ClippedFT-constructor {quantspec}

Create an instance of the ClippedFT class.

Description

The parameter type.boot can be set to choose a block bootstrapping procedure. If "none" is chosen, a moving blocks bootstrap with l=lenTS(Y) and N=lenTS(Y) would be done. Note that in that case one would also chose B=0 which means that getPositions would never be called. If B>0 then each bootstrap replication would be the undisturbed time series.

Usage

clippedFT(
  Y,
  frequencies = 2 * pi/lenTS(Y) * 0:(lenTS(Y) - 1),
  levels = 0.5,
  isRankBased = TRUE,
  B = 0,
  l = 0,
  type.boot = c("none", "mbb")
)

Arguments

Y

A matrix of real numbers containing the time series from which to determine the quantile periodogram as columns, or a ts object or a zoo object.

frequencies

A vector containing frequencies at which to determine the quantile periodogram.

levels

A vector of length K containing the levels at which the ClippedFT frequency representation is to be determined.

isRankBased

If true the time series is first transformed to pseudo data [cf. FreqRep].

B

number of bootstrap replications

l

(expected) length of blocks

type.boot

A flag to choose a method for the block bootstrap; currently two options are implemented: "none" and "mbb" which means to do a moving blocks bootstrap with B and l as specified.

Value

Returns an instance of ClippedFT.

See Also

For an example see FreqRep.