SmoothedPG-class: Class for a smoothed quantile periodogram.
Description
SmoothedPG is an S4 class that implements the
necessary calculations to determine a smoothed version of
one of the quantile periodograms defined in Dette et. al
(2014) and Kley et. al (2014).Details
For a QuantilePG $Q_n(\omega, x_1,
x_2)$ and a Weight
$W_n(\cdot)$ the smoothed version
$$\frac{2\pi}{n} \sum_{s=1}^{n-1} W_n(\omega-2\pi s /
n) Q_n(2\pi s / n, x_1, x_2)$$ is determined.
The convolution required to determine the smoothed
periodogram is implemented using
convolve.