| 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 |
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