R: Get values from a smoothed quantile periodogram.

getValues-SmoothedPG {quantspec}

R Documentation

Get values from a smoothed quantile periodogram.

Description

The returned array of values is of dimension [J,K1,K2,B+1], where J=length(frequencies), K1=length(levels.1), K2=length(levels.2)), and B denotes the value stored in slot B of freqRep [that is the number of boostrap repetitions performed on initialization]. At position (j,k1,k2,b) the returned value is the one corresponding to frequencies[j], levels.1[k1] and levels.2[k2] that are closest to the frequencies, levels.1 and levels.2 available in object; closest.pos is used to determine what closest to means. b==1 corresponds to the estimate without bootstrapping; b>1 corresponds to the b-1st bootstrap estimate.

Usage

## S4 method for signature 'SmoothedPG'
getValues(
  object,
  frequencies = 2 * pi * (0:(lenTS(object@qPG@freqRep@Y) -
    1))/lenTS(object@qPG@freqRep@Y),
  levels.1 = getLevels(object, 1),
  levels.2 = getLevels(object, 2),
  d1 = 1:(dim(object@values)[2]),
  d2 = 1:(dim(object@values)[4])
)

Arguments

`object`	`SmoothedPG` of which to get the values
`frequencies`	a vector of frequencies for which to get the values
`levels.1`	the first vector of levels for which to get the values
`levels.2`	the second vector of levels for which to get the values
`d1`	optional parameter that determine for which j1 to return the data; may be a vector of elements 1, ..., D
`d2`	same as d1, but for j2

Details

If not only one, but multiple time series are under study, the dimension of the returned vector is of dimension [J,P,K1,P,K2,B+1], where P denotes the dimension of the time series.

Value