quantile_correlation_analysis: Quantile Correlation Analysis

In wqc: Wavelet Quantile Correlation Analysis

Quantile Correlation Analysis

Description

Quantile Correlation Analysis

Usage

quantile_correlation_analysis(x, y, quantiles, wf = "la8", J = 8, n_sim = 1000)

Arguments

x	Numeric vector for the first time series.
y	Numeric vector for the second time series.
quantiles	Numeric vector of quantiles.
wf	Wavelet family name.
J	Decomposition level.
n_sim	Number of simulations for confidence intervals.

Value

Data frame with quantile correlation estimates and confidence intervals for one pair of series.

Examples

data <- data.frame(x = rnorm(1000), y = rnorm(1000))
quantiles <- c(0.05, 0.5, 0.95)
result <- quantile_correlation_analysis(data$x, data$y, quantiles,n_sim=10)
head(result)

wqc documentation built on June 18, 2025, 9:08 a.m.