R: Quantile-Frequency Analysis (QFA) of Time Series and Spline Quantile Regression (SQR)

# Quantile-Frequency Analysis (QFA) of Time Series and Spline Quantile Regression (SQR)

## Documentation for package ‘qfa’ version 5.0

- DESCRIPTION file

## Help Pages

birthweight | Birth data
boot.sqr | Bootstrap of Spline Quantile Regression (SQR) Coefficients
engel | Engel's food expenditure data
finIndex | Financial index
per | Periodogram (PER)
qacf | Quantile Autocovariance Function (QACF)
qcser | Quantile-Crossing Series (QCSER)
qdft | Quantile Discrete Fourier Transform (QDFT)
qdft2qacf | Quantile Autocovariance Function (QACF)
qdft2qper | Quantile Periodogram (QPER)
qdft2qser | Quantile Series (QSER)
qfa.plot | Quantile-Frequency Plot
qkl.divergence | Kullback-Leibler Divergence of Quantile Spectral Estimate
qper | Quantile Periodogram (QPER)
qper2 | Quantile Periodogram Type II (QPER2)
qser | Quantile Series (QSER)
qser2ar | Autoregression (AR) Model of Quantile Series
qser2qacf | ACF of Quantile Series (QSER) or Quantile-Crossing Series (QCACF)
qser2sar | Spline Autoregression (SAR) Model of Quantile Series
qspec.ar | Autoregression (AR) Estimator of Quantile Spectrum
qspec.lw | Lag-Window (LW) Estimator of Quantile Spectrum
qspec.sar | Spline Autoregression (SAR) 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 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 Granger-Causality Analysis
sqdft | Spline Quantile Discrete Fourier Transform (SQDFT) of Time Series
sqdft.fit | Spline Quantile Discrete Fourier Transform (SQDFT) of Time Series Given Smoothing Parameter
sqr | Spline Quantile Regression by Formula
sqr.fit | Cubic Spline Quantile Regression with L1-Norm Roughness Penalty (SQR)
sqr.fit.optim | Cubic Spline Quantile Regression with L1-Norm Roughness Penalty (SQR) Computed by Gradient Algorithms
sqr.plot | Plot of Spline Quantile Regression Coefficients
sqr1.fit | Linear Spline Quantile Regression with Total-Variation Roughness Penalty (SQR1 or Linear SQR)
sqr3.fit | Cubic Spline Quantile Regression with L2-Norm Roughness Penalty (SQR3 or Cubic SQR)
sqr_deriv.plot | Plot of Derivative of Spline Quantile Regression Coefficients
tqr.fit | Trigonometric Quantile Regression (TQR)
tsqr.fit | Trigonometric Spline Quantile Regression (TSQR) of Time Series
yearssn | Yearly sunspot numbers v1.0
yearssn2 | Yearly sunspot numbers v2.0