QSpecQuantity-class function

Class for a Quantile Spectral Estimator.

Class for a Quantile Spectral Estimator.

QSpecQuantity is an S4 class that provides a common interface to objects that are of the functional form fj1,j2(w;x1,x2)f^{j1,j2}(w; x1, x2), where j1,j2j1, j2 are indices denoting components of a time series or process, ww is a frequency parameter and x1,x2x1, x2 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

Slots

  • values: The array holding the values fj1,j2(w;x1,x2)f^{j1,j2}(w; x1, x2).
  • frequencies: The frequencies ww for which the values are available.
  • levels: A list of vectors containing the levels xixi serving as argument for the estimator.
  • Maintainer: Tobias Kley
  • License: GPL (>= 2)
  • Last published: 2024-07-11