Class for weights to estimate integrated spectral density kernels.

Description

SpecDistrWeight is an S4 class that implements a weighting function given by

Wn(a) := I{a <= 0}

.

Details

At position k the value Wn(2pi(k-1)/n) is stored [in a vector values nested inside env] for k=1,...,T. The number length(values) of Fourier frequencies for which Wn will be evaluated may be set on construction or updated when evoking the method getValues.