QuantileSD-constructor function

Create an instance of the QuantileSD class.

Create an instance of the QuantileSD class.

quantileSD( N = 2^8, type = c("copula", "Laplace"), ts = rnorm, seed.init = runif(1), levels.1, levels.2 = levels.1, R = 1, quiet = FALSE )

Arguments

  • N: the number of Fourier frequencies to be used.

  • 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 copula 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: Dont't report progress to console when computing the R

    independent quantile periodograms.

Returns

Returns an instance of QuantileSD.

See Also

For examples see QuantileSD.

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