qdft2qser {qfa}

Quantile Series (QSER)

Description

This function computes quantile series (QSER) from QDFT.

Usage

qdft2qser(y.qdft)

Arguments

y.qdft

matrix or array of QDFT from qdft() or SQDFT from sqdft()

Value

matrix or array of quantile series

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")