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Quantile-frequency analysis (QFA) of time series based on trigonometric quantile regression. References: [1] Li, T.-H. (2012) "Quantile periodograms", Journal of the American Statistical Association, 107, 765–776, <doi:10.1080/01621459.2012.682815>. [2] Li, T.-H. (2014) Time Series with Mixed Spectra, CRC Press, <doi:10.1201/b15154> [3] Li, T.-H. (2022) "Quantile Fourier transform, quantile series, and nonparametric estimation of quantile spectra", <doi:10.48550/arXiv.2211.05844>. [4] Li, T.-H. (2024) "Quantile crossing spectrum and spline autoregression estimation," <doi:10.48550/arXiv.2412.02513>.
| Version: | 3.1 |
| Depends: | R (≥ 3.5) |
| Imports: | RhpcBLASctl, doParallel, fields, foreach, mgcv, nlme, parallel, quantreg, splines, stats, graphics, colorRamps, MASS |
| Published: | 2024-12-20 |
| DOI: | 10.32614/CRAN.package.qfa |
| Author: | Ta-Hsin Li [cre, aut] |
| Maintainer: | Ta-Hsin Li <thl024 at outlook.com> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://github.com/IBM/qfa, https://github.com/thl2019/QFA |
| NeedsCompilation: | yes |
| CRAN checks: | qfa results |
| Reference manual: | qfa.pdf |
| Package source: | qfa_3.1.tar.gz |
| Windows binaries: | r-devel: qfa_2.1.zip, r-release: qfa_3.1.zip, r-oldrel: qfa_2.1.zip |
| macOS binaries: | r-release (arm64): qfa_3.1.tgz, r-oldrel (arm64): qfa_3.1.tgz, r-release (x86_64): qfa_3.1.tgz, r-oldrel (x86_64): qfa_3.1.tgz |
| Old sources: | qfa archive |
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