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tsqn  

Applications of the Qn Estimator to Time Series (Univariate and Multivariate)
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("tsqn", "1.0.0")



Attach the package and use:
library("tsqn")
Maintained by
Higor Cotta
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2017-03-29
Latest Update: 2017-03-29
Description:
Time Series Qn is a package with applications of the Qn estimator of Rousseeuw and Croux (1993) <doi:10.1080/01621459.1993.10476408> to univariate and multivariate Time Series in time and frequency domains. More specifically, the robust estimation of autocorrelation or autocovariance matrix functions from Ma and Genton (2000, 2001) <doi:10.1111/1467-9892.00203>, <doi:10.1006/jmva.2000.1942> and Cotta (2017) <doi:10.13140/RG.2.2.14092.10883> are provided. The robust pseudo-periodogram of Molinares et. al. (2009) <doi:10.1016/j.jspi.2008.12.014> is also given. This packages also provides the M-estimator of the long-memory parameter d based on the robustification of the GPH estimator proposed by Reisen et al. (2017) <doi:10.1016/j.jspi.2017.02.008>.
How to cite:
Higor Cotta (2017). tsqn: Applications of the Qn Estimator to Time Series (Univariate and Multivariate). R package version 1.0.0, https://cran.r-project.org/web/packages/tsqn. Accessed 25 Jun. 2026.
Previous versions and publish date:
1.0.0 (2017-03-29 19:50)
Other packages that cited tsqn R package
View tsqn citation profile
Other R packages that tsqn depends, imports, suggests or enhances
Complete documentation for tsqn
Functions, R codes and Examples using the tsqn R package
Some associated functions: GPH_estimate . PerQn . PerioMrob . corMatQn . corQn . covMatQn . covQn . plot.robacf . robacf . tsqn . 
Some associated R codes: cor_mat_qn.R . cor_qn.R . cov_mat_qn.R . cov_qn.R . plot_rob_acf.R . robacf.R .  Full tsqn package functions and examples
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