CRAN/E | quantspec

quantspec

Quantile-Based Spectral Analysis of Time Series

Installation

About

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.

Citation quantspec citation info
github.com/tobiaskley/quantspec
Bug report File report

Key Metrics

Version 1.2-3
R ≥ 3.0.0
Published 2020-07-14 1389 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks quantspec results

Downloads

Yesterday 13 -54%
Last 7 days 97 +8%
Last 30 days 326 +1%
Last 90 days 905 -22%
Last 365 days 4.062 -9%

Maintainer

Maintainer

Tobias Kley

tobias.kley@bristol.ac.uk

Authors

Tobias Kley

aut / cre

Stefan Birr

ctb

(Contributions to lag window estimation)

Material

NEWS
Reference manual
Package source

In Views

TimeSeries

Vignettes

Quantile-Based Spectral Analysis in an Object-Oriented Framework and a Reference Implementation in R: The quantspec Package

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

quantspec archive

Depends

R ≥ 3.0.0
stats4

Imports

methods
graphics
quantreg
abind
zoo
snowfall
Rcpp ≥0.11.0

Suggests

testthat

LinkingTo

Rcpp

Reverse Imports

mlmts