i.qplot: Plot the Closest Series to a Given Timewise Quantile Series
Description
Use sum of absolute deviations to select the individual time series that is closest
to a given timewise quantile series.
Usage
i.qplot(x, prob = 0.5, box = 3, xtime = NULL)
Arguments
x
T by k data matrix: T data points in rows with each row being data at a given time point,
and k time series in columns.
prob
Probability, the quantile series of which is to be computed.
Default value is 0.5.
box
Number of boxplots for the difference series between the selected series and the
timewise quantile with the given probability. The differences are divided into blocks.
Default value is 3.
xtime
A vector with the values for the x labels. Default values are 1, 2, 3, ...
Value
A list containing:
standardized - A matrix containing standardized time series.
qts - The timewise quantile of order prob.
selected - The closest time series to the given timewise quantile series.