Library: | kernel |
See also: | epa dcdenest nparmaest npgarchest |
Quantlet: | epamFT | |
Description: | Auxiliary routine. Computes function values of the Fourier transform of a kernel used for deconvolution estimators. |
Usage: | y = epamFT(x) | |
Input: | ||
x | n x 1 vector | |
Output: | ||
y | n x 1 vector |
library("kernel") x=-0.75|0.2|0.6 y=epamFT(x) y
Contents of y [1,] 0.27734 [2,] 0.96 [3,] 0.62751