CPAT: getLongRunWeights – R documentation

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getLongRunWeights

Weights for Long-Run Variance

Compute some weights for long-run variance. This code comes directly from the source code of cointReg; see getLongRunWeights.

getLongRunWeights(n, bandwidth, kernel = "ba")

`n`	Length of weights' vector
`bandwidth`	A number for the bandwidth
`kernel`	The kernel function; see `getLongRunVar` for possible values

List with components w containing the vector of weights and upper, the index of the largest non-zero entry in w

CPAT:::getLongRunWeights(10, 1)

Change Point Analysis Tests

v0.1.0

MIT + file LICENSE

Authors

Curtis Miller [aut, cre]

Initial release

2018-12-06