Methods to determine, smooth and plot quantile periodograms for univariate and multivariate time series.

Maintainer: Tobias Kley <t.kley at lse.ac.uk>

Author(s): Tobias Kley*, Stefan Birr* (Contributions to lag window estimation)

Install package and any missing dependencies by running this line in your R console:

install.packages("quantspec")

Depends R (>= 3.0.0), stats4
Imports methods, graphics, quantreg, abind, zoo, snowfall, Rcpp(>=0.11.0)
Suggests testthat
Enhances
Linking to Rcpp
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depends
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linking to

Package quantspec
Materials
URL http://github.com/tobiaskley/quantspec
Task Views TimeSeries
Version 1.2-1
Published 2016-03-28
License GPL (>= 2)
BugReports http://github.com/tobiaskley/quantspec/issues
SystemRequirements
NeedsCompilation yes
Citation
CRAN checks quantspec check results
Package source quantspec_1.2-1.tar.gz