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quantspec: Quantile-Based Spectral Analysis of Time Series

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

Documentation:

Reference manual: quantspec.pdf
Vignettes: Quantile-Based Spectral Analysis in an Object-Oriented Framework and a Reference Implementation in R: The quantspec Package

Downloads:

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 dependencies:

Reverse imports: mlmts

Linking:

Please use the canonical form https://CRAN.R-project.org/package=quantspec to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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