qser2qacf {qfa} | R Documentation |
ACF of Quantile Series (QSER) or Quantile-Crossing Series (QCACF)
Description
This function creates the ACF of quantile series or quantile-crossing series
Usage
qser2qacf(y.qser)
Arguments
y.qser |
matrix or array of quantile-crossing series |
Value
A matrix or array of ACF
Examples
y <- stats::arima.sim(list(order=c(1,0,0), ar=0.5), n=64)
tau <- seq(0.1,0.9,0.05)
y.qser <- qcser(y,tau)
y.qacf <- qser2qacf(y.qser)
dim(y.qacf)
[Package qfa version 4.0 Index]