q.hit {quantilogram}

Quantile Hit

Description

Returns the matrix of quantil-hits

Usage

q.hit(DATA, vecA)

Arguments

DATA

A matrix that has time-series observations in its columns

vecA

A vector of probabilty values at which sample quantiles are estimated

Details

This function generates the quantile hits given a vector of probabilty values. The quantile hits are obtained for each column of an input matrix.

Value

 A matrix of quantile-hits

Author(s)

Heejoon Han, Oliver Linton, Tatsushi Oka and Yoon-Jae Whang