Package: qfa
Type: Package
Title: Quantile-Frequency Analysis (QFA) of Time Series and Spline
        Quantile Regression (SQR)
Version: 5.0
Date: 2026-03-30
Authors@R: c(
	person("Ta-Hsin", "Li", role = c("cre","aut"), email = "thl024@outlook.com")
	)
Maintainer: Ta-Hsin Li <thl024@outlook.com>
Description: Implementation of quantile frequency analysis (QFA) for time series based on trigonometric quantile regression and of spline quantile regression (SQR) for estimating the coefficients in linear quantile regression models as smooth functions of the quantile level.
 References:
    [1] Li, T.-H. (2012). ''Quantile periodograms,'' J. of the American Statistical Association,
         107, 765–776. <doi:10.1080/01621459.2012.682815>
    [2] Li, T.-H. (2014). Time Series with Mixed Spectra, CRC Press. <doi:10.1201/b15154>
    [3] Li, T.-H. (2025). ''Quantile Fourier transform, quantile series, and nonparametric
         estimation of quantile spectra,'' Communications in Statistics: Simulation and
         Computation, 1–22. <doi:10.1080/03610918.2025.2509820>
    [4] Li, T.-H. (2025). ''Quantile-crossing spectrum and spline autoregression estimation,''
         Statistical Inference for Stochastic Processes, 28, 20. <doi:10.1007/s11203-025-09336-7>
    [5] Li, T.-H. (2025). ''Spline autoregression method for estimation of quantile spectrum,'' J. of
         Computational and Graphical Statistics, 1-15. <doi:10.1080/10618600.2025.2549452>
    [6] Li, T.-H., and Megiddo, N. (2026). ''Spline quantile regression,'' J. of Statistical Theory
         and Practice, 20, 30. <doi:10.1007/s42519-026-00545-8>
    [7] Li, T.-H. (2026). ''Spline quantile regression with cubic and linear smoothing splines,''
         <doi:10.48550/arXiv.2603.22408>.
Depends: R (>= 3.5)
Imports: RhpcBLASctl, doParallel, fields, foreach, stats, Matrix,
        SparseM, methods, mgcv, nlme, parallel, quantreg, splines,
        graphics, colorRamps, MASS, osqp, piqp, boot
License: GPL (>= 2)
URL: https://github.com/IBM/qfa, https://github.com/thl2019/QFA
NeedsCompilation: yes
Encoding: UTF-8
RoxygenNote: 7.3.3
Packaged: 2026-03-30 14:16:46 UTC; thl
Author: Ta-Hsin Li [cre, aut]
Repository: CRAN
Date/Publication: 2026-03-30 14:50:02 UTC
Built: R 4.6.0; aarch64-apple-darwin23; 2026-04-26 09:41:49 UTC; unix
Archs: qfa.so.dSYM
