SpecDistrWeight-class {quantspec} | R Documentation |
Class for weights to estimate integrated spectral density kernels.
Description
SpecDistrWeight
is an S4 class that implements a weighting function given
by
W_n(\alpha) := I\{\alpha \leq 0\}
.
Details
At position k
the value W_n(2\pi (k-1)/n
is
stored [in a vector values
nested inside env
] for k=1,...,T
.
The number length(values)
of Fourier frequencies for which
W_n
will be evaluated may be set on construction or updated when
evoking the method getValues
.
[Package quantspec version 1.2-4 Index]