Methods to determine, smooth and plot quantile (i. e., Laplace or copula) periodograms for univariate time series.
| Version: | 1.0-1 |
| Depends: | R (≥ 3.0.0), stats4 |
| Imports: | methods, graphics, quantreg, testthat, abind, zoo, rje, snowfall |
| Published: | 2014-06-06 |
| Author: | Tobias Kley [aut, cre] |
| Maintainer: | Tobias Kley <tobias.kley at ruhr-uni-bochum.de> |
| BugReports: | http://github.com/tobiaskley/quantspec/issues |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | http://github.com/tobiaskley/quantspec |
| NeedsCompilation: | no |
| Citation: | quantspec citation info |
| Materials: | NEWS |
| In views: | TimeSeries |
| CRAN checks: | quantspec results |
| 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_1.0-1.tar.gz |
| Windows binaries: | r-devel: quantspec_1.0-1.zip, r-release: quantspec_1.0-1.zip, r-oldrel: quantspec_1.0-1.zip |
| OS X Snow Leopard binaries: | r-release: quantspec_1.0-1.tgz, r-oldrel: quantspec_1.0-1.tgz |
| OS X Mavericks binaries: | r-release: quantspec_1.0-1.tgz |
| Old sources: | quantspec archive |