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@uni-goettingen.de>
LicenseGPL (>= 2)
Version1.2-4
URL https://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")

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quantspec documentation built on Sept. 11, 2024, 9:15 p.m.