Package: qfa
Type: Package
Title: Quantile-Frequency Analysis (QFA) of Time Series
Version: 3.1
Date: 2024-12-16
Authors@R: c(
	person("Ta-Hsin", "Li", role = c("cre","aut"), email = "thl024@outlook.com")
	)
Maintainer: Ta-Hsin Li <thl024@outlook.com>
Description: Quantile-frequency analysis (QFA) of time series based on trigonometric quantile regression. 
 References:
   [1] Li, T.-H. (2012) "Quantile periodograms", Journal of the American Statistical
         Association, 107, 765–776, <doi:10.1080/01621459.2012.682815>.
   [2] Li, T.-H. (2014) Time Series with Mixed Spectra, CRC Press, <doi:10.1201/b15154>
   [3] Li, T.-H. (2022) "Quantile Fourier transform, quantile series, and nonparametric
         estimation of quantile spectra", <doi:10.48550/arXiv.2211.05844>.
   [4] Li, T.-H. (2024) "Quantile crossing spectrum and spline autoregression
         estimation," <doi:10.48550/arXiv.2412.02513>.
Depends: R (>= 3.5)
Imports: RhpcBLASctl, doParallel, fields, foreach, mgcv, nlme,
        parallel, quantreg, splines, stats, graphics, colorRamps, MASS
License: GPL (>= 2)
URL: https://github.com/IBM/qfa, https://github.com/thl2019/QFA
NeedsCompilation: yes
Encoding: UTF-8
RoxygenNote: 7.3.2
Packaged: 2024-12-16 19:26:37 UTC; thl
Author: Ta-Hsin Li [cre, aut]
Repository: CRAN
Date/Publication: 2024-12-20 09:40:01 UTC
