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