quantspec-package | Quantile-Based Spectral Analysis of Time Series |
AR1 | Simulation of an AR(1) time series. |
AR2 | Simulation of an AR(2) time series. |
ARCH1 | Simulation of an ARCH(1) time series. |
BootPos | Class for Generation of Bootstrapped Replications of a Time Series. |
BootPos-class | Class for Generation of Bootstrapped Replications of a Time Series. |
ClippedFT | Class for Fourier transform of the clipped time series. |
clippedFT | Create an instance of the 'ClippedFT' class. |
ClippedFT-class | Class for Fourier transform of the clipped time series. |
ClippedFT-constructor | Create an instance of the 'ClippedFT' class. |
closest.pos | Positions of elements which are closest to some reference elements. |
ct | Defunct functions in package quantspec |
data-sp500 | S&P 500: Standard and Poor's 500 stock index, 2007-2010 |
data-wheatprices | Beveridge's Wheat Price Index (detrended and demeaned), 1500-1869 |
FreqRep | Class for Frequency Representation. |
FreqRep-class | Class for Frequency Representation. |
frequenciesValidator | Validates if frequencies are Fourier frequencies from [0,pi]. |
generics-accessors | Generic functions for accessing attributes of objects |
generics-associations | Generic functions for accessing associations of objects |
generics-functions | Generic functions for implementation of methods of a class |
getB | Generic functions for accessing attributes of objects |
getB-FreqRep | Get 'B' from a 'FreqRep' object. |
getB-method | Get 'B' from a 'FreqRep' object. |
getBootPos | Generic functions for accessing associations of objects |
getBootPos-FreqRep | Get associated 'BootPos' from a 'FreqRep'. |
getBootPos-method | Get associated 'BootPos' from a 'FreqRep'. |
getBw | Generic functions for accessing attributes of objects |
getBw-KernelWeight | Get attribute 'bw' (bandwidth / scaling parameter used for smoothing) from a 'KernelWeight'. |
getBw-method | Get attribute 'bw' (bandwidth / scaling parameter used for smoothing) from a 'KernelWeight'. |
getDescr | Generic functions for accessing attributes of objects |
getDescr-method | Get attribute 'descr' from a 'Weight'. |
getDescr-Weight | Get attribute 'descr' from a 'Weight'. |
getFreqRep | Generic functions for accessing associations of objects |
getFreqRep-method | Get associated 'FreqRep' from a 'QuantilePG'. |
getFreqRep-QuantilePG | Get associated 'FreqRep' from a 'QuantilePG'. |
getFrequencies | Generic functions for accessing attributes of objects |
getFrequencies-FreqRep | Get attribute 'frequencies' from a 'FreqRep'. |
getFrequencies-method | Get attribute 'frequencies' from a 'FreqRep'. |
getFrequencies-method | Get attribute 'frequencies' from a 'QSpecQuantity'. |
getFrequencies-QSpecQuantity | Get attribute 'frequencies' from a 'QSpecQuantity'. |
getIsRankBased | Generic functions for accessing attributes of objects |
getIsRankBased-FreqRep | Get 'isRankBased' from a 'FreqRep' object |
getIsRankBased-method | Get 'isRankBased' from a 'FreqRep' object |
getLevels | Generic functions for accessing attributes of objects |
getLevels-FreqRep | Get attribute 'levels' from a 'FreqRep'. |
getLevels-method | Get attribute 'levels' from a 'FreqRep'. |
getLevels-method | Get attribute 'levels' from a 'QSpecQuantity'. |
getLevels-QSpecQuantity | Get attribute 'levels' from a 'QSpecQuantity'. |
getMeanPG | Generic functions for accessing attributes of objects |
getMeanPG-method | Get 'meanPG' from a quantile spectral density kernel |
getMeanPG-QuantileSD | Get 'meanPG' from a quantile spectral density kernel |
getN | Generic functions for accessing attributes of objects |
getN-method | Get 'N' from a quantile spectral density kernel |
getN-QuantileSD | Get 'N' from a quantile spectral density kernel |
getParallel | Generic functions for accessing attributes of objects |
getParallel-method | Get 'getParallel' from a 'QRegEstimator' object |
getParallel-QRegEstimator | Get 'getParallel' from a 'QRegEstimator' object |
getPointwiseCIs | Generic functions for accessing attributes of objects |
getPointwiseCIs-method | Get pointwise confidence intervals for the quantile spectral density kernel |
getPointwiseCIs-SmoothedPG | Get pointwise confidence intervals for the quantile spectral density kernel |
getPositions | Generic functions for implementation of methods of a class |
getPositions-method | Get Positions for the Moving Blocks Bootstrap. |
getPositions-MovingBlocks | Get Positions for the Moving Blocks Bootstrap. |
getQuantilePG | Generic functions for accessing associations of objects |
