qdft2qser: Quantile Series (QSER)

In qfa: Quantile-Frequency Analysis (QFA) of Time Series

Quantile Series (QSER)

Description

This function computes quantile series (QSER) from QDFT.

Usage

qdft2qser(y.qdft)

Arguments

y.qdft

matrix or array of QDFT from qdft()

Value

matrix or array of quantile series

Examples

# single time series
y1 <- stats::arima.sim(list(order=c(1,0,0), ar=0.5), n=64)
tau <- seq(0.1,0.9,0.05)
y.qdft <- qdft(y1,tau)
y.qser <- qdft2qser(y.qdft)
plot(y.qser[,1],type='l',xlab="TIME",ylab="QSER")
# multiple time series
y2 <- stats::arima.sim(list(order=c(1,0,0), ar=-0.5), n=64)
y.qdft <- qdft(cbind(y1,y2),tau)
y.qser <- qdft2qser(y.qdft)
plot(y.qser[1,,1],type='l',xlab="TIME",ylab="QSER")

qfa documentation built on April 11, 2025, 5:49 p.m.