Files in quantspec
Quantile-Based Spectral Analysis of Time Series

MD5
NEWS
NAMESPACE
DESCRIPTION
build/vignette.rds
src/computeSdNaive.cpp
src/RcppExports.cpp
src/computeCoherency.cpp
data/wheatprices.rdata
data/datalist
data/sp500.rdata
R/Class-LagOperator.R R/Class-BootPos.R R/Class-KernelWeight.R R/Class-QRegEstimator.R R/Class-MovingBlocks.R R/RcppExports.R R/Class-QSpecQuantity.R R/generics.R R/Class-ClippedFT.R R/Class-IntegrQuantileSD.R R/Class-LagKernelWeight.R R/Class-ClippedCov.R R/Class-FreqRep.R R/kernels.R R/aux-functions.R R/Class-QuantilePG.R R/Class-LagEstimator.R R/Class-SpecDistrWeight.R R/quantspec-package.R R/Class-QuantileSD.R R/data.R R/Class-Weight.R R/deprecated.R R/models.R R/Class-SmoothedPG.R demo/wheatprices.R demo/qar-simulation.R
demo/00Index
demo/sp500.R
vignettes/quantspec.Rnw
vignettes/quantspec-csd-hp.pdf
vignettes/quantspec-refs.bib
man/MovingBlocks-class.Rd man/ClippedCov-class.Rd man/frequenciesValidator.Rd man/getValues-LagEstimator.Rd man/getFreqRep-QuantilePG.Rd man/plot-LagKernelWeight.Rd man/LagKernelWeight-constructor.Rd man/ClippedCov-constructor.Rd man/data-sp500.Rd man/kernels.Rd man/generics-accessors.Rd man/getSdBoot-LagEstimator.Rd man/getTs-QuantileSD.Rd man/quantspec-defunct.Rd man/getLevels-LagOperator.Rd man/QRegEstimator-class.Rd man/LagEstimator-class.Rd man/getCoherency-QuantileSD.Rd man/plot-SmoothedPG.Rd man/getQuantilePG-SmoothedPG.Rd man/LagOperator-class.Rd man/KernelWeight-class.Rd man/getMaxLag-LagOperator.Rd man/getValues-LagOperator.Rd man/ts-models-QAR1.Rd man/is.wholenumber.Rd man/getSdNaive-LagEstimator.Rd man/getQuantileSD-IntegrQuantileSD.Rd man/getQuantilePG-QuantileSD.Rd man/getY-FreqRep.Rd man/getFrequencies-FreqRep.Rd man/plot-QuantileSD.Rd man/IntegrQuantileSD-constructor.Rd man/getValues-LagKernelWeight.Rd man/getW-LagKernelWeight.Rd man/getBw-LagKernelWeight.Rd man/getDescr-Weight.Rd man/FreqRep-class.Rd man/getN-QuantileSD.Rd man/QuantileSD-constructor.Rd man/SpecDistrWeight-class.Rd man/plot-SpecDistrWeight.Rd man/plot-LagOperator.Rd man/getR-QuantileSD.Rd man/plot-IntegrQuantileSD.Rd man/SpecDistrWeight-constructor.Rd man/QuantileSD-class.Rd man/QuantilePG-constructor.Rd man/plot-LagEstimator.Rd man/getWnj-KernelWeight.Rd man/generics-associations.Rd man/Weight-class.Rd man/plot-KernelWeight.Rd man/getWeight-SmoothedPG.Rd man/getLevels-FreqRep.Rd man/SmoothedPG-class.Rd man/quantspec-package.Rd man/LagEstimator-constructor.Rd man/timeSeriesValidator.Rd man/getSdBoot-SmoothedPG.Rd man/dot-computeSdNaive.Rd man/getValues-QuantileSD.Rd man/generics-functions.Rd man/KernelWeight-constructor.Rd man/ts-models-AR2.Rd man/getParallel-QRegEstimator.Rd man/MovingBlocks-constructor.Rd man/closest.pos.Rd man/getValues-KernelWeight.Rd man/getBw-KernelWeight.Rd man/getSdNaive-SmoothedPG.Rd man/getPointwiseCIs-LagEstimator.Rd man/getW-KernelWeight.Rd man/getValues-FreqRep.Rd man/getLagOperator-LagEstimator.Rd man/ts-models-AR1.Rd man/getIsRankBased-FreqRep.Rd man/getStdError-QuantileSD.Rd man/ts-models.Rd man/lenTS.Rd man/QRegEstimator-constructor.Rd man/getValues-SpecDistrWeight.Rd man/getB-LagOperator.Rd man/getBootPos-LagOperator.Rd man/plot-QuantilePG.Rd man/LagKernelWeight-class.Rd man/getBootPos-FreqRep.Rd man/BootPos-class.Rd man/plot-FreqRep.Rd man/getCoherencySdNaive-SmoothedPG.Rd man/SmoothedPG-constructor.Rd man/getIsRankBased-LagOperator.Rd man/getWeight-LagEstimator.Rd man/getType-QuantileSD.Rd man/getValues-IntegrQuantileSD.Rd man/getFrequencies-QSpecQuantity.Rd man/getCoherency-SmoothedPG.Rd man/getPointwiseCIs-SmoothedPG.Rd man/data-wheatprices.Rd man/IntegrQuantileSD-class.Rd man/getB-FreqRep.Rd man/dot-computeCoherency.Rd man/QSpecQuantity-class.Rd man/getPositions-MovingBlocks.Rd man/getValues-SmoothedPG.Rd man/getValues-QuantilePG.Rd man/ClippedFT-class.Rd man/ts-models-ARCH1.Rd man/increasePrecision-QuantileSD.Rd man/ClippedFT-constructor.Rd man/QuantilePG-class.Rd man/getMeanPG-QuantileSD.Rd man/getLevels-QSpecQuantity.Rd
man/figures/csd.png
man/figures/main2.png
man/figures/csd-mv.pdf
man/figures/csd-mv.png
man/figures/main.pdf man/figures/main-mv.pdf
man/figures/main.png
man/figures/main2-mv.pdf man/figures/csd.pdf
man/figures/main-mv.png
man/figures/main2.pdf
man/figures/main2-mv.png
tests/testthat.R tests/testthat/test-QuantilePG.R tests/testthat/test-frequencyValidator.R tests/testthat/test-LagEstimator.R tests/testthat/test-multivariate.R tests/testthat/test-ClippedCov.R tests/testthat/load-ref.R tests/testthat/test-ClippedFT.R tests/testthat/test-SmoothedPG.R
inst/CITATION
inst/doc/quantspec.Rnw
inst/doc/quantspec.pdf inst/doc/quantspec.R
inst/extdata/ref-results.rdata
inst/examples/SmoothedPG-Kernel.R inst/examples/QuantilePG.R inst/examples/QuantileSD.R inst/examples/SmoothedPG-SpecDistr.R inst/examples/QRegEstimator-parallel.R inst/examples/FreqRep.R
quantspec documentation built on July 15, 2020, 1:07 a.m.