getQuantilePG-method | Get associated 'QuantilePG' from a 'QuantileSD'. |
getQuantilePG-method | Get associated 'QuantilePG' from a 'SmoothedPG'. |
getQuantilePG-QuantileSD | Get associated 'QuantilePG' from a 'QuantileSD'. |
getQuantilePG-SmoothedPG | Get associated 'QuantilePG' from a 'SmoothedPG'. |
getQuantileSD | Generic functions for accessing associations of objects |
getQuantileSD-IntegrQuantileSD | Get associated 'getQuantileSD' from an 'IntegrQuantileSD'. |
getQuantileSD-method | Get associated 'getQuantileSD' from an 'IntegrQuantileSD'. |
getR | Generic functions for accessing attributes of objects |
getR-method | Get 'R' from a quantile spectral density kernel |
getR-QuantileSD | Get 'R' from a quantile spectral density kernel |
getSdBoot | Generic functions for accessing attributes of objects |
getSdBoot-method | Get bootstrap estimates for the standard deviation of the smoothed quantile periodogram. |
getSdBoot-SmoothedPG | Get bootstrap estimates for the standard deviation of the smoothed quantile periodogram. |
getSdNaive | Generic functions for accessing attributes of objects |
getSdNaive-method | Get estimates for the standard deviation of the smoothed quantile periodogram. |
getSdNaive-SmoothedPG | Get estimates for the standard deviation of the smoothed quantile periodogram. |
getStdError | Generic functions for accessing attributes of objects |
getStdError-method | Get 'stdError' from a quantile spectral density kernel |
getStdError-QuantileSD | Get 'stdError' from a quantile spectral density kernel |
getTs | Generic functions for accessing attributes of objects |
getTs-method | Get 'ts' from a quantile spectral density kernel |
getTs-QuantileSD | Get 'ts' from a quantile spectral density kernel |
getType | Generic functions for accessing attributes of objects |
getType-method | Get 'type' from a quantile spectral density kernel |
getType-QuantileSD | Get 'type' from a quantile spectral density kernel |
getValues | Generic functions for accessing attributes of objects |
getValues-FreqRep | Get values from a frequency representation. |
getValues-IntegrQuantileSD | Get values from a simulated integrated quantile spectral density kernel |
getValues-KernelWeight | Get values from a weight object determined by a kernel function 'W' and a bandwidth 'b'. |
getValues-method | Get values from a frequency representation. |
getValues-method | Get values from a simulated integrated quantile spectral density kernel |
getValues-method | Get values from a weight object determined by a kernel function 'W' and a bandwidth 'b'. |
getValues-method | Get values from a quantile periodogram. |
getValues-method | Get values from a quantile spectral density kernel |
getValues-method | Get values from a smoothed quantile periodogram. |
getValues-method | Get values from a weight object of type 'SpecDistrWeight' |
getValues-QuantilePG | Get values from a quantile periodogram. |
getValues-QuantileSD | Get values from a quantile spectral density kernel |
getValues-SmoothedPG | Get values from a smoothed quantile periodogram. |
getValues-SpecDistrWeight | Get values from a weight object of type 'SpecDistrWeight' |
getW | Generic functions for accessing attributes of objects |
getW-KernelWeight | Get attribute 'W' (kernel used for smoothing) from a 'KernelWeight'. |
getW-method | Get attribute 'W' (kernel used for smoothing) from a 'KernelWeight'. |
getWeight | Generic functions for accessing associations of objects |
getWeight-method | Get associated 'Weight' from a 'SmoothedPG'. |
getWeight-SmoothedPG | Get associated 'Weight' from a 'SmoothedPG'. |
getWnj | Generic functions for accessing attributes of objects |
getWnj-KernelWeight | Get attribute 'Wnj' from a 'QSpecQuantity'. |
getWnj-method | Get attribute 'Wnj' from a 'QSpecQuantity'. |
getY | Generic functions for accessing attributes of objects |
getY-FreqRep | Get 'Y' from a 'FreqRep' object. |
getY-method | Get 'Y' from a 'FreqRep' object. |
increasePrecision | Generic functions for implementation of methods of a class |
increasePrecision-method | Increase the precision of a 'QuantileSD' |
increasePrecision-QuantileSD | Increase the precision of a 'QuantileSD' |
IntegrQuantileSD | Class for a simulated integrated quantile (i. e., Laplace or copula) density kernel. |
integrQuantileSD | Create an instance of the 'IntegrQuantileSD' class. |
IntegrQuantileSD-class | Class for a simulated integrated quantile (i. e., Laplace or copula) density kernel. |
IntegrQuantileSD-constructor | Create an instance of the 'IntegrQuantileSD' class. |
