{
  "_id": "6a1bed2f1d7bb097a0a20297",
  "Package": "quantspec",
  "Version": "1.2-1.99",
  "Encoding": "UTF-8",
  "Date": "2016-03-28",
  "Title": "Quantile-Based Spectral Analysis of Time Series",
  "Authors@R": "c(person(\"Tobias\", \"Kley\", role=c(\"aut\",\"cre\"),\nemail = \"t.kley@lse.ac.uk\"),\nperson(\"Stefan\", \"Birr\",  role = c(\"ctb\"),\ncomment = \"Contributions to lag window estimation\", email = \"stefan.birr@rub.de\"))",
  "Description": "Methods to determine, smooth and plot quantile\nperiodograms for univariate and multivariate time series.",
  "License": "GPL (>= 2)",
  "URL": "http://github.com/tobiaskley/quantspec",
  "BugReports": "http://github.com/tobiaskley/quantspec/issues",
  "LazyData": "TRUE",
  "Collate": "'Class-BootPos.R' 'generics.R' 'Class-LagOperator.R'\n'Class-ClippedCov.R' 'Class-QSpecQuantity.R' 'aux-functions.R'\n'Class-FreqRep.R' 'Class-ClippedFT.R' 'Class-QuantileSD.R'\n'Class-IntegrQuantileSD.R' 'Class-Weight.R'\n'Class-KernelWeight.R' 'Class-LagEstimator.R' 'kernels.R'\n'Class-LagKernelWeight.R' 'Class-MovingBlocks.R'\n'Class-QRegEstimator.R' 'Class-QuantilePG.R'\n'Class-SmoothedPG.R' 'Class-SpecDistrWeight.R' 'RcppExports.R'\n'data.R' 'deprecated.R' 'models.R' 'quantspec-package.R'",
  "RoxygenNote": "5.0.1",
  "Repository": "https://tobiaskley.r-universe.dev",
  "Date/Publication": "2016-03-28 16:17:11 UTC",
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  "Author": "Tobias Kley [aut, cre],\nStefan Birr [ctb] (Contributions to lag window estimation)",
  "Maintainer": "Tobias Kley <t.kley@lse.ac.uk>",
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      "date": "2011-12-08"
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    "getCoherency",
    "getCoherencySdNaive",
    "getDescr",
    "getFreqRep",
    "getFrequencies",
    "getIsRankBased",
    "getLagOperator",
    "getLevels",
    "getMaxLag",
    "getMeanPG",
    "getN",
    "getParallel",
    "getPointwiseCIs",
    "getPositions",
    "getQuantilePG",
    "getQuantileSD",
    "getR",
    "getSdBoot",
    "getSdNaive",
    "getStdError",
    "getTs",
    "getType",
    "getValues",
    "getW",
    "getWeight",
    "getWnj",
    "getY",
    "increasePrecision",
    "integrQuantileSD",
    "kernelWeight",
    "lagEstimator",
    "lagKernelWeight",
    "lenTS",
    "movingBlocks",
    "plot",
    "QAR1",
    "qRegEstimator",
    "quantilePG",
    "quantileSD",
    "smoothedPG",
    "specDistrWeight",
    "timeSeriesValidator",
    "ts1",
    "ts2",
    "ts3",
    "W0",
    "W1",
    "W2",
    "W3",
    "WDaniell",
    "WParzen"
  ],
  "_datasets": [
    {
      "name": "sp500",
      "title": "S&P 500: Standard and Poor's 500 stock index, 2007-2010",
      "object": "sp500",
      "class": [
        "zoo"
      ],
      "fields": [],
      "table": false,
      "tojson": false
    },
    {
      "name": "wheatprices",
      "title": "Beveridge's Wheat Price Index (detrended and demeaned), 1500-1869",
      "object": "wheatprices",
      "class": [
        "ts"
      ],
      "fields": [],
      "table": false,
      "tojson": true
    }
  ],
  "_help": [
    {
      "page": "quantspec-package",
      "title": "Quantile-Based Spectral Analysis of Time Series",
      "topics": [
        "quantspec-package",
        "quantspec"
      ]
    },
    {
      "page": "BootPos-class",
      "title": "Class for Generation of Bootstrapped Replications of a Time Series.",
      "topics": [
        "BootPos",
        "BootPos-class"
      ]
    },
    {
      "page": "ClippedCov-class",
      "title": "Class to calculate copula covariances from a time series with given levels. Calculates for each combination of levels (tau1,tau2) and for all k<maxLag the copula covariances Cov(Ind{X0<tau1},Ind{Xk<tau2}) and writes it to 'values[k]' from its superclass 'LagOperator'.",
