quantspec: Quantile-Based Spectral Analysis of Time Series (original) (raw)
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: | |
| In views: | TimeSeries |
| CRAN checks: | quantspec results |
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