Man pages for quantspec
Quantile-Based Spectral Analysis of Time Series

BootPos-classClass for Generation of Bootstrapped Replications of a Time...
ClippedCov-classClass to calculate copula covariances from a time series with...
ClippedCov-constructorCreate an instance of the 'ClippedCov' class.
ClippedFT-classClass for Fourier transform of the clipped time series.
ClippedFT-constructorCreate an instance of the 'ClippedFT' class.
closest.posPositions of elements which are closest to some reference...
data-sp500S&P 500: Standard and Poor's 500 stock index, 2007-2010
data-wheatpricesBeveridge's Wheat Price Index (detrended and demeaned),...
FreqRep-classClass for Frequency Representation.
frequenciesValidatorValidates if frequencies are Fourier frequencies from [0,pi].
generics-accessorsGeneric functions for accessing attributes of objects
generics-associationsGeneric functions for accessing associations of objects
generics-functionsGeneric functions for implementation of methods of a class
getB-FreqRepGet 'B' from a 'FreqRep' object.
getB-LagOperatorGet 'B' from a 'LagOperator' object.
getBootPos-FreqRepGet associated 'BootPos' from a 'FreqRep'.
getBootPos-LagOperatorGet associated 'BootPos' from a 'LagOperator'.
getBw-KernelWeightGet attribute 'bw' (bandwidth / scaling parameter used for...
getBw-LagKernelWeightGet attribute 'bw' (bandwidth / scaling parameter used for...
getCoherency-QuantileSDCompute quantile coherency from a quantile spectral density...
getCoherencySdNaive-SmoothedPGGet estimates for the standard deviation of the coherency...
getCoherency-SmoothedPGCompute quantile coherency from a smoothed quantile...
getDescr-WeightGet attribute 'descr' from a 'Weight'.
getFreqRep-QuantilePGGet associated 'FreqRep' from a 'QuantilePG'.
getFrequencies-FreqRepGet attribute 'frequencies' from a 'FreqRep'.
getFrequencies-QSpecQuantityGet attribute 'frequencies' from a 'QSpecQuantity'.
getIsRankBased-FreqRepGet 'isRankBased' from a 'FreqRep' object
getIsRankBased-LagOperatorGet 'isRankBased' from a 'LagOperator' object
getLagOperator-LagEstimatorGet associated 'LagOperator' from a 'LagEstimator'.
getLevels-FreqRepGet attribute 'levels' from a 'FreqRep'.
getLevels-LagOperatorGet attribute 'levels' from a 'LagOperator'.
getLevels-QSpecQuantityGet attribute 'levels' from a 'QSpecQuantity'.
getMaxLag-LagOperatorGet 'maxLag' from a 'LagOperator' object.
getMeanPG-QuantileSDGet 'meanPG' from a quantile spectral density kernel
getN-QuantileSDGet 'N' from a quantile spectral density kernel
getParallel-QRegEstimatorGet 'getParallel' from a 'QRegEstimator' object
getPointwiseCIs-LagEstimatorGet pointwise confidence intervals for the quantile spectral...
getPointwiseCIs-SmoothedPGGet pointwise confidence intervals for the quantile spectral...
getPositions-MovingBlocksGet Positions for the Moving Blocks Bootstrap.
getQuantilePG-QuantileSDGet associated 'QuantilePG' from a 'QuantileSD'.
getQuantilePG-SmoothedPGGet associated 'QuantilePG' from a 'SmoothedPG'.
getQuantileSD-IntegrQuantileSDGet associated 'getQuantileSD' from an 'IntegrQuantileSD'.
getR-QuantileSDGet 'R' from a quantile spectral density kernel
getSdBoot-LagEstimatorGet bootstrap estimates for the standard deviation of the...
getSdBoot-SmoothedPGGet bootstrap estimates for the standard deviation of the...
getSdNaive-LagEstimatorGet estimates for the standard deviation of the lagEstimator...
getSdNaive-SmoothedPGGet estimates for the standard deviation of the smoothed...
getStdError-QuantileSDGet 'stdError' from a quantile spectral density kernel
getTs-QuantileSDGet 'ts' from a quantile spectral density kernel
getType-QuantileSDGet 'type' from a quantile spectral density kernel
getValues-FreqRepGet values from a frequency representation.
getValues-IntegrQuantileSDGet values from a simulated integrated quantile spectral...
