quantspec: Quantile-based Spectral Analysis of Time Series

Methods to determine, smooth and plot Laplace periodograms and rank-based Laplace periodograms for univariate time series.

Version: 0.2
Depends: R (≥ 2.14.0), quantreg, rje, tcltk, zoo
Suggests: FinTS
Published: 2012-01-09
Author: Tobias Kley
Maintainer: Tobias Kley <tobias.kley at ruhr-uni-bochum.de>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: http://www.ruhr-uni-bochum.de/mathematik3/team/kley.html
NeedsCompilation: no
Citation: quantspec citation info
In views: TimeSeries
CRAN checks: quantspec results

Downloads:

Reference manual: quantspec.pdf
Package source: quantspec_0.2.tar.gz
MacOS X binary: quantspec_0.2.tgz
Windows binary: quantspec_0.2.zip
Old sources: quantspec archive