| Quantile-Based Spectral Analysis of Time Series | quantspec-package quantspec |
| Class for Generation of Bootstrapped Replications of a Time Series. | BootPos BootPos-class |
| 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'. | ClippedCov ClippedCov-class |
| Create an instance of the 'ClippedCov' class. | clippedCov ClippedCov-constructor |
| Class for Fourier transform of the clipped time series. | ClippedFT ClippedFT-class |
| Create an instance of the 'ClippedFT' class. | clippedFT ClippedFT-constructor |
| Positions of elements which are closest to some reference elements. | closest.pos |
| S&P 500: Standard and Poor's 500 stock index, 2007-2010 | data-sp500 sp500 |
| Beveridge's Wheat Price Index (detrended and demeaned), 1500-1869 | data-wheatprices wheatprices |
| Class for Frequency Representation. | FreqRep FreqRep-class |
| Validates if frequencies are Fourier frequencies from [0,pi]. | frequenciesValidator |
| Generic functions for accessing attributes of objects | 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 |
| Generic functions for accessing associations of objects | generics-associations getBootPos getFreqRep getQuantilePG getQuantileSD getWeight |
| Generic functions for implementation of methods of a class | generics-functions getPositions increasePrecision |
| Get 'B' from a 'FreqRep' object. | getB,FreqRep-method getB-FreqRep |
| Get 'B' from a 'LagOperator' object. | getB,LagOperator-method getB-LagOperator |
| Get associated 'BootPos' from a 'FreqRep'. | getBootPos,FreqRep-method getBootPos-FreqRep |
| Get associated 'BootPos' from a 'LagOperator'. | getBootPos,LagOperator-method getBootPos-LagOperator |
| Get attribute 'bw' (bandwidth / scaling parameter used for smoothing) from a 'KernelWeight'. | getBw,KernelWeight-method getBw-KernelWeight |
| Get attribute 'bw' (bandwidth / scaling parameter used for smoothing) from a 'LagKernelWeight'. | getBw,LagKernelWeight-method getBw-LagKernelWeight |
| Compute quantile coherency from a quantile spectral density kernel | getCoherency,QuantileSD-method getCoherency-QuantileSD |
| Compute quantile coherency from a smoothed quantile periodogram. | getCoherency,SmoothedPG-method getCoherency-SmoothedPG |
| Get estimates for the standard deviation of the coherency computed from smoothed quantile periodogram. | getCoherencySdNaive,SmoothedPG-method getCoherencySdNaive-SmoothedPG |
| Get attribute 'descr' from a 'Weight'. | getDescr,Weight-method getDescr-Weight |
| Get associated 'FreqRep' from a 'QuantilePG'. | getFreqRep,QuantilePG-method getFreqRep-QuantilePG |
| Get attribute 'frequencies' from a 'FreqRep'. | getFrequencies,FreqRep-method getFrequencies-FreqRep |
| Get attribute 'frequencies' from a 'QSpecQuantity'. | getFrequencies,QSpecQuantity-method getFrequencies-QSpecQuantity |
| Get 'isRankBased' from a 'FreqRep' object | getIsRankBased,FreqRep-method getIsRankBased-FreqRep |
| Get 'isRankBased' from a 'LagOperator' object | getIsRankBased,LagOperator-method getIsRankBased-LagOperator |
| Get associated 'LagOperator' from a 'LagEstimator'. | getLagOperator,LagEstimator-method getLagOperator-LagEstimator |
| Get attribute 'levels' from a 'FreqRep'. | getLevels,FreqRep-method getLevels-FreqRep |
| Get attribute 'levels' from a 'LagOperator'. | getLevels,LagOperator-method getLevels-LagOperator |
| Get attribute 'levels' from a 'QSpecQuantity'. | getLevels,QSpecQuantity-method getLevels-QSpecQuantity |
| Get 'maxLag' from a 'LagOperator' object. | getMaxLag,LagOperator-method getMaxLag-LagOperator |
| Get 'meanPG' from a quantile spectral density kernel | getMeanPG,QuantileSD-method getMeanPG-QuantileSD |
| Get 'N' from a quantile spectral density kernel | getN,QuantileSD-method getN-QuantileSD |
| Get 'getParallel' from a 'QRegEstimator' object | getParallel,QRegEstimator-method getParallel-QRegEstimator |
