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 |
sqr.fit |
Spline Quantile Regression (SQR) |
tqr.fit |
Trigonometric Quantile Regression (TQR) |