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quantspec  

Quantile-Based Spectral Analysis of Time Series
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("quantspec", "1.2-4")



Attach the package and use:
library("quantspec")
Maintained by
Tobias Kley
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2011-12-08
Latest Update: 2024-07-11
Description:
Methods to determine, smooth and plot quantile periodograms for univariate and multivariate time series. See Kley (2016) for a description and tutorial.
How to cite:
Tobias Kley (2011). quantspec: Quantile-Based Spectral Analysis of Time Series. R package version 1.2-4, https://cran.r-project.org/web/packages/quantspec. Accessed 16 Jul. 2026.
Previous versions and publish date:
(2026-07-09 06:46), 0.1 (2011-12-08 21:09), 0.2 (2012-01-09 12:54), 1.0-0 (2014-04-27 19:35), 1.0-1 (2014-06-06 02:23), 1.0-2 (2014-11-22 00:31), 1.0-3 (2015-03-26 17:18), 1.1-0 (2015-09-27 09:50), 1.2-0 (2015-10-20 10:58), 1.2-1 (2016-03-28 00:28), 1.2-2 (2020-04-22 12:02), 1.2-3 (2020-07-15 00:50)
Other packages that cited quantspec R package
View quantspec citation profile
Other R packages that quantspec depends, imports, suggests or enhances
Complete documentation for quantspec
Functions, R codes and Examples using the quantspec R package
Some associated functions: BootPos-class . ClippedCov-class . ClippedCov-constructor . ClippedFT-class . ClippedFT-constructor . FreqRep-class . IntegrQuantileSD-class . IntegrQuantileSD-constructor . KernelWeight-class . KernelWeight-constructor . LagEstimator-class . LagEstimator-constructor . LagKernelWeight-class . LagKernelWeight-constructor . LagOperator-class . MovingBlocks-class . MovingBlocks-constructor . QRegEstimator-class . QRegEstimator-constructor . QSpecQuantity-class . QuantilePG-class . QuantilePG-constructor . QuantileSD-class . QuantileSD-constructor . SmoothedPG-class . SmoothedPG-constructor . SpecDistrWeight-class . SpecDistrWeight-constructor . Weight-class . closest.pos . data-sp500 . data-wheatprices . dot-computeCoherency . dot-computeSdNaive . frequenciesValidator . generics-accessors . generics-associations . generics-functions . getB-FreqRep . getB-LagOperator . getBootPos-FreqRep . getBootPos-LagOperator . getBw-KernelWeight . getBw-LagKernelWeight . getCoherency-QuantileSD . getCoherency-SmoothedPG . getCoherencySdNaive-SmoothedPG . getDescr-Weight . getFreqRep-QuantilePG . getFrequencies-FreqRep . getFrequencies-QSpecQuantity . getIsRankBased-FreqRep . getIsRankBased-LagOperator . getLagOperator-LagEstimator . getLevels-FreqRep . getLevels-LagOperator . getLevels-QSpecQuantity . getMaxLag-LagOperator . getMeanPG-QuantileSD . getN-QuantileSD . getParallel-QRegEstimator . getPointwiseCIs-LagEstimator . getPointwiseCIs-SmoothedPG . getPositions-MovingBlocks . getQuantilePG-QuantileSD . getQuantilePG-SmoothedPG . getQuantileSD-IntegrQuantileSD . getR-QuantileSD . getSdBoot-LagEstimator . getSdBoot-SmoothedPG . getSdNaive-LagEstimator . getSdNaive-SmoothedPG . getStdError-QuantileSD . getTs-QuantileSD . getType-QuantileSD . getValues-FreqRep . getValues-IntegrQuantileSD . getValues-KernelWeight . getValues-LagEstimator . getValues-LagKernelWeight . getValues-LagOperator . getValues-QuantilePG . getValues-QuantileSD . getValues-SmoothedPG . getValues-SpecDistrWeight . getW-KernelWeight . getW-LagKernelWeight . getWeight-LagEstimator . getWeight-SmoothedPG . getWnj-KernelWeight . getY-FreqRep . increasePrecision-QuantileSD . is.wholenumber . kernels . lenTS . plot-FreqRep . plot-IntegrQuantileSD . plot-KernelWeight . plot-LagEstimator . plot-LagKernelWeight . plot-LagOperator . plot-QuantilePG . plot-QuantileSD . plot-SmoothedPG . plot-SpecDistrWeight . quantspec-defunct . quantspec-package . timeSeriesValidator . ts-models-AR1 . ts-models-AR2 . ts-models-ARCH1 . ts-models-QAR1 . ts-models . 
Some associated R codes: Class-BootPos.R . Class-ClippedCov.R . Class-ClippedFT.R . Class-FreqRep.R . Class-IntegrQuantileSD.R . Class-KernelWeight.R . Class-LagEstimator.R . Class-LagKernelWeight.R . Class-LagOperator.R . Class-MovingBlocks.R . Class-QRegEstimator.R . Class-QSpecQuantity.R . Class-QuantilePG.R . Class-QuantileSD.R . Class-SmoothedPG.R . Class-SpecDistrWeight.R . Class-Weight.R . RcppExports.R . aux-functions.R . data.R . deprecated.R . generics.R . kernels.R . models.R . quantspec-package.R .  Full quantspec package functions and examples
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