Quantile-frequency analysis (QFA) of time series based on trigonometric quantile regression. Spline quantile regression (SQR) for regression coefficient estimation. References: [1] Li, T.-H. (2012) "Quantile periodograms," Journal of the American Statistical Association, 107, 765â776, <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>. [5] Li, T.-H. (2024) "Spline autoregression method for estimation of quantile spectrum," <doi:10.48550/arXiv.2412.17163>. [6] Li, T.-H., and Megiddo, N. (2025) "Spline quantile regression," <doi:10.48550/arXiv.2501.03883>.
Version: 4.1 Depends: R (≥ 3.5) Imports: RhpcBLASctl, doParallel, fields, foreach, mgcv, nlme, parallel, quantreg, splines, stats, graphics, colorRamps, MASS Published: 2025-04-09 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 Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=qfa to link to this page.
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