Calculate Multiscale QTE

Calculate Multiscale QTE

Usage

calculate_multiscale_qte(wave_x, wave_y, tau_levels)

Arguments

wave_x

Wavelet decomposition for source series

wave_y

Wavelet decomposition for target series

tau_levels

Vector of quantile levels

Value

Matrix of QTE values for each scale and quantile

Examples

if (FALSE) { # \dontrun{
# Generate test data
x <- rnorm(256)
y <- 0.5 * x + rnorm(256, sd = 0.1)

# Perform wavelet decomposition
wave_x <- wavelet_decompose(x)
wave_y <- wavelet_decompose(y)

# Calculate multiscale QTE
qte_results <- calculate_multiscale_qte(wave_x, wave_y, c(0.1, 0.5, 0.9))
} # }