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: 1.2-3
Depends: R (≥ 3.0.0), stats4
Imports: methods, graphics, quantreg, abind, zoo, snowfall, Rcpp (≥ 0.11.0)
LinkingTo: Rcpp
Suggests: testthat
Published: 2020-07-14
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 bristol.ac.uk>
BugReports: http://github.com/tobiaskley/quantspec/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: http://github.com/tobiaskley/quantspec
NeedsCompilation: yes
Citation: quantspec citation info
Materials: NEWS
In views: TimeSeries
CRAN checks: quantspec results [issues need fixing before 2024-06-29]


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_1.2-3.tar.gz
Windows binaries: r-devel: quantspec_1.2-3.zip, r-release: quantspec_1.2-3.zip, r-oldrel: quantspec_1.2-3.zip
macOS binaries: r-release (arm64): quantspec_1.2-3.tgz, r-oldrel (arm64): quantspec_1.2-3.tgz, r-release (x86_64): quantspec_1.2-3.tgz, r-oldrel (x86_64): quantspec_1.2-3.tgz
Old sources: quantspec archive

Reverse dependencies:

Reverse imports: mlmts


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