IntegrQuantileSD-constructor {quantspec}

Create an instance of the IntegrQuantileSD class.

Description

Create an instance of the IntegrQuantileSD class.

Usage

integrQuantileSD(
  object = 2^8,
  type = c("copula", "Laplace"),
  ts = rnorm,
  seed.init = 2581,
  levels.1 = 0.5,
  levels.2 = levels.1,
  R = 1,
  quiet = FALSE
)

Arguments

object

the number N of Fourier frequencies to be used; alternatively a QuantileSD object can be supplied (then all the other parameters will be ignored)

type

can be either "Laplace" or "copula"; indicates whether the marginals are to be assumed uniform [0,1] distributed.

ts

a function that has one argument n and, each time it is invoked, returns a new time series from the model for which the integrated quantile spectral density kernel is to be simulated.

seed.init

an integer serving as an initial seed for the simulations.

levels.1

A vector of length K1 containing the levels x1 at which the QuantileSD is to be determined.

levels.2

A vector of length K2 containing the levels x2 at which the QuantileSD is to be determined.

R

an integer that determines the number of independent simulations; the larger this number the more precise is the result.

quiet

Don't report progress to console when computing the R independent quantile periodograms.

Value

Returns an instance of IntegrQuantileSD.

See Also

For an example see IntegrQuantileSD.