Class for a Quantile Spectral Estimator.
QSpecQuantity
is an S4 class that provides a common interface to objects that are of the functional form , where are indices denoting components of a time series or process, is a frequency parameter and are level parameters. For each combination of parameters a complex number can be stored. Examples for objects of this kind currently include the quantile (i. e., Laplace or copula) spectral density kernel [cf. QuantileSD
for an implementation], an integrated version of the quantile spectral density kernels [cf. IntegrQuantileSD
for an implementation], and estimators of it [cf. QuantilePG
and SmoothedPG
for implementations]. class
values
: The array holding the values .frequencies
: The frequencies for which the values are available.levels
: A list of vectors containing the levels serving as argument for the estimator.