getValues-KernelWeightGet values from a weight object determined by a kernel...
getValues-LagEstimatorGet values from a lag-window type estimator.
getValues-LagKernelWeightGet values from a weight object determined by a kernel...
getValues-LagOperatorGet attribute 'values' from a 'LagOperator'.
getValues-QuantilePGGet values from a quantile periodogram.
getValues-QuantileSDGet values from a quantile spectral density kernel
getValues-SmoothedPGGet values from a smoothed quantile periodogram.
getValues-SpecDistrWeightGet values from a weight object of type 'SpecDistrWeight'
getWeight-LagEstimatorGet associated 'Weight' from a 'LagEstimator'.
getWeight-SmoothedPGGet associated 'Weight' from a 'SmoothedPG'.
getW-KernelWeightGet attribute 'W' (kernel used for smoothing) from a...
getW-LagKernelWeightGet attribute 'W' (kernel used for smoothing) from a...
getWnj-KernelWeightGet attribute 'Wnj' from a 'QSpecQuantity'.
getY-FreqRepGet 'Y' from a 'FreqRep' object.
increasePrecision-QuantileSDIncrease the precision of a 'QuantileSD'
IntegrQuantileSD-classClass for a simulated integrated quantile (i. e., Laplace or...
IntegrQuantileSD-constructorCreate an instance of the 'IntegrQuantileSD' class.
is.wholenumberChecks whether 'x' contains integer numbers.
kernelsKernel function.
KernelWeight-classClass for Brillinger-type Kernel weights.
KernelWeight-constructorCreate an instance of the 'KernelWeight' class.
LagEstimator-classClass for a lag-window type estimator.
LagEstimator-constructorCreate an instance of the 'LagEstimator' class.
LagKernelWeight-classClass for lag window generators
LagKernelWeight-constructorCreate an instance of the 'LagKernelWeight' class.
LagOperator-classInterface Class to access different types of operators on...
lenTSValidates if 'Y' is of an appropriate type for a time series...
MovingBlocks-classClass for Moving Blocks Bootstrap implementation.
MovingBlocks-constructorCreate an instance of the 'MovingBlocks' class.
plot-FreqRepPlot the values of the 'FreqRep'.
plot-IntegrQuantileSDPlot the values of the 'IntegrQuantileSD'.
plot-KernelWeightPlot the values of the 'KernelWeight'.
plot-LagEstimatorPlot the values of a 'LagEstimator'.
plot-LagKernelWeightPlot the values of the 'LagKernelWeight'.
plot-LagOperatorPlot the values of the 'LagOperator'.
plot-QuantilePGPlot the values of the 'QuantilePG'.
plot-QuantileSDPlot the values of the 'QuantileSD'.
plot-SmoothedPGPlot the values of a 'SmoothedPG'.
plot-SpecDistrWeightPlot the values of the 'SpecDistrWeight'.
QRegEstimator-classClass for quantile regression-based estimates in the harmonic...
QRegEstimator-constructorCreate an instance of the 'QRegEstimator' class.
QSpecQuantity-classClass for a Quantile Spectral Estimator.
QuantilePG-classClass for a quantile (i. e., Laplace or copula) periodogram.
QuantilePG-constructorCreate an instance of the 'QuantilePG' class.
QuantileSD-classClass for a simulated quantile (i. e., Laplace or copula)...
QuantileSD-constructorCreate an instance of the 'QuantileSD' class.
quantspec-defunctDefunct functions in package quantspec
quantspec-packageQuantile-Based Spectral Analysis of Time Series
SmoothedPG-classClass for a smoothed quantile periodogram.
SmoothedPG-constructorCreate an instance of the 'SmoothedPG' class.
SpecDistrWeight-classClass for weights to estimate integrated spectral density...
SpecDistrWeight-constructorCreate an instance of the 'SpecDistrWeight' class.
timeSeriesValidatorValidates if 'Y' is of an appropriate type and converts to a...
ts-modelsFunctions to simulate from the time series models in Kley et....
ts-models-AR1Simulation of an AR(1) time series.
ts-models-AR2Simulation of an AR(2) time series.
ts-models-ARCH1Simulation of an ARCH(1) time series.
ts-models-QAR1Simulation of an QAR(1) time series.
Weight-classInterface Class to access different types of weighting...
quantspec documentation built on May 29, 2017, 3:34 p.m.