QSpecQuantity-class {quantspec}

Class for a Quantile Spectral Estimator.

Description

QSpecQuantity is an S4 class that provides a common interface to objects that are of the functional form f^{j_1, j_2}(\omega; x_1, x_2), where j_1, j_2 are indices denoting components of a time series or process, \omega is a frequency parameter and x_1, x_2 are level parameters. For each combination of parameters a complex number can be stored. Examples for objects of this kind currently include the quantile (i. e., Laplace or copula) spectral density kernel [cf. QuantileSD for an implementation], an integrated version of the quantile spectral density kernels [cf. IntegrQuantileSD for an implementation], and estimators of it [cf. QuantilePG and SmoothedPG for implementations].

Slots

values

The array holding the values f^{j_1, j_2}(\omega; x_1, x_2).

frequencies

The frequencies \omega for which the values are available.

levels

A list of vectors containing the levels x_i serving as argument for the estimator.