      "topics": [
        "ClippedCov",
        "ClippedCov-class"
      ]
    },
    {
      "page": "ClippedCov-constructor",
      "title": "Create an instance of the 'ClippedCov' class.",
      "topics": [
        "clippedCov",
        "ClippedCov-constructor"
      ]
    },
    {
      "page": "ClippedFT-class",
      "title": "Class for Fourier transform of the clipped time series.",
      "topics": [
        "ClippedFT",
        "ClippedFT-class"
      ]
    },
    {
      "page": "ClippedFT-constructor",
      "title": "Create an instance of the 'ClippedFT' class.",
      "topics": [
        "clippedFT",
        "ClippedFT-constructor"
      ]
    },
    {
      "page": "closest.pos",
      "title": "Positions of elements which are closest to some reference elements.",
      "topics": [
        "closest.pos"
      ]
    },
    {
      "page": "data-sp500",
      "title": "S&P 500: Standard and Poor's 500 stock index, 2007-2010",
      "topics": [
        "data-sp500",
        "sp500"
      ]
    },
    {
      "page": "data-wheatprices",
      "title": "Beveridge's Wheat Price Index (detrended and demeaned), 1500-1869",
      "topics": [
        "data-wheatprices",
        "wheatprices"
      ]
    },
    {
      "page": "FreqRep-class",
      "title": "Class for Frequency Representation.",
      "topics": [
        "FreqRep",
        "FreqRep-class"
      ]
    },
    {
      "page": "frequenciesValidator",
      "title": "Validates if frequencies are Fourier frequencies from [0,pi].",
      "topics": [
        "frequenciesValidator"
      ]
    },
    {
      "page": "generics-accessors",
      "title": "Generic functions for accessing attributes of objects",
      "topics": [
        "generics-accessors",
        "getB",
        "getBw",
        "getCoherency",
        "getCoherencySdNaive",
        "getDescr",
        "getFrequencies",
        "getIsRankBased",
        "getLagOperator",
        "getLevels",
        "getMaxLag",
        "getMeanPG",
        "getN",
        "getParallel",
        "getPointwiseCIs",
        "getR",
        "getSdBoot",
        "getSdNaive",
        "getStdError",
        "getTs",
        "getType",
        "getValues",
        "getW",
        "getWnj",
        "getY"
      ]
    },
    {
      "page": "generics-associations",
      "title": "Generic functions for accessing associations of objects",
      "topics": [
        "generics-associations",
        "getBootPos",
        "getFreqRep",
        "getQuantilePG",
        "getQuantileSD",
        "getWeight"
      ]
    },
    {
      "page": "generics-functions",
      "title": "Generic functions for implementation of methods of a class",
      "topics": [
        "generics-functions",
        "getPositions",
        "increasePrecision"
      ]
    },
    {
      "page": "getB-FreqRep",
      "title": "Get 'B' from a 'FreqRep' object.",
      "topics": [
        "getB,FreqRep-method",
        "getB-FreqRep"
      ]
    },
    {
      "page": "getB-LagOperator",
      "title": "Get 'B' from a 'LagOperator' object.",
      "topics": [
        "getB,LagOperator-method",
        "getB-LagOperator"
      ]
    },
    {
      "page": "getBootPos-FreqRep",
      "title": "Get associated 'BootPos' from a 'FreqRep'.",
      "topics": [
        "getBootPos,FreqRep-method",
        "getBootPos-FreqRep"
      ]
    },
    {
      "page": "getBootPos-LagOperator",
      "title": "Get associated 'BootPos' from a 'LagOperator'.",
      "topics": [
        "getBootPos,LagOperator-method",
        "getBootPos-LagOperator"
      ]
    },
    {
      "page": "getBw-KernelWeight",
      "title": "Get attribute 'bw' (bandwidth / scaling parameter used for smoothing) from a 'KernelWeight'.",
      "topics": [
