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Create QTE Network

Usage

create_qte_network(returns, wave_decomp, scale, tau = 0.5)

Arguments

returns

Return data matrix

wave_decomp

List of wavelet decompositions

scale

Scale level to analyze

tau

Quantile level (default: 0.5)

Value

List containing network objects and QTE matrix

Examples

if (FALSE) { # \dontrun{
data <- matrix(rnorm(300), ncol = 3)
wave <- lapply(1:ncol(data), function(i) wavelet_decompose(data[,i]))
net <- create_qte_network(data, wave, scale = 1)
} # }