integrQuantileSD( object =2^8, type = c("copula","Laplace"), ts = rnorm, seed.init =2581, levels.1=0.5, levels.2= levels.1, R =1, quiet =FALSE)
Arguments
object: the number N of Fourier frequencies to be used; alternatively a QuantileSD object can be supplied (then all the other parameters will be ignored)
type: can be either "Laplace" or "copula"; indicates whether the marginals are to be assumed uniform [0,1]
distributed.
ts: a function that has one argument n and, each time it is invoked, returns a new time series from the model for which the integrated quantile spectral density kernel is to be simulated.
seed.init: an integer serving as an initial seed for the simulations.
levels.1: A vector of length K1 containing the levels x1
at which the QuantileSD is to be determined.
levels.2: A vector of length K2 containing the levels x2
at which the QuantileSD is to be determined.
R: an integer that determines the number of independent simulations; the larger this number the more precise is the result.
quiet: Don't report progress to console when computing the R