Quantile-Frequency Analysis (QFA) of Time Series

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Documentation for package ‘qfa’ version 4.0

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birthweight Birthweight data
engel Engel food expenditure data
per Periodogram (PER)
qacf Quantile Autocovariance Function (QACF)
qcser Quantile-Crossing Series (QCSER)
qdft Quantile Discrete Fourier Transform (QDFT)
qdft2qacf Quantile Autocovariance Function (QACF)
qdft2qper Quantile Periodogram (QPER)
qdft2qser Quantile Series (QSER)
qfa.plot Quantile-Frequency Plot
qkl.divergence Kullback-Leibler Divergence of Quantile Spectral Estimate
qper Quantile Periodogram (QPER)
qper2 Quantile Periodogram Type II (QPER2)
qser Quantile Series (QSER)
qser2ar Autoregression (AR) Model of Quantile Series
qser2qacf ACF of Quantile Series (QSER) or Quantile-Crossing Series (QCACF)
qser2sar Spline Autoregression (SAR) Model of Quantile Series
qspec.ar Autoregression (AR) Estimator of Quantile Spectrum
qspec.lw Lag-Window (LW) Estimator of Quantile Spectrum
qspec.sar Spline Autoregression (SAR) Estimator of Quantile Spectrum
qspec2qcoh Quantile Coherence Spectrum
sar.eq.bootstrap Bootstrap Simulation of SAR Coefficients for Testing Equality of Granger-Causality in Two Samples
sar.eq.test Wald Test and Confidence Band for Equality of Granger-Causality in Two Samples
sar.gc.bootstrap Bootstrap Simulation of SAR Coefficients for Granger-Causality Analysis
sar.gc.coef Extraction of SAR Coefficients for Granger-Causality Analysis
sar.gc.test Wald Test and Confidence Band for Granger-Causality Analysis
sqdft Spline Quantile Discrete Fourier Transform (SQDFT) of Time Series
sqdft.fit Spline Quantile Discrete Fourier Transform (SQDFT) of Time Series Given Smoothing Parameter
sqr Spline Quantile Regression (SQR) by formula
sqr.fit Spline Quantile Regression (SQR)
sqr.fit.optim Spline Quantile Regression (SQR) by Gradient Algorithms
tqr.fit Trigonometric Quantile Regression (TQR)
tsqr.fit Trigonometric Spline Quantile Regression (TSQR) of Time Series
yearssn Yearly sunspot numbers