if TRUE, the modified version of the kernel estimator is used

lower.limit

a numeric value for the lower limit of the bounded interval for the data

upper.limit

a numeric value for the upper limit of the bounded interval for the data. That is, the data is with the [lower.limit,upper.limit] interval

Details

See MacroBetaHirukawaTSKernel class for more details.


[Package bde version 1.0.1.1 Index]