CPAT (version 0.1.0)

getLongRunWeights: Weights for Long-Run Variance

Description

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

Usage

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

Arguments

n

Length of weights' vector

bandwidth

A number for the bandwidth

kernel

The kernel function; see getLongRunVar for possible values

Value

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

Examples

# NOT RUN {
CPAT:::getLongRunWeights(10, 1)
# }