getLongRunWeights {cointReg}

Weights for Long-Run Variance

Description

Compute the weights corresponding to some kernel funtions.

Usage

getLongRunWeights(n, bandwidth, kernel)

Arguments

n

[numeric(1)]
Length of weights' vector.

bandwidth

[numeric(1)]
The bandwidth (as number).

kernel

[character(1)]
The kernel function (see getLongRunVar for possible values).

Value

[list] with components:

w [numeric]

Vector of weights

upper [numeric(1)]

Index to largest non-zero entry in w

See Also

getLongRunVar

Examples

lrw.ba = cointReg:::getLongRunWeights(100, kernel = "ba", bandwidth = 25)
plot(lrw.ba$w)