kernel(stats)
kernel()所属R语言包：stats
Smoothing Kernel Objects
平滑内核对象
译者：生物统计家园网 机器人LoveR
描述----------Description----------
The "tskernel" class is designed to represent discrete symmetric normalized smoothing kernels. These kernels can be used to smooth vectors, matrices, or time series objects.
"tskernel"类被设计为代表的离散对称归平滑内核。这些内核可用于光滑的向量，矩阵，或时间序列对象。
There are print, plot and [ methods for these kernel objects.
有print，plot和[这些内核对象的方法。
用法----------Usage----------
kernel(coef, m = 2, r, name)
df.kernel(k)
bandwidth.kernel(k)
is.tskernel(k)
## S3 method for class 'tskernel'
plot(x, type = "h", xlab = "k", ylab = "W[k]",
main = attr(x,"name"), ...)
参数----------Arguments----------
参数：coef
the upper half of the smoothing kernel coefficients (including coefficient zero) or the name of a kernel (currently "daniell", "dirichlet", "fejer" or "modified.daniell".
目前的上半部分平滑内核系数（系数为零）的内核名称（"daniell"，"dirichlet"，"fejer"或"modified.daniell"。
参数：m
the kernel dimension(s) if coef is a name. When m has length larger than one, it means the convolution of kernels of dimension m[j], for j in 1:length(m). Currently this is supported only for the named "*daniell" kernels.
如果coef是出了名的内核尺寸（S）。当m长度大于1，这意味着卷积内核维m[j]，j in 1:length(m)。目前，这一被命名为“丹尼尔”内核仅支持。
参数：name
the name the kernel will be called.
名称的内核将被调用。
参数：r
the kernel order for a Fejer kernel.
的Fejer内核为内核的秩序。
参数：k, x
a "tskernel" object.
"tskernel"对象。
参数：type, xlab, ylab, main, ...
arguments passed to plot.default.
参数传递到plot.default。
Details
详情----------Details----------
kernel is used to construct a general kernel or named specific kernels. The modified Daniell kernel halves the end coefficients (as used by S-PLUS).
kernel被用来构建一个通用的内核或命名的特定内核。修改后的的丹尼尔内核减半结束系数（，S-PLUS）。
The [ method allows natural indexing of kernel objects with indices in (-m) : m. The normalization is such that for k <- kernel(*), sum(k[ -k$m : k$m ]) is one.
[方法允许在(-m) : m指数内核对象的自然索引。 k <- kernel(*)，sum(k[ -k$m : k$m ])是一个正常化等。
df.kernel returns the "equivalent degrees of freedom" of a smoothing kernel as defined in Brockwell and Davis (1991), page 362, and bandwidth.kernel returns the equivalent bandwidth as defined in Bloomfield (1976), p. 201, with a continuity correction.
df.kernel返回一个平滑的内核在Brockwell和戴维斯（1991），页362定义“同等程度的自由”，bandwidth.kernel返回的等效带宽菲尔德（1976），定义。 201，连续性校正。
值----------Value----------
kernel() returns an object of class "tskernel" which is basically a list with the two components coef and the kernel dimension m. An additional attribute is "name".
kernel()返回一个对象，这基本上是一个列表中的两个组成部分"tskernel"和内核的尺寸coef类m。一个额外的属性是"name"。
作者（S）----------Author(s)----------
A. Trapletti; modifications by B.D. Ripley
参考文献----------References----------
Fourier Analysis of Time Series: An Introduction. Wiley.
Time Series: Theory and Methods. Second edition. Springer, pp. 350–365.
参见----------See Also----------
kernapply
kernapply
举例----------Examples----------
require(graphics)
## Demonstrate a simple trading strategy for the[＃展示一个简单的交易策略。]
## financial time series German stock index DAX.[＃金融时间序列的德国股票指数DAX指数。]
x <- EuStockMarkets[,1]
k1 <- kernel("daniell", 50) # a long moving average[长期移动平均线]
k2 <- kernel("daniell", 10) # and a short one[和短]
plot(k1)
plot(k2)
x1 <- kernapply(x, k1)
x2 <- kernapply(x, k2)
plot(x)
lines(x1, col = "red") # go long if the short crosses the long upwards[如果短期横渡长向上走多久]
lines(x2, col = "green") # and go short otherwise[去短，否则]
## More interesting kernels[＃更有趣的内核]
kd <- kernel("daniell", c(3,3))
kd # note the unusual indexing[注意不寻常的索引]
kd[-2:2]
plot(kernel("fejer", 100, r=6))
plot(kernel("modified.daniell", c(7,5,3)))
# Reproduce example 10.4.3 from Brockwell and Davis (1991)[重现从Brockwell和戴维斯（1991）的例子10.4.3]
spectrum(sunspot.year, kernel=kernel("daniell", c(11,7,3)), log="no")
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注：
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发表于 2012-2-16 18:42:43
