qfa: Quantile-Frequency Analysis (QFA) of Time Series
Quantile-frequency analysis (QFA) of time series based on trigonometric quantile regression.
References:
[1] Li, T.-H. (2012) "Quantile periodograms", Journal of the American Statistical
Association, 107, 765–776, <doi:10.1080/01621459.2012.682815>.
[2] Li, T.-H. (2014) Time Series with Mixed Spectra, CRC Press, <doi:10.1201/b15154>
[3] Li, T.-H. (2022) "Quantile Fourier transform, quantile series, and nonparametric
estimation of quantile spectra", <doi:10.48550/arXiv.2211.05844>.
[4] Li, T.-H. (2024) "Quantile crossing spectrum and spline autoregression
estimation," <doi:10.48550/arXiv.2412.02513>.
| Version: |
3.1 |
| Depends: |
R (≥ 3.5) |
| Imports: |
RhpcBLASctl, doParallel, fields, foreach, mgcv, nlme, parallel, quantreg, splines, stats, graphics, colorRamps, MASS |
| Published: |
2024-12-20 |
| DOI: |
10.32614/CRAN.package.qfa |
| Author: |
Ta-Hsin Li [cre, aut] |
| Maintainer: |
Ta-Hsin Li <thl024 at outlook.com> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: |
https://github.com/IBM/qfa, https://github.com/thl2019/QFA |
| NeedsCompilation: |
yes |
| CRAN checks: |
qfa results |
Documentation:
Downloads:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=qfa
to link to this page.