Quantile-Frequency Analysis (QFA) of Time Series


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Documentation for package ‘qfa’ version 1.2

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qdft Quantile Discrete Fourier Transform (QDFT)
qdft2qacf Quantile Autocovariance Function (QACF)
qdft2qper Quantile Periodogram and Cross-Periodogram (QPER)
qdft2qser Quantile Series (QSER)
qfa.plot Quantile-Frequency Plot
qkl.divergence Kullback-Leibler Divergence of Quantile Spectral Estimate
qper2qcoh Quantile Coherence Spectrum (QCOH)
qsmooth.qdft Quantile Smoothing of Quantile Discrete Fourier Transform
qsmooth.qper Quantile Smoothing of Quantile Periodogram or Spectral Estimate
qspec.lw Lag-Window Estimator of Quantile Spectrum and Cross-Spectrum (QSPEC)
sqdft Spline Quantile Discrete Fourier Transform (SQDFT)
sqr.fit Spline Quantile Regression (SQR)
tqr.fit Trigonometric Quantile Regression (TQR)
tsqr.fit Trigonometric Spline Quantile Regression (TSQR)