kweightsHAC function

kweightsHAC help function for HAC

kweightsHAC(
  kernel = c("Truncated", "Bartlett", "Parzen", "Tukey-Hanning", "Quadratic Spectral"),
  dimN,
  bw
)

Arguments

• kernel: kernel function, choose between "Truncated", "Bartlett", "Parzen", "Tukey-Hanning", "Quadratic Spectral".
• dimN: number of observations
• bw: bandwidth parameter

Returns

ww weights