Package: qfa 3.1
Ta-Hsin Li
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>.
Authors:
qfa_3.1.tar.gz
qfa_3.1.tar.gz(r-4.5-noble)qfa_3.1.tar.gz(r-4.4-noble)
qfa_3.1.tgz(r-4.4-emscripten)qfa_3.1.tgz(r-4.3-emscripten)
qfa.pdf |qfa.html✨
qfa/json (API)
| # Install 'qfa' in R: |
| install.packages('qfa', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/ibm/qfa/issues
Last updated 11 days agofrom:927124f984. Checks:OK: 2. Indexed: no.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Dec 21 2024 |
| R-4.5-linux-x86_64 | OK | Dec 21 2024 |
Exports:perqacfqcserqdftqdft2qacfqdft2qperqdft2qserqfa.plotqkl.divergenceqperqper2qserqser2arqser2qacfqser2sarqspec.arqspec.lwqspec.sarqspec2qcohsar.eq.bootstrapsar.eq.testsar.gc.bootstrapsar.gc.coefsar.gc.testsqr.fittqr.fit
Dependencies:codetoolscolorRampsdoParalleldotCall64fieldsforeachiteratorslatticemapsMASSMatrixMatrixModelsmgcvnlmequantregRcppRhpcBLASctlspamSparseMsurvivalviridisLite
