qfa: Quantile-Frequency Analysis (QFA) of Time Series

Quantile-frequency analysis (QFA) of univariate or multivariate time series based on the method of 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:	1.2
Depends:	R (≥ 3.5)
Imports:	RhpcBLASctl, doParallel, fields, foreach, mgcv, nlme, parallel, quantreg, splines, stats, graphics, colorRamps
Published:	2023-01-18
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

Documentation:

Reference manual:

qfa.pdf

Downloads:

Package source:	qfa_1.2.tar.gz
Windows binaries:	r-devel: qfa_1.2.zip, r-release: qfa_1.2.zip, r-oldrel: qfa_1.2.zip
macOS binaries:	r-release (arm64): qfa_1.2.tgz, r-oldrel (arm64): qfa_1.2.tgz, r-release (x86_64): qfa_1.2.tgz, r-oldrel (x86_64): qfa_1.2.tgz
Old sources:	qfa archive

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