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... |
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