qser: Quantile Series (QSER)

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

Quantile Series (QSER)

Description

This function computes quantile series (QSER) from time series or quantile discrete Fourier transform (QDFT).

Usage

qser(y, tau, y.qdft = NULL, n.cores = 1, cl = NULL)

Arguments

y	vector or matrix of time series (if matrix, nrow(y) = length of time series)
tau	sequence of quantile levels in (0,1)
y.qdft	matrix or array of pre-calculated QDFT (default = NULL: compute from y and tau); if y.qdft is supplied, y and tau can be left unspecified
n.cores	number of cores for parallel computing of QDFT if y.qdft = NULL (default = 1)
cl	pre-existing cluster for repeated parallel computing of QDFT (default = NULL)

Value

matrix or array of quantile 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)
# compute from time series
y.qser <- qser(y,tau)  
# compute from QDFT
y.qdft <- qdft(y,tau)  
y.qser <- qser(y.qdft=y.qdft) 

qfa documentation built on Sept. 11, 2025, 9:09 a.m.