Quantile-Based Spectral Analysis of Time Series
Validates if Y is of an appropriate type and converts to a numeric.
Interface Class to access different types of weighting functions.
Get Y from a FreqRep object.
Plot the values of a LagEstimator.
Plot the values of the LagKernelWeight.
Plot the values of the LagOperator.
Plot the values of the QuantilePG.
Plot the values of the QuantileSD.
Plot the values of a SmoothedPG.
Get attribute bw (bandwidth / scaling parameter used for smoothing) ...
Class for Generation of Bootstrapped Replications of a Time Series.
Class to calculate copula covariances from a time series with given le...
Create an instance of the ClippedCov class.
Class for Fourier transform of the clipped time series.
Create an instance of the ClippedFT class.
Positions of elements which are closest to some reference elements.
S&P 500: Standard and Poor's 500 stock index, 2007--2010
Beveridge's Wheat Price Index (detrended and demeaned), 1500--1869
Workhorse function for getCoherency-SmoothedPG.
Workhorse function for getSdNaive-SmoothedPG.
Class for Frequency Representation.
Get attribute levels from a LagOperator.
Get attribute levels from a QSpecQuantity.
Validates if frequencies are Fourier frequencies from .
Generic functions for accessing attributes of objects
Generic functions for accessing associations of objects
Generic functions for implementation of methods of a class
Get B from a FreqRep object.
Get B from a LagOperator object.
Get associated BootPos from a FreqRep.
Get associated BootPos from a LagOperator.
Get attribute bw (bandwidth / scaling parameter used for smoothing) ...
Get maxLag from a LagOperator object.
Compute quantile coherency from a quantile spectral density kernel
Compute quantile coherency from a smoothed quantile periodogram.
Get estimates for the standard deviation of the coherency computed fro...
Get attribute descr from a Weight.
Get associated FreqRep from a QuantilePG.
Get attribute frequencies from a FreqRep.
Get attribute frequencies from a QSpecQuantity.
Get isRankBased from a FreqRep object
Get isRankBased from a LagOperator object
Get associated LagOperator from a LagEstimator.
Get attribute levels from a FreqRep.
Get meanPG from a quantile spectral density kernel
Get N from a quantile spectral density kernel
Get getParallel from a QRegEstimator object
Get pointwise confidence intervals for the quantile spectral density k...
Get pointwise confidence intervals for the quantile spectral density k...
Get Positions for the Moving Blocks Bootstrap.
Get associated QuantilePG from a QuantileSD.
Get associated QuantilePG from a SmoothedPG.
Get associated getQuantileSD from an IntegrQuantileSD.
Get R from a quantile spectral density kernel
Get type from a quantile spectral density kernel
Get attribute Wnj from a QSpecQuantity.
Get bootstrap estimates for the standard deviation of the lag-window t...
Get bootstrap estimates for the standard deviation of the smoothed qua...
Get estimates for the standard deviation of the lagEstimator derived f...
Get estimates for the standard deviation of the smoothed quantile peri...
Get stdError from a quantile spectral density kernel
Get ts from a quantile spectral density kernel
Get values from a frequency representation.
Get values from a simulated integrated quantile spectral density kerne...
Get values from a weight object determined by a kernel function W an...
Get values from a lag-window type estimator.
Get values from a weight object determined by a kernel function W an...
Get attribute values from a LagOperator.
Get values from a quantile periodogram.
Get values from a quantile spectral density kernel
Get values from a smoothed quantile periodogram.
Get values from a weight object of type SpecDistrWeight
Get attribute W (kernel used for smoothing) from a KernelWeight.
Get attribute W (kernel used for smoothing) from a LagKernelWeight...
Get associated Weight from a LagEstimator.
Get associated Weight from a SmoothedPG.
Increase the precision of a QuantileSD
Class for a simulated integrated quantile (i. e., Laplace or copula) d...
Create an instance of the IntegrQuantileSD class.
Checks whether x contains integer numbers.
Kernel function.
Class for weights to estimate integrated spectral density kernels.
Class for Brillinger-type Kernel weights.
Create an instance of the KernelWeight class.
Class for a lag-window type estimator.
Create an instance of the LagEstimator class.
Class for lag window generators
Create an instance of the LagKernelWeight class.
Interface Class to access different types of operators on time series.
Validates if Y is of an appropriate type for a time series and retur...
Class for Moving Blocks Bootstrap implementation.
Create an instance of the MovingBlocks class.
Plot the values of the FreqRep.
Plot the values of the IntegrQuantileSD.
Plot the values of the KernelWeight.
Plot the values of the SpecDistrWeight.
Class for quantile regression-based estimates in the harmonic linear m...
Create an instance of the QRegEstimator class.
Class for a Quantile Spectral Estimator.
Class for a quantile (i. e., Laplace or copula) periodogram.
Create an instance of the SpecDistrWeight class.
Create an instance of the QuantilePG class.
Class for a simulated quantile (i. e., Laplace or copula) density kern...
Create an instance of the QuantileSD class.
Defunct functions in package quantspec
Quantile-Based Spectral Analysis of Time Series
Class for a smoothed quantile periodogram.
Create an instance of the SmoothedPG class.
Simulation of an AR(1) time series.
Simulation of an AR(2) time series.
Simulation of an ARCH(1) time series.
Simulation of an QAR(1) time series.
Functions to simulate from the time series models in Kley et. al (2016...
Methods to determine, smooth and plot quantile periodograms for univariate and multivariate time series. See Kley (2016) <doi:10.18637/jss.v070.i03> for a description and tutorial.