SpecDistrWeight-class function

Class for weights to estimate integrated spectral density kernels.

Class for weights to estimate integrated spectral density kernels.

SpecDistrWeight is an S4 class that implements a weighting function given by [REMOVE_ME]Wn(α):=I{α0}Wn(a):=Ia<=0[REMOVEME2] W_n(\alpha) := I\{\alpha \leq 0\}Wn(a) := I{a <= 0} [REMOVE_ME_2]. class

Description

SpecDistrWeight is an S4 class that implements a weighting function given by

Wn(α):=I{α0}Wn(a):=Ia<=0 W_n(\alpha) := I\{\alpha \leq 0\}Wn(a) := I{a <= 0}

.

Details

At position k the value Wn(2pi(k1)/n)Wn(2pi(k-1)/n) is stored [in a vector values nested inside env] for k=1,...,T. The number length(values) of Fourier frequencies for which WnWn will be evaluated may be set on construction or updated when evoking the method getValues.

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