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qfa  

Quantile-Frequency Analysis (QFA) of Time Series
View on CRAN: Click here


Download and install qfa package within the R console
Install from CRAN:
install.packages("qfa")

Install from Github:
library("remotes")
install_github("cran/qfa")

Install by package version:
library("remotes")
install_version("qfa", "4.2")



Attach the package and use:
library("qfa")
Maintained by
Ta-Hsin Li
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2013-06-21
Latest Update: 2025-04-09
Description:
Quantile-frequency analysis (QFA) of univariate or multivariate time series based on trigonometric quantile regression. See Li, T.-H. (2012) "Quantile periodograms", Journal of the American Statistical Association, 107, 765
How to cite:
Ta-Hsin Li (2013). qfa: Quantile-Frequency Analysis (QFA) of Time Series. R package version 4.2, https://cran.r-project.org/web/packages/qfa. Accessed 25 Jun. 2026.
Previous versions and publish date:
0.0-10 (2013-06-21 14:28), 1.2 (2023-01-18 10:55), 2.0 (2023-05-17 18:10), 2.1 (2023-08-21 22:40), 3.1 (2024-12-20 10:40), 4.0 (2025-01-08 09:40), 4.1 (2025-04-09 09:40), 4.2 (2025-09-11 07:40)
Other packages that cited qfa R package
View qfa citation profile
Other R packages that qfa depends, imports, suggests or enhances
Complete documentation for qfa
Functions, R codes and Examples using the qfa R package
Some associated functions: ar2qspec . qacf . qdft . qdft2qacf . qdft2qper . qdft2qser . qfa.plot . qkl.divergence . qper . qper2 . qser . qser2ar . qser2sar . qsmooth.qdft . qsmooth.qper . qspec.ar . qspec.lw . qspec.lwqs . qspec.qslw . qspec.sar . qspec.sqrlw . qspec2qcoh . sar.eq.bootstrap . sar.eq.test . sar.gc.bootstrap . sar.gc.coef . sar.gc.test . sqdft . sqr.fit . tqr.fit . tsqr.fit . 
Some associated R codes: qfa2.1.R .  Full qfa package functions and examples
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