        "getBw,KernelWeight-method",
        "getBw-KernelWeight"
      ]
    },
    {
      "page": "getBw-LagKernelWeight",
      "title": "Get attribute 'bw' (bandwidth / scaling parameter used for smoothing) from a 'LagKernelWeight'.",
      "topics": [
        "getBw,LagKernelWeight-method",
        "getBw-LagKernelWeight"
      ]
    },
    {
      "page": "getCoherency-QuantileSD",
      "title": "Compute quantile coherency from a quantile spectral density kernel",
      "topics": [
        "getCoherency,QuantileSD-method",
        "getCoherency-QuantileSD"
      ]
    },
    {
      "page": "getCoherency-SmoothedPG",
      "title": "Compute quantile coherency from a smoothed quantile periodogram.",
      "topics": [
        "getCoherency,SmoothedPG-method",
        "getCoherency-SmoothedPG"
      ]
    },
    {
      "page": "getCoherencySdNaive-SmoothedPG",
      "title": "Get estimates for the standard deviation of the coherency computed from smoothed quantile periodogram.",
      "topics": [
        "getCoherencySdNaive,SmoothedPG-method",
        "getCoherencySdNaive-SmoothedPG"
      ]
    },
    {
      "page": "getDescr-Weight",
      "title": "Get attribute 'descr' from a 'Weight'.",
      "topics": [
        "getDescr,Weight-method",
        "getDescr-Weight"
      ]
    },
    {
      "page": "getFreqRep-QuantilePG",
      "title": "Get associated 'FreqRep' from a 'QuantilePG'.",
      "topics": [
        "getFreqRep,QuantilePG-method",
        "getFreqRep-QuantilePG"
      ]
    },
    {
      "page": "getFrequencies-FreqRep",
      "title": "Get attribute 'frequencies' from a 'FreqRep'.",
      "topics": [
        "getFrequencies,FreqRep-method",
        "getFrequencies-FreqRep"
      ]
    },
    {
      "page": "getFrequencies-QSpecQuantity",
      "title": "Get attribute 'frequencies' from a 'QSpecQuantity'.",
      "topics": [
        "getFrequencies,QSpecQuantity-method",
        "getFrequencies-QSpecQuantity"
      ]
    },
    {
      "page": "getIsRankBased-FreqRep",
      "title": "Get 'isRankBased' from a 'FreqRep' object",
      "topics": [
        "getIsRankBased,FreqRep-method",
        "getIsRankBased-FreqRep"
      ]
    },
    {
      "page": "getIsRankBased-LagOperator",
      "title": "Get 'isRankBased' from a 'LagOperator' object",
      "topics": [
        "getIsRankBased,LagOperator-method",
        "getIsRankBased-LagOperator"
      ]
    },
    {
      "page": "getLagOperator-LagEstimator",
      "title": "Get associated 'LagOperator' from a 'LagEstimator'.",
      "topics": [
        "getLagOperator,LagEstimator-method",
        "getLagOperator-LagEstimator"
      ]
    },
    {
      "page": "getLevels-FreqRep",
      "title": "Get attribute 'levels' from a 'FreqRep'.",
      "topics": [
        "getLevels,FreqRep-method",
        "getLevels-FreqRep"
      ]
    },
    {
      "page": "getLevels-LagOperator",
      "title": "Get attribute 'levels' from a 'LagOperator'.",
      "topics": [
        "getLevels,LagOperator-method",
        "getLevels-LagOperator"
      ]
    },
    {
      "page": "getLevels-QSpecQuantity",
      "title": "Get attribute 'levels' from a 'QSpecQuantity'.",
      "topics": [
        "getLevels,QSpecQuantity-method",
        "getLevels-QSpecQuantity"
      ]
    },
    {
      "page": "getMaxLag-LagOperator",
      "title": "Get 'maxLag' from a 'LagOperator' object.",
      "topics": [
        "getMaxLag,LagOperator-method",
        "getMaxLag-LagOperator"
      ]
    },
    {
      "page": "getMeanPG-QuantileSD",
      "title": "Get 'meanPG' from a quantile spectral density kernel",
      "topics": [
        "getMeanPG,QuantileSD-method",
        "getMeanPG-QuantileSD"
      ]
    },
    {
      "page": "getN-QuantileSD",
      "title": "Get 'N' from a quantile spectral density kernel",
