qfa: Quantile-Frequency Analysis (QFA) of Time Series
Quantile-frequency analysis (QFA) of univariate or multivariate time series based on trigonometric quantile regression. See Li, T.-H. (2012) "Quantile periodograms", Journal of the American Statistical Association, 107, 765–776, <doi:10.1080/01621459.2012.682815>; Li, T.-H. (2014) Time Series with Mixed Spectra, CRC Press, <doi:10.1201/b15154>; Li, T.-H. (2022) "Quantile Fourier transform, quantile series, and nonparametric estimation of quantile spectra", <doi:10.48550/arXiv.2211.05844>.
| Version: |
2.1 |
| Depends: |
R (≥ 3.5) |
| Imports: |
RhpcBLASctl, doParallel, fields, foreach, mgcv, nlme, parallel, quantreg, splines, stats, graphics, colorRamps, MASS |
| Published: |
2023-08-21 |
| DOI: |
10.32614/CRAN.package.qfa |
| Author: |
Ta-Hsin Li [cre, aut] |
| Maintainer: |
Ta-Hsin Li <thl at us.ibm.com> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: |
https://www.r-project.org, https://github.com/IBM/qfa |
| NeedsCompilation: |
yes |
| CRAN checks: |
qfa results |
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