quantspec: Quantile-Based Spectral Analysis of Time Series
Version 1.2-1

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

Package details

AuthorTobias Kley [aut, cre], Stefan Birr [ctb] (Contributions to lag window estimation)
Date of publication2016-03-28 00:27:55
MaintainerTobias Kley <[email protected]>
LicenseGPL (>= 2)
Version1.2-1
URL http://github.com/tobiaskley/quantspec
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("quantspec")

Try the quantspec package in your browser

Any scripts or data that you put into this service are public.

quantspec documentation built on May 29, 2017, 3:34 p.m.