quantspec: Quantile-Based Spectral Analysis of Time Series

Methods to determine, smooth and plot quantile periodograms for univariate and multivariate time series.

Version: 1.2-1
Depends: R (≥ 3.0.0), stats4
Imports: methods, graphics, quantreg, abind, zoo, snowfall, Rcpp (≥ 0.11.0)
LinkingTo: Rcpp
Suggests: testthat
Published: 2016-03-28
Author: Tobias Kley [aut, cre], Stefan Birr [ctb] (Contributions to lag window estimation)
Maintainer: Tobias Kley <t.kley at lse.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


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_1.2-1.tar.gz
Windows binaries: r-devel: quantspec_1.2-1.zip, r-release: quantspec_1.2-1.zip, r-oldrel: quantspec_1.2-1.zip
OS X binaries: r-release: quantspec_1.2-1.tgz, r-oldrel: quantspec_1.2-1.tgz
Old sources: quantspec archive

Reverse dependencies:

Reverse depends: QPBoot


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