Class for Brillinger-type Kernel weights.
KernelWeight
is an S4 class that implements a weighting function by specification of a kernel function W
and a scale parameter bw
.
class
It extends the class Weight
and writes
to values[k]
[nested inside env
] for k=1,...,N
. The number length(values)
of Fourier frequencies for which will be evaluated may be set on construction or updated when evoking the method getValues
. To standardize the weights used in the convolution to unity
is stored to Wnj[s]
for s=1,...,N
, for later usage.
W
: a kernel function
bw
: bandwidth
env
: An environment to allow for slots which need to be accessable in a call-by-reference manner:
- **`values`**: A vector storing the weights; see the Details section.
- **`Wnj`**: A vector storing the terms used for normalization; see the Details section.
Brillinger, D. R. (1975). Time Series: Data Analysis and Theory. Holt, Rinehart and Winston, Inc., New York. [cf. p. 146 f.]
Examples for implementations of kernels W
can be found at: kernels
.