quantspec: Quantile-based Spectral Analysis of Time Series

Methods to determine, smooth and plot quantile (i. e., Laplace or copula) periodograms for univariate time series.

Version: 1.0-1
Depends: R (≥ 3.0.0), stats4
Imports: methods, graphics, quantreg, testthat, abind, zoo, rje, snowfall
Published: 2014-06-06
Author: Tobias Kley [aut, cre]
Maintainer: Tobias Kley <tobias.kley at ruhr-uni-bochum.de>
BugReports: http://github.com/tobiaskley/quantspec/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: http://github.com/tobiaskley/quantspec
NeedsCompilation: no
Citation: quantspec citation info
Materials: NEWS
In views: TimeSeries
CRAN checks: quantspec results

Downloads:

Reference manual: quantspec.pdf
Vignettes: Quantile-based Spectral Analysis in an Object-oriented Framework and a Reference Implementation in R: The quantspec Package
Package source: quantspec_1.0-1.tar.gz
Windows binaries: r-devel: quantspec_1.0-1.zip, r-release: quantspec_1.0-1.zip, r-oldrel: quantspec_1.0-1.zip
OS X Snow Leopard binaries: r-release: quantspec_1.0-1.tgz, r-oldrel: quantspec_1.0-1.tgz
OS X Mavericks binaries: r-release: quantspec_1.0-1.tgz
Old sources: quantspec archive