quantspec (version 1.0-1)

increasePrecision-QuantileSD: Increase the precision of a QuantileSD

Description

The precision is increased by generating an additional R QuantilePG objects (independent of the previous ones) and then including them in the average.

Usage

## S3 method for class 'QuantileSD':
increasePrecision(object, R = 1, quiet = FALSE)

Arguments

object

The QuantileSD of which to increase the precision.

R

value of which to enlarge R

quiet

Don't report progress to console when computing the R independent quantile periodograms.

Value

• Returns an QuantileSD object determined from oldR + R independent repetitions.

Examples

# First simulate a copula spectral density from R=20 independent runs.
csd <- quantileSD(N=2^9, ts=ts1, levels.1=c(0.25,0.5), type="copula", R=20)

# Check out the result:
getR(csd)
plot(csd)

# Now increase the number of independent simulation runs to 50.
csd <- increasePrecision(csd, R=30)

# Check out the (more precise) result:
getR(csd)
plot(csd)