ar2qspec {qfa}

Quantile Spectrum from AR Model of Quantile Series

Description

This function computes quantile spectrum/cross-spectrum (QSPEC) from an AR model of quantile series (QSER).

Usage

ar2qspec(fit, freq = NULL)

Arguments

fit

object of AR model from qser2sar() or qser2ar()

freq

sequence of frequencies in [0,1) (default = NULL: all Fourier frequencies)

Value

a list with the following elements:

spec

matrix or array of quantile spectrum/cross-spectrum

freq

sequence of frequencies