quantspec (0.2)

Quantile-based Spectral Analysis of Time Series.

http://www.ruhr-uni-bochum.de/mathematik3/team/kley.html
http://cran.r-project.org/web/packages/quantspec

Methods to determine, smooth and plot Laplace periodograms and rank-based Laplace periodograms for univariate time series.

Maintainer: Tobias Kley
Author(s): Tobias Kley

License: GPL (>= 2)

Uses: quantreg, rje, zoo, FinTS
Reverse depends: QPBoot

Released over 7 years ago.