kweightsHAC {tsapp}

kweightsHAC help function for HAC

Description

kweightsHAC help function for HAC

Usage

kweightsHAC(
  kernel = c("Truncated", "Bartlett", "Parzen", "Tukey-Hanning", "Quadratic Spectral"),
  dimN,
  bw
)

Arguments

kernel

kernel function, choose between "Truncated", "Bartlett", "Parzen", "Tukey-Hanning", "Quadratic Spectral".

dimN

number of observations

bw

bandwidth parameter

Value

ww weights