Library: | times |
See also: | spec |
Quantlet: | parzen | |
Description: | Calculates the parzen window. Parzen windows classification is a technique for nonparametric density estimation, which can also be used for classification. In the Parzen window (Parzen, 1961), for each frequency, the weights for the weighted moving average of the periodogram values are computed as: wj = 1-6*(j/p)2 + 6*(j/p)3 (for j = 0 to p/2) wj = 2*(1-j/p)3 (for j = p/2 + 1 to p) w-j = wj (for j <> 0) |
Usage: | w=parzen(x,t) | |
Input: | ||
x | grid on which the function is calculated | |
t | truncation point | |
Output: | ||
w | Parzen window |
library("times") parzen(0,9)
Contents of w [1,] 6.75