edqplot {SLBDD} | R Documentation |
Plot the observed time series and selected empirical dynamic quantiles (EDQs) computed as in Peña, Tsay and Zamar (2019).
edqplot(
x,
prob = c(0.05, 0.5, 0.95),
h = 30,
loc = NULL,
color = c("yellow", "red", "green")
)
x |
T by k data matrix: T data points in rows with each row being data at a given time point, and k time series in columns. |
prob |
Probability, the quantile series of which is to be computed. Default values are 0.05, 0.5, 0.95. |
h |
Number of time series used in the algorithm. Default value is 30. |
loc |
Locations of the EDQ. If loc is not null, then prob is not used. |
color |
Colors for plotting the EDQ. Default is "yellow", "red", and "green". |
The observed time series plot with the selected EDQs.
Peña, D. Tsay, R. and Zamar, R. (2019). Empirical Dynamic Quantiles for Visualization of High-Dimensional Time Series, Technometrics, 61:4, 429-444.
data(TaiwanAirBox032017)
edqplot(TaiwanAirBox032017[1:100,1:25])