Other packages > Find by keyword >

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 26 Jun. 2026.
Previous versions and publish date:
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
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
poptrend  
Estimate Smooth and Linear Trends from Population Count Survey Data
Functions to estimate and plot smooth or linear population trends, or population indices, from anim ...
Download / Learn more Package Citations See dependency  
infotheo  
Information-Theoretic Measures
Implements various measures of information theory based on several entropy estimators. ...
Download / Learn more Package Citations See dependency  
colormap  
Color Palettes using Colormaps Node Module
Allows to generate colors from palettes defined in the colormap module of 'Node.js'. (see ...
Download / Learn more Package Citations See dependency  
PoisBinOrdNor  
Data Generation with Poisson, Binary, Ordinal and Normal Components
Generation of multiple count, binary, ordinal and normal variables simultaneously given the marginal ...
Download / Learn more Package Citations See dependency  
tactile  
New and Extended Plots, Methods, and Panel Functions for 'lattice'
Extensions to 'lattice', providing new high-level functions, methods for existing functions, panel f ...
Download / Learn more Package Citations See dependency  

27,535

R Packages

236,180

Dependencies

73,223

Author Associations

27,536

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA