IntegrQuantileSD-constructor function

Create an instance of the IntegrQuantileSD class.

Create an instance of the IntegrQuantileSD class.

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][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

    independent quantile periodograms.

Returns

Returns an instance of IntegrQuantileSD.

See Also

For an example see IntegrQuantileSD.

  • Maintainer: Tobias Kley
  • License: GPL (>= 2)
  • Last published: 2024-07-11