      "topics": [
        "getN,QuantileSD-method",
        "getN-QuantileSD"
      ]
    },
    {
      "page": "getParallel-QRegEstimator",
      "title": "Get 'getParallel' from a 'QRegEstimator' object",
      "topics": [
        "getParallel,QRegEstimator-method",
        "getParallel-QRegEstimator"
      ]
    },
    {
      "page": "getPointwiseCIs-LagEstimator",
      "title": "Get pointwise confidence intervals for the quantile spectral density kernel",
      "topics": [
        "getPointwiseCIs,LagEstimator-method",
        "getPointwiseCIs-LagEstimator"
      ]
    },
    {
      "page": "getPointwiseCIs-SmoothedPG",
      "title": "Get pointwise confidence intervals for the quantile spectral density kernel, quantile coherency or quantile coherence.",
      "topics": [
        "getPointwiseCIs,SmoothedPG-method",
        "getPointwiseCIs-SmoothedPG"
      ]
    },
    {
      "page": "getPositions-MovingBlocks",
      "title": "Get Positions for the Moving Blocks Bootstrap.",
      "topics": [
        "getPositions,MovingBlocks-method",
        "getPositions-MovingBlocks"
      ]
    },
    {
      "page": "getQuantilePG-QuantileSD",
      "title": "Get associated 'QuantilePG' from a 'QuantileSD'.",
      "topics": [
        "getQuantilePG,QuantileSD-method",
        "getQuantilePG-QuantileSD"
      ]
    },
    {
      "page": "getQuantilePG-SmoothedPG",
      "title": "Get associated 'QuantilePG' from a 'SmoothedPG'.",
      "topics": [
        "getQuantilePG,SmoothedPG-method",
        "getQuantilePG-SmoothedPG"
      ]
    },
    {
      "page": "getQuantileSD-IntegrQuantileSD",
      "title": "Get associated 'getQuantileSD' from an 'IntegrQuantileSD'.",
      "topics": [
        "getQuantileSD,IntegrQuantileSD-method",
        "getQuantileSD-IntegrQuantileSD"
      ]
    },
    {
      "page": "getR-QuantileSD",
      "title": "Get 'R' from a quantile spectral density kernel",
      "topics": [
        "getR,QuantileSD-method",
        "getR-QuantileSD"
      ]
    },
    {
      "page": "getSdBoot-LagEstimator",
      "title": "Get bootstrap estimates for the standard deviation of the lag-window type estimator.",
      "topics": [
        "getSdBoot,LagEstimator-method",
        "getSdBoot-LagEstimator"
      ]
    },
    {
      "page": "getSdBoot-SmoothedPG",
      "title": "Get bootstrap estimates for the standard deviation of the smoothed quantile periodogram.",
      "topics": [
        "getSdBoot,SmoothedPG-method",
        "getSdBoot-SmoothedPG"
      ]
    },
    {
      "page": "getSdNaive-LagEstimator",
      "title": "Get estimates for the standard deviation of the lagEstimator derived from the asymptotics (see Birr et al (2015))",
      "topics": [
        "getSdNaive,LagEstimator-method",
        "getSdNaive-LagEstimator"
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      "page": "getSdNaive-SmoothedPG",
      "title": "Get estimates for the standard deviation of the smoothed quantile periodogram.",
      "topics": [
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        "getSdNaive-SmoothedPG"
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      "page": "getStdError-QuantileSD",
      "title": "Get 'stdError' from a quantile spectral density kernel",
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        "getStdError-QuantileSD"
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      "page": "getTs-QuantileSD",
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      "page": "getType-QuantileSD",
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      "page": "getValues-LagKernelWeight",
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      "page": "getValues-SpecDistrWeight",
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