q.hit: Quantile Hit

Description Usage Arguments Details Value Author(s)

View source: R/q.hit.R

Description

Returns the matrix of quantil-hits

Usage

1
q.hit(DATA, vecA)

Arguments

DATA

A matrix that has time-series observations in its columns

vecA

A vector of probabilty values at which sample quantiles are estimated

Details

This function generates the quantile hits given a vector of probabilty values. The quantile hits are obtained for each column of an input matrix.

Value

1
 A matrix of quantile-hits

Author(s)

Heejoon Han, Oliver Linton, Tatsushi Oka and Yoon-Jae Whang


quantilogram documentation built on July 1, 2020, 10:26 p.m.