mts.qplot: Plot Timewise Quantiles in One Frame

In SLBDD: Statistical Learning for Big Dependent Data

Plot Timewise Quantiles in One Frame

Description

Plot timewise quantiles in one frame.

Usage

mts.qplot(
  x,
  title = "mts quantile plot",
  prob = c(0.25, 0.5, 0.75),
  scaling = TRUE,
  xtime = NULL,
  plot = TRUE
)

Arguments

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.
title	Character with the title of the plot. Default title is "mts quantile plot".
prob	Probability, the quantile series of which is to be computed. Default values are 0.25, 0.5, 0.75.
scaling	If scaling = TRUE (default), then each series is standardized based on its own range. If scaling = FALSE, then the original series is used.
xtime	A vector with the values for the x labels. Default values are 1, 2, 3, ...
plot	Receives TRUE or FALSE values. If the value is TRUE, a quantile plot is presented. Defaults is TRUE.

Value

A list containing:

• standardized - A matrix containing standardized time series.

• qseries - Matrix of timewise quantiles series of order prob.

Examples

data(TaiwanAirBox032017)
output <-  mts.qplot(TaiwanAirBox032017[,1:5])

SLBDD documentation built on April 27, 2022, 5:08 p.m.