getValues-SmoothedPG function

Get values from a smoothed quantile periodogram.

Get values from a smoothed quantile periodogram.

The returned array of values is of dimension [J,K1,K2,B+1], where J=length(frequencies), K1=length(levels.1), K2=length(levels.2)), and B denotes the value stored in slot B of freqRep [that is the number of boostrap repetitions performed on initialization]. At position (j,k1,k2,b)

the returned value is the one corresponding to frequencies[j], levels.1[k1] and levels.2[k2] that are closest to the frequencies, levels.1 and levels.2

available in object; closest.pos is used to determine what closest to means. b==1 corresponds to the estimate without bootstrapping; b>1 corresponds to the b-1st bootstrap estimate.

## S4 method for signature 'SmoothedPG' getValues( object, frequencies = 2 * pi * (0:(lenTS(object@qPG@freqRep@Y) - 1))/lenTS(object@qPG@freqRep@Y), levels.1 = getLevels(object, 1), levels.2 = getLevels(object, 2), d1 = 1:(dim(object@values)[2]), d2 = 1:(dim(object@values)[4]) )

Arguments

  • object: SmoothedPG of which to get the values
  • frequencies: a vector of frequencies for which to get the values
  • levels.1: the first vector of levels for which to get the values
  • levels.2: the second vector of levels for which to get the values
  • d1: optional parameter that determine for which j1 to return the data; may be a vector of elements 1, ..., D
  • d2: same as d1, but for j2

Returns

Returns data from the array values that's a slot of object.

Details

If not only one, but multiple time series are under study, the dimension of the returned vector is of dimension [J,P,K1,P,K2,B+1], where P

denotes the dimension of the time series.

See Also

An example on how to use this function is analogously to the example given in getValues-QuantilePG.

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