getValues-QuantilePG: Get values from a quantile periodogram.

In quantspec: Quantile-Based Spectral Analysis of Time Series

Description

For vectors frequencies, levels.1 and levels.2 the values from an object of type QuantilePG are returned.

Usage

## S4 method for signature 'QuantilePG'
getValues(
  object,
  frequencies = 2 * pi * (0:(lenTS(object@freqRep@Y) - 1))/lenTS(object@freqRep@Y),
  levels.1 = getLevels(object, 1),
  levels.2 = getLevels(object, 2),
  d1 = 1:(dim(object@freqRep@Y)[2]),
  d2 = 1:(dim(object@freqRep@Y)[2])
)

Arguments

object	QuantilePG of which to get the values
frequencies	a vector of frequencies for which to get the values
levels.1	the first vector of levels for which to get the values
levels.2	the second vector of levels for which to get the values
d1	optional parameter that determine for which j1 to return the data; may be a vector of elements 1, ..., D
d2	same as d1, but for j2

Details

Fetching of the periodogram values basically happens by passing frequencies and the union of levels.1 and levels.2 to getValues. Therefore, the parameters frequencies, levels.1 and levels.1 are expected to be vectors of reals; an error is thrown otherwise. If any of the frequencies, levels.1 and levels.2 requested is not available from object a warning is issued. Note that the frequencies are transformed to [0,pi] using frequenciesValidator when checking if they are available in object.

The returned array of values is of dimension [J,K1,K2,B+1], where J=length(frequencies), K1=length(levels.1), K2=length(levels.2)), and B denotes the value stored in slot B of freqRep that's a slot of object. At position (j,k1,k2,b) the returned value is the one corresponding to frequencies[j], levels.1[k1] and levels.2[k2] that are closest to the frequencies, levels.1 and levels.2 available in object; closest.pos is used to determine what closest to means.

Value

Returns data from the array values that's a slot of object.

Examples

Y        <- rnorm(32)
freq     <- 2*pi*c(0:31)/32
levels   <- c(0.25,0.5,0.75)
qPG      <- quantilePG(Y, levels.1=levels)
V.all    <- getValues(qPG)
V.coarse <- getValues(qPG, frequencies = 2*pi*c(0:15)/16)
V.fine   <- getValues(qPG, frequencies = 2*pi*c(0:63)/64)
V.part   <- getValues(qPG, frequencies = 2*pi*c(0:16)/32,
                           levels.1 = c(0.25), levels.2 = c(0.5,0.75))

Example output

Loading required package: stats4
Warning message:
In .local(object, ...) :
  Not all 'values' for 'frequencies' requested were available. 'values' for the next available Fourier frequencies are returned.

quantspec documentation built on July 15, 2020, 1:07 a.m.