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.

Package details

AuthorTobias Kley [aut, cre], Stefan Birr [ctb] (Contributions to lag window estimation)
MaintainerTobias Kley <tobias.kley@bristol.ac.uk>
LicenseGPL (>= 2)
URL http://github.com/tobiaskley/quantspec
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the quantspec package in your browser

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

quantspec documentation built on July 15, 2020, 1:07 a.m.