| Get pointwise confidence intervals for the quantile spectral density kernel | getPointwiseCIs,LagEstimator-method getPointwiseCIs-LagEstimator |
| Get pointwise confidence intervals for the quantile spectral density kernel, quantile coherency or quantile coherence. | getPointwiseCIs,SmoothedPG-method getPointwiseCIs-SmoothedPG |
| Get Positions for the Moving Blocks Bootstrap. | getPositions,MovingBlocks-method getPositions-MovingBlocks |
| Get associated 'QuantilePG' from a 'QuantileSD'. | getQuantilePG,QuantileSD-method getQuantilePG-QuantileSD |
| Get associated 'QuantilePG' from a 'SmoothedPG'. | getQuantilePG,SmoothedPG-method getQuantilePG-SmoothedPG |
| Get associated 'getQuantileSD' from an 'IntegrQuantileSD'. | getQuantileSD,IntegrQuantileSD-method getQuantileSD-IntegrQuantileSD |
| Get 'R' from a quantile spectral density kernel | getR,QuantileSD-method getR-QuantileSD |
| Get bootstrap estimates for the standard deviation of the lag-window type estimator. | getSdBoot,LagEstimator-method getSdBoot-LagEstimator |
| Get bootstrap estimates for the standard deviation of the smoothed quantile periodogram. | getSdBoot,SmoothedPG-method getSdBoot-SmoothedPG |
| Get estimates for the standard deviation of the lagEstimator derived from the asymptotics (see Birr et al (2015)) | getSdNaive,LagEstimator-method getSdNaive-LagEstimator |
| Get estimates for the standard deviation of the smoothed quantile periodogram. | getSdNaive,SmoothedPG-method getSdNaive-SmoothedPG |
| Get 'stdError' from a quantile spectral density kernel | getStdError,QuantileSD-method getStdError-QuantileSD |
| Get 'ts' from a quantile spectral density kernel | getTs,QuantileSD-method getTs-QuantileSD |
| Get 'type' from a quantile spectral density kernel | getType,QuantileSD-method getType-QuantileSD |
| Get values from a frequency representation. | getValues,FreqRep-method getValues-FreqRep |
| Get values from a simulated integrated quantile spectral density kernel | getValues,IntegrQuantileSD-method getValues-IntegrQuantileSD |
| Get values from a weight object determined by a kernel function 'W' and a bandwidth 'b'. | getValues,KernelWeight-method getValues-KernelWeight |
| Get values from a lag-window type estimator. | getValues,LagEstimator-method getValues-LagEstimator |
| Get values from a weight object determined by a kernel function 'W' and a bandwidth 'bw'. | getValues,LagKernelWeight-method getValues-LagKernelWeight |
| Get attribute 'values' from a 'LagOperator'. | getValues,LagOperator-method getValues-LagOperator |
| Get values from a quantile periodogram. | getValues,QuantilePG-method getValues-QuantilePG |
| Get values from a quantile spectral density kernel | getValues,QuantileSD-method getValues-QuantileSD |
| Get values from a smoothed quantile periodogram. | getValues,SmoothedPG-method getValues-SmoothedPG |
| Get values from a weight object of type 'SpecDistrWeight' | getValues,SpecDistrWeight-method getValues-SpecDistrWeight |
| Get attribute 'W' (kernel used for smoothing) from a 'KernelWeight'. | getW,KernelWeight-method getW-KernelWeight |
| Get attribute 'W' (kernel used for smoothing) from a 'LagKernelWeight'. | getW,LagKernelWeight-method getW-LagKernelWeight |
| Get associated 'Weight' from a 'LagEstimator'. | getWeight,LagEstimator-method getWeight-LagEstimator |
| Get associated 'Weight' from a 'SmoothedPG'. | getWeight,SmoothedPG-method getWeight-SmoothedPG |
| Get attribute 'Wnj' from a 'QSpecQuantity'. | getWnj,KernelWeight-method getWnj-KernelWeight |
| Get 'Y' from a 'FreqRep' object. | getY,FreqRep-method getY-FreqRep |
| Increase the precision of a 'QuantileSD' | increasePrecision,QuantileSD-method increasePrecision-QuantileSD |
| Class for a simulated integrated quantile (i. e., Laplace or copula) density kernel. | IntegrQuantileSD IntegrQuantileSD-class |