is.wholenumber | Checks whether 'x' contains integer numbers. |
kernels | Kernel function. |
KernelWeight | Class for Brillinger-type Kernel weights. |
kernelWeight | Create an instance of the 'KernelWeight' class. |
KernelWeight-class | Class for Brillinger-type Kernel weights. |
KernelWeight-constructor | Create an instance of the 'KernelWeight' class. |
LaplacePeriodogram | Defunct functions in package quantspec |
MovingBlocks | Class for Moving Blocks Bootstrap implementation. |
movingBlocks | Create an instance of the 'MovingBlocks' class. |
MovingBlocks-class | Class for Moving Blocks Bootstrap implementation. |
MovingBlocks-constructor | Create an instance of the 'MovingBlocks' class. |
plot-FreqRep | Plot the values of the 'FreqRep'. |
plot-IntegrQuantileSD | Plot the values of the 'IntegrQuantileSD'. |
plot-KernelWeight | Plot the values of the 'KernelWeight'. |
plot-method | Plot the values of the 'FreqRep'. |
plot-method | Plot the values of the 'IntegrQuantileSD'. |
plot-method | Plot the values of the 'KernelWeight'. |
plot-method | Plot the values of the 'QuantilePG'. |
plot-method | Plot the values of the 'QuantileSD'. |
plot-method | Plot the values of a 'SmoothedPG'. |
plot-method | Plot the values of the 'SpecDistrWeight'. |
plot-QuantilePG | Plot the values of the 'QuantilePG'. |
plot-QuantileSD | Plot the values of the 'QuantileSD'. |
plot-SmoothedPG | Plot the values of a 'SmoothedPG'. |
plot-SpecDistrWeight | Plot the values of the 'SpecDistrWeight'. |
plotLaplacePeriodogram | Defunct functions in package quantspec |
QAR1 | Simulation of an QAR(1) time series. |
QRegEstimator | Class for quantile regression-based estimates in the harmonic linear model. |
qRegEstimator | Create an instance of the 'QRegEstimator' class. |
QRegEstimator-class | Class for quantile regression-based estimates in the harmonic linear model. |
QRegEstimator-constructor | Create an instance of the 'QRegEstimator' class. |
QSpecQuantity | Class for a Quantile Spectral Estimator. |
QSpecQuantity-class | Class for a Quantile Spectral Estimator. |
QuantilePG | Class for a quantile (i. e., Laplace or copula) periodogram. |
quantilePG | Create an instance of the 'QuantilePG' class. |
QuantilePG-class | Class for a quantile (i. e., Laplace or copula) periodogram. |
QuantilePG-constructor | Create an instance of the 'QuantilePG' class. |
QuantileSD | Class for a simulated quantile (i. e., Laplace or copula) density kernel. |
quantileSD | Create an instance of the 'QuantileSD' class. |
QuantileSD-class | Class for a simulated quantile (i. e., Laplace or copula) density kernel. |
QuantileSD-constructor | Create an instance of the 'QuantileSD' class. |
quantspec | Quantile-Based Spectral Analysis of Time Series |
quantspec-defunct | Defunct functions in package quantspec |
smoothedLaplacePeriodogram | Defunct functions in package quantspec |
SmoothedPG | Class for a smoothed quantile periodogram. |
smoothedPG | Create an instance of the 'SmoothedPG' class. |
SmoothedPG-class | Class for a smoothed quantile periodogram. |
SmoothedPG-constructor | Create an instance of the 'SmoothedPG' class. |
sp500 | S&P 500: Standard and Poor's 500 stock index, 2007-2010 |
SpecDistrWeight | Class for weights to estimate integrated spectral density kernels. |
specDistrWeight | Create an instance of the 'SpecDistrWeight' class. |
SpecDistrWeight-class | Class for weights to estimate integrated spectral density kernels. |
SpecDistrWeight-constructor | Create an instance of the 'SpecDistrWeight' class. |
timeSeriesValidator | Validates if 'Y' is of an appropriate type and converts to a numeric. |
ts-models | Functions to simulate from the time series models in Kley et. al (2014). |
ts-models-AR1 | Simulation of an AR(1) time series. |
ts-models-AR2 | Simulation of an AR(2) time series. |
ts-models-ARCH1 | Simulation of an ARCH(1) time series. |
ts-models-QAR1 | Simulation of an QAR(1) time series. |
ts1 | Functions to simulate from the time series models in Kley et. al (2014). |
ts2 | Functions to simulate from the time series models in Kley et. al (2014). |
ts3 | Functions to simulate from the time series models in Kley et. al (2014). |
W0 | Kernel function. |
W1 | Kernel function. |
W2 | Kernel function. |
W3 | Kernel function. |
WDaniell | Kernel function. |
Weight | Interface Class to access different types of weighting functions. |
Weight-class | Interface Class to access different types of weighting functions. |
wheatprices | Beveridge's Wheat Price Index (detrended and demeaned), 1500-1869 |