Man pages for tsqn
Applications of the Qn Estimator to Time Series (Univariate and Multivariate)

corMatQnRobust correlation matrix
corQnRobust correlation between the variables 'x' and 'y'
covMatQnRobust covariance matrix
covQnRobust covariance between the variables 'x' and 'y'
GPH_estimateClassical and Robust Geweke and Porter-Hudak (GPH) estimators...
PerioMrobRobust M-periodogram
PerQnRobust periodogram based on the Robust ACF
plot.robacfPlot Robust Autocovariance and Robust Autocorrelation...
robacfRobust autocorrelation or autocovariance function estimation
tsqnApplications of the Qn estimator to time series (univariate...
tsqn documentation built on May 2, 2019, 7:43 a.m.