midasml (version 0.0.6)

lb: Legendre polynomials shifted to [a,b]

Description

For a given set of points in X, computes the orthonormal Legendre polynomials basis of L2 [a,b] for a given degree.

Usage

lb(degree, a = 0, b = 1, jmax = NULL, X = NULL)

Arguments

degree

polynomial degree.

a

lower shift value (default - 0).

b

upper shift value (default - 1).

jmax

number of high-frequency lags.

X

optional evaluation grid vector.

Value

Psi weight matrix with Legendre functions upto degree.

Examples

# NOT RUN {
degree <- 3
jmax <- 66
lb(degree = degree, a = 0, b = 1, jmax = jmax)
# }