| Create an instance of the 'IntegrQuantileSD' class. | integrQuantileSD IntegrQuantileSD-constructor |
| Checks whether 'x' contains integer numbers. | is.wholenumber |
| Kernel function. | kernels W0 W1 W2 W3 WDaniell WParzen |
| Class for Brillinger-type Kernel weights. | KernelWeight KernelWeight-class |
| Create an instance of the 'KernelWeight' class. | kernelWeight KernelWeight-constructor |
| Class for a lag-window type estimator. | LagEstimator LagEstimator-class |
| Create an instance of the 'LagEstimator' class. | lagEstimator LagEstimator-constructor |
| Class for lag window generators | LagKernelWeight LagKernelWeight-class |
| Create an instance of the 'LagKernelWeight' class. | lagKernelWeight LagKernelWeight-constructor |
| Interface Class to access different types of operators on time series. | LagOperator LagOperator-class |
| Validates if 'Y' is of an appropriate type for a time series and returns the length of the time series. | lenTS |
| Class for Moving Blocks Bootstrap implementation. | MovingBlocks MovingBlocks-class |
| Create an instance of the 'MovingBlocks' class. | movingBlocks MovingBlocks-constructor |
| Plot the values of the 'FreqRep'. | plot,FreqRep,ANY-method plot-FreqRep |
| Plot the values of the 'IntegrQuantileSD'. | plot,IntegrQuantileSD,ANY-method plot-IntegrQuantileSD |
| Plot the values of the 'KernelWeight'. | plot,KernelWeight,missing-method plot-KernelWeight |
| Plot the values of a 'LagEstimator'. | plot,LagEstimator,ANY-method plot-LagEstimator |
| Plot the values of the 'LagKernelWeight'. | plot,LagKernelWeight,missing-method plot-LagKernelWeight |
| Plot the values of the 'LagOperator'. | plot,LagOperator,ANY-method plot-LagOperator |
| Plot the values of the 'QuantilePG'. | plot,QuantilePG,ANY-method plot-QuantilePG |
| Plot the values of the 'QuantileSD'. | plot,QuantileSD,ANY-method plot-QuantileSD |
| Plot the values of a 'SmoothedPG'. | plot,SmoothedPG,ANY-method plot-SmoothedPG |
| Plot the values of the 'SpecDistrWeight'. | plot,SpecDistrWeight,missing-method plot-SpecDistrWeight |
| Class for quantile regression-based estimates in the harmonic linear model. | QRegEstimator QRegEstimator-class |
| Create an instance of the 'QRegEstimator' class. | qRegEstimator QRegEstimator-constructor |
| Class for a Quantile Spectral Estimator. | QSpecQuantity QSpecQuantity-class |
| Class for a quantile (i. e., Laplace or copula) periodogram. | QuantilePG QuantilePG-class |
| Create an instance of the 'QuantilePG' class. | quantilePG QuantilePG-constructor |
| Class for a simulated quantile (i. e., Laplace or copula) density kernel. | QuantileSD QuantileSD-class |
| Create an instance of the 'QuantileSD' class. | quantileSD QuantileSD-constructor |
| Defunct functions in package quantspec | ct LaplacePeriodogram plotLaplacePeriodogram quantspec-defunct smoothedLaplacePeriodogram |
| Class for a smoothed quantile periodogram. | SmoothedPG SmoothedPG-class |
| Create an instance of the 'SmoothedPG' class. | smoothedPG SmoothedPG-constructor |
| Class for weights to estimate integrated spectral density kernels. | SpecDistrWeight SpecDistrWeight-class |
| Create an instance of the 'SpecDistrWeight' class. | specDistrWeight SpecDistrWeight-constructor |
| Validates if 'Y' is of an appropriate type and converts to a numeric. | timeSeriesValidator |
| Functions to simulate from the time series models in Kley et. al (2016). | ts-models ts1 ts2 ts3 |
| Simulation of an AR(1) time series. | AR1 ts-models-AR1 |
| Simulation of an AR(2) time series. | AR2 ts-models-AR2 |
| Simulation of an ARCH(1) time series. | ARCH1 ts-models-ARCH1 |
| Simulation of an QAR(1) time series. | QAR1 ts-models-QAR1 |
| Interface Class to access different types of weighting functions. | Weight Weight-class |
