qcser {qfa} | R Documentation |
Quantile-Crossing Series (QCSER)
Description
This function creates the quantile-crossing series (QCSER) for univariate or multivariate time series.
Usage
qcser(y, tau, normalize = FALSE)
Arguments
y |
vector or matrix of time series |
tau |
sequence of quantile levels in (0,1) |
normalize |
|
Value
A matrix or array of quantile-crossing series
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)
dim(y.qser)
[Package qfa version 4.0 Index]