ar2qspec |
Quantile Spectrum from AR Model of Quantile Series |
qacf |
Quantile Autocovariance Function (QACF) |
qdft |
Quantile Discrete Fourier Transform (QDFT) |
qdft2qacf |
Quantile Autocovariance Function (QACF) |
qdft2qper |
Quantile Periodogram and Cross-Periodogram (QPER) |
qdft2qser |
Quantile Series (QSER) |
qfa.plot |
Quantile-Frequency Plot |
qkl.divergence |
Kullback-Leibler Divergence of Quantile Spectral Estimate |
qper |
Quantile Periodogram and Cross-Periodogram (QPER) |
qper2 |
Quantile Periodogram Type II (QPER2) |
qser |
Quantile Series (QSER) |
qser2ar |
Autoregression (AR) Model of Quantile Series |
qser2sar |
Spline Autoregression (SAR) Model of Quantile Series |
qsmooth.qdft |
Quantile Smoothing of Quantile Discrete Fourier Transform |
qsmooth.qper |
Quantile Smoothing of Quantile Periodogram or Spectral Estimate |
qspec.ar |
Autoregression (AR) Estimator of Quantile Spectrum |
qspec.lw |
Lag-Window (LW) Estimator of Quantile Spectrum |
qspec.lwqs |
Lag-Window-Quantile-Smoothing (LWQS) Estimator of Quantile Spectrum |
qspec.qslw |
Quantile-Smoothing-Lag-Window (QSLW) Estimator of Quantile Spectrum |
qspec.sar |
Spline Autoregression (SAR) Estimator of Quantile Spectrum |
qspec.sqrlw |
Spline-Quantile-Regression-Lag-Window (SQRLW) Estimator of Quantile Spectrum |
qspec2qcoh |
Quantile Coherence Spectrum |
sar.eq.bootstrap |
Bootstrap Simulation of SAR Coefficients for Testing Equality of Granger-Causality in Two Samples |
sar.eq.test |
Wald Test and Confidence Band for Equality of SAR-Based Granger-Causality in Two Samples |
sar.gc.bootstrap |
Bootstrap Simulation of SAR Coefficients for Granger-Causality Analysis |
sar.gc.coef |
Extraction of SAR Coefficients for Granger-Causality Analysis |
sar.gc.test |
Wald Test and Confidence Band for SAR-Based Granger-Causality Analysis |
sqdft |
Spline Quantile Discrete Fourier Transform (SQDFT) |
sqr.fit |
Spline Quantile Regression (SQR) |
tqr.fit |
Trigonometric Quantile Regression (TQR) |
tsqr.fit |
Trigonometric Spline Quantile Regression (TSQR) |