lb function

Legendre polynomials shifted to [a,b]

For a given set of points in X, computes the orthonormal Legendre polynomials basis of L2 [a,b] for a given degree.

lb(degree, a = 0, b = 1, jmax = NULL, X = NULL)

Arguments

• degree: polynomial degree.
• a: lower shift value (default - 0).
• b: upper shift value (default - 1).
• jmax: number of high-frequency lags.
• X: optional evaluation grid vector.

Returns

Psi weight matrix with Legendre functions upto degree.

Examples

degree <- 3
jmax <- 66
lb(degree = degree, a = 0, b = 1, jmax = jmax)

Author(s)

Jonas Striaukas