R Graphical Manual

Last data update: 2014.03.03

R: Create table of weights, lags and starting values for Ghysels...

expand_amidas

R Documentation

Create table of weights, lags and starting values for Ghysels weight schema

Create table of weights, lags and starting values for Ghysels weight schema, see amweights

expand_amidas(weight, type = c("A", "B", "C"), from = 0, to, m, start)

`weight`	the names of weight functions
`type`	the type of Ghysels schema, `"A"`, `"B"` or `"C"`
`from`	the high frequency lags from which to start the fitting
`to`	to a vector of length two, containing minimum and maximum lags, high frequency if `m=1`, low frequency otherwise.
`m`	the frequency ratio
`start`	the starting values for the weights of the one low frequency lag

Given weight function creates lags starting from kmin to kmax and replicates starting values for each low frequency lag.

a lws_table object, a list with elements weights, lags and starts

Virmantas Kvedaras, Vaidotas Zemlys

expand_amidas("nealmon","A",0,c(1,2),12,c(0,0,0))