edqplot | 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])

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