Man pages for quantspec
Quantile-Based Spectral Analysis of Time Series
| BootPos-class | Class for Generation of Bootstrapped Replications of a Time... |
| ClippedCov-class | Class to calculate copula covariances from a time series with... |
| ClippedCov-constructor | Create an instance of the 'ClippedCov' class. |
| ClippedFT-class | Class for Fourier transform of the clipped time series. |
| ClippedFT-constructor | Create an instance of the 'ClippedFT' class. |
| closest.pos | Positions of elements which are closest to some reference... |
| data-sp500 | S&P 500: Standard and Poor's 500 stock index, 2007-2010 |
| data-wheatprices | Beveridge's Wheat Price Index (detrended and demeaned),... |
| dot-computeCoherency | Workhorse function for 'getCoherency-SmoothedPG'. |
| dot-computeSdNaive | Workhorse function for 'getSdNaive-SmoothedPG'. |
| FreqRep-class | Class for Frequency Representation. |
| frequenciesValidator | Validates if frequencies are Fourier frequencies from [0,pi]. |
| generics-accessors | Generic functions for accessing attributes of objects |
| generics-associations | Generic functions for accessing associations of objects |
| generics-functions | Generic functions for implementation of methods of a class |
| getB-FreqRep | Get 'B' from a 'FreqRep' object. |
| getB-LagOperator | Get 'B' from a 'LagOperator' object. |
| getBootPos-FreqRep | Get associated 'BootPos' from a 'FreqRep'. |
| getBootPos-LagOperator | Get associated 'BootPos' from a 'LagOperator'. |
| getBw-KernelWeight | Get attribute 'bw' (bandwidth / scaling parameter used for... |
| getBw-LagKernelWeight | Get attribute 'bw' (bandwidth / scaling parameter used for... |
| getCoherency-QuantileSD | Compute quantile coherency from a quantile spectral density... |
| getCoherencySdNaive-SmoothedPG | Get estimates for the standard deviation of the coherency... |
| getCoherency-SmoothedPG | Compute quantile coherency from a smoothed quantile... |
| getDescr-Weight | Get attribute 'descr' from a 'Weight'. |
| getFreqRep-QuantilePG | Get associated 'FreqRep' from a 'QuantilePG'. |
| getFrequencies-FreqRep | Get attribute 'frequencies' from a 'FreqRep'. |
| getFrequencies-QSpecQuantity | Get attribute 'frequencies' from a 'QSpecQuantity'. |
| getIsRankBased-FreqRep | Get 'isRankBased' from a 'FreqRep' object |
| getIsRankBased-LagOperator | Get 'isRankBased' from a 'LagOperator' object |
| getLagOperator-LagEstimator | Get associated 'LagOperator' from a 'LagEstimator'. |
| getLevels-FreqRep | Get attribute 'levels' from a 'FreqRep'. |
| getLevels-LagOperator | Get attribute 'levels' from a 'LagOperator'. |
| getLevels-QSpecQuantity | Get attribute 'levels' from a 'QSpecQuantity'. |
| getMaxLag-LagOperator | Get 'maxLag' from a 'LagOperator' object. |
| getMeanPG-QuantileSD | Get 'meanPG' from a quantile spectral density kernel |
| getN-QuantileSD | Get 'N' from a quantile spectral density kernel |
| getParallel-QRegEstimator | Get 'getParallel' from a 'QRegEstimator' object |
| getPointwiseCIs-LagEstimator | Get pointwise confidence intervals for the quantile spectral... |
| getPointwiseCIs-SmoothedPG | Get pointwise confidence intervals for the quantile spectral... |
| getPositions-MovingBlocks | Get Positions for the Moving Blocks Bootstrap. |
| getQuantilePG-QuantileSD | Get associated 'QuantilePG' from a 'QuantileSD'. |
| getQuantilePG-SmoothedPG | Get associated 'QuantilePG' from a 'SmoothedPG'. |
| getQuantileSD-IntegrQuantileSD | Get associated 'getQuantileSD' from an 'IntegrQuantileSD'. |
| getR-QuantileSD | Get 'R' from a quantile spectral density kernel |
| getSdBoot-LagEstimator | Get bootstrap estimates for the standard deviation of the... |
| getSdBoot-SmoothedPG | Get bootstrap estimates for the standard deviation of the... |
| getSdNaive-LagEstimator | Get estimates for the standard deviation of the lagEstimator... |
| getSdNaive-SmoothedPG | Get estimates for the standard deviation of the smoothed... |
| getStdError-QuantileSD | Get 'stdError' from a quantile spectral density kernel |
| getTs-QuantileSD | Get 'ts' from a quantile spectral density kernel |
| getType-QuantileSD | Get 'type' from a quantile spectral density kernel |
| getValues-FreqRep | Get values from a frequency representation. |
| getValues-IntegrQuantileSD | Get values from a simulated integrated quantile spectral... |
