q.hit: Quantile Hit
In quantilogram: Cross-Quantilogram
q.hit R Documentation
Quantile Hit
Description
Returns the matrix of quantil-hits
Usage
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
A matrix of quantile-hits
Author(s)
Heejoon Han, Oliver Linton, Tatsushi Oka and Yoon-Jae Whang
quantilogram documentation built on March 18, 2022, 5:29 p.m.
R Package Documentation
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| q.hit | R Documentation |
Quantile Hit
Description
Returns the matrix of quantil-hits
Usage
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
A matrix of quantile-hits
Author(s)
Heejoon Han, Oliver Linton, Tatsushi Oka and Yoon-Jae Whang
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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