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Methods to determine, smooth and plot quantile periodograms for univariate and multivariate time series. See Kley (2016) <doi:10.18637/jss.v070.i03> for a description and tutorial.
| Version: | 1.2-4 |
| Depends: | R (≥ 3.0.0), stats4 |
| Imports: | methods, graphics, quantreg, abind, zoo, snowfall, Rcpp (≥ 0.11.0) |
| LinkingTo: | Rcpp |
| Suggests: | testthat |
| Published: | 2024-07-11 |
| DOI: | 10.32614/CRAN.package.quantspec |
| Author: | Tobias Kley [aut, cre], Stefan Birr [ctb] (Contributions to lag window estimation) |
| Maintainer: | Tobias Kley <tobias.kley at uni-goettingen.de> |
| BugReports: | https://github.com/tobiaskley/quantspec/issues |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://github.com/tobiaskley/quantspec |
| NeedsCompilation: | yes |
| Citation: | quantspec citation info |
| Materials: | NEWS |
| In views: | TimeSeries |
| CRAN checks: | quantspec results |
| Reference manual: | quantspec.pdf |
| Vignettes: |
Quantile-Based Spectral Analysis in an Object-Oriented Framework and a Reference Implementation in R: The quantspec Package |
| Package source: | quantspec_1.2-4.tar.gz |
| Windows binaries: | r-devel: quantspec_1.2-4.zip, r-release: quantspec_1.2-4.zip, r-oldrel: quantspec_1.2-4.zip |
| macOS binaries: | r-release (arm64): quantspec_1.2-4.tgz, r-oldrel (arm64): quantspec_1.2-4.tgz, r-release (x86_64): quantspec_1.2-4.tgz, r-oldrel (x86_64): quantspec_1.2-4.tgz |
| Old sources: | quantspec archive |
| Reverse imports: | mlmts |
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