qfa (version 4.1)

qdft2qser: Quantile Series (QSER)

Description

This function computes quantile series (QSER) from QDFT.

Usage

qdft2qser(y.qdft)

Value

matrix or array of quantile series

Arguments

y.qdft

matrix or array of QDFT from qdft()

Examples

# single time series
y1 <- stats::arima.sim(list(order=c(1,0,0), ar=0.5), n=64)
tau <- seq(0.1,0.9,0.05)
y.qdft <- qdft(y1,tau)
y.qser <- qdft2qser(y.qdft)
plot(y.qser[,1],type='l',xlab="TIME",ylab="QSER")
# multiple time series
y2 <- stats::arima.sim(list(order=c(1,0,0), ar=-0.5), n=64)
y.qdft <- qdft(cbind(y1,y2),tau)
y.qser <- qdft2qser(y.qdft)
plot(y.qser[1,,1],type='l',xlab="TIME",ylab="QSER")