wqc (version 0.1.2)

quantile_correlation_analysis: Quantile Correlation Analysis

Description

Quantile Correlation Analysis

Usage

quantile_correlation_analysis(x, y, quantiles, wf = "la8", J = 8, n_sim = 1000)

Value

Data frame with quantile correlation estimates and confidence intervals for one pair of series.

Arguments

x

Numeric vector for the first time series.

y

Numeric vector for the second time series.

quantiles

Numeric vector of quantiles.

wf

Wavelet family name.

J

Decomposition level.

n_sim

Number of simulations for confidence intervals.

Examples

data <- data.frame(x = rnorm(1000), y = rnorm(1000))
quantiles <- c(0.05, 0.5, 0.95)
result <- quantile_correlation_analysis(data$x, data$y, quantiles,n_sim=10)
head(result)