quantspec: Quantile-Based Spectral Analysis of Time Series

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)
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")

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quantspec documentation built on May 2, 2019, 2:13 a.m.