| getValues-KernelWeight | Get values from a weight object determined by a kernel... |
| getValues-LagEstimator | Get values from a lag-window type estimator. |
| getValues-LagKernelWeight | Get values from a weight object determined by a kernel... |
| getValues-LagOperator | Get attribute 'values' from a 'LagOperator'. |
| getValues-QuantilePG | Get values from a quantile periodogram. |
| getValues-QuantileSD | Get values from a quantile spectral density kernel |
| getValues-SmoothedPG | Get values from a smoothed quantile periodogram. |
| getValues-SpecDistrWeight | Get values from a weight object of type 'SpecDistrWeight' |
| getWeight-LagEstimator | Get associated 'Weight' from a 'LagEstimator'. |
| getWeight-SmoothedPG | Get associated 'Weight' from a 'SmoothedPG'. |
| getW-KernelWeight | Get attribute 'W' (kernel used for smoothing) from a... |
| getW-LagKernelWeight | Get attribute 'W' (kernel used for smoothing) from a... |
| getWnj-KernelWeight | Get attribute 'Wnj' from a 'QSpecQuantity'. |
| getY-FreqRep | Get 'Y' from a 'FreqRep' object. |
| increasePrecision-QuantileSD | Increase the precision of a 'QuantileSD' |
| IntegrQuantileSD-class | Class for a simulated integrated quantile (i. e., Laplace or... |
| IntegrQuantileSD-constructor | Create an instance of the 'IntegrQuantileSD' class. |
| is.wholenumber | Checks whether 'x' contains integer numbers. |
| kernels | Kernel function. |
| KernelWeight-class | Class for Brillinger-type Kernel weights. |
| KernelWeight-constructor | Create an instance of the 'KernelWeight' class. |
| LagEstimator-class | Class for a lag-window type estimator. |
| LagEstimator-constructor | Create an instance of the 'LagEstimator' class. |
| LagKernelWeight-class | Class for lag window generators |
| LagKernelWeight-constructor | Create an instance of the 'LagKernelWeight' class. |
| LagOperator-class | Interface Class to access different types of operators on... |
| lenTS | Validates if 'Y' is of an appropriate type for a time series... |
| MovingBlocks-class | Class for Moving Blocks Bootstrap implementation. |
| MovingBlocks-constructor | Create an instance of the 'MovingBlocks' class. |
| plot-FreqRep | Plot the values of the 'FreqRep'. |
| plot-IntegrQuantileSD | Plot the values of the 'IntegrQuantileSD'. |
| plot-KernelWeight | Plot the values of the 'KernelWeight'. |
| plot-LagEstimator | Plot the values of a 'LagEstimator'. |
| plot-LagKernelWeight | Plot the values of the 'LagKernelWeight'. |
| plot-LagOperator | Plot the values of the 'LagOperator'. |
| plot-QuantilePG | Plot the values of the 'QuantilePG'. |
| plot-QuantileSD | Plot the values of the 'QuantileSD'. |
| plot-SmoothedPG | Plot the values of a 'SmoothedPG'. |
| plot-SpecDistrWeight | Plot the values of the 'SpecDistrWeight'. |
| QRegEstimator-class | Class for quantile regression-based estimates in the harmonic... |
| QRegEstimator-constructor | Create an instance of the 'QRegEstimator' class. |
| QSpecQuantity-class | Class for a Quantile Spectral Estimator. |
| QuantilePG-class | Class for a quantile (i. e., Laplace or copula) periodogram. |
| QuantilePG-constructor | Create an instance of the 'QuantilePG' class. |
| QuantileSD-class | Class for a simulated quantile (i. e., Laplace or copula)... |
| QuantileSD-constructor | Create an instance of the 'QuantileSD' class. |
| quantspec-defunct | Defunct functions in package quantspec |
| quantspec-package | Quantile-Based Spectral Analysis of Time Series |
| SmoothedPG-class | Class for a smoothed quantile periodogram. |
| SmoothedPG-constructor | Create an instance of the 'SmoothedPG' class. |
| SpecDistrWeight-class | Class for weights to estimate integrated spectral density... |
| SpecDistrWeight-constructor | Create an instance of the 'SpecDistrWeight' class. |
| timeSeriesValidator | Validates if 'Y' is of an appropriate type and converts to a... |
| ts-models | Functions to simulate from the time series models in Kley et.... |
| ts-models-AR1 | Simulation of an AR(1) time series. |
| ts-models-AR2 | Simulation of an AR(2) time series. |
| ts-models-ARCH1 | Simulation of an ARCH(1) time series. |
| ts-models-QAR1 | Simulation of an QAR(1) time series. |
| Weight-class | Interface Class to access different types of weighting... |
