quantspec (version 1.2-4)

getValues-LagEstimator: Get values from a lag-window type estimator.

Description

The returned array of values is of dimension [J,K1,K2], where J=length(frequencies), K1=length(levels.1) and K2=length(levels.2)). At position (j,k1,k2) the returned value is the one corresponding to frequencies[j], levels.1[k1] and levels.2[k2] that are closest to the frequencies, levels.1 and levels.2 available in object; closest.pos is used to determine what closest to means.

Usage

# S4 method for LagEstimator
getValues(
  object,
  frequencies = 2 * pi * (0:(length(object@Y) - 1))/length(object@Y),
  levels.1 = getLevels(object, 1),
  levels.2 = getLevels(object, 2)
)

Value

Returns data from the array values that's a slot of

object.

Arguments

object

LagEstimator of which to get the values

frequencies

a vector of frequencies for which to get the values

levels.1

the first vector of levels for which to get the values

levels.2

the second vector of levels for which to get the values

See Also

An example on how to use this function is analogously to the example given in getValues-QuantilePG.