A B C D F G I K L M P Q S T W misc
| quantspec-package | Quantile-Based Spectral Analysis of Time Series |
| AR1 | Simulation of an AR(1) time series. |
| AR2 | Simulation of an AR(2) time series. |
| ARCH1 | Simulation of an ARCH(1) time series. |
| BootPos | Class for Generation of Bootstrapped Replications of a Time Series. |
| BootPos-class | Class for Generation of Bootstrapped Replications of a Time Series. |
| ClippedCov | Class to calculate copula covariances from a time series with given levels. Calculates for each combination of levels (tau1,tau2) and for all k<maxLag the copula covariances Cov(Ind{X0<tau1},Ind{Xk<tau2}) and writes it to 'values[k]' from its superclass 'LagOperator'. |
| clippedCov | Create an instance of the 'ClippedCov' class. |
| ClippedCov-class | Class to calculate copula covariances from a time series with given levels. Calculates for each combination of levels (tau1,tau2) and for all k<maxLag the copula covariances Cov(Ind{X0<tau1},Ind{Xk<tau2}) and writes it to 'values[k]' from its superclass 'LagOperator'. |
| ClippedCov-constructor | Create an instance of the 'ClippedCov' class. |
| ClippedFT | Class for Fourier transform of the clipped time series. |
| clippedFT | Create an instance of the 'ClippedFT' class. |
| ClippedFT-class | Class for Fourier transform of the clipped time series. |
| ClippedFT-constructor | Create an instance of the 'ClippedFT' class. |
| closest.pos | Positions of elements which are closest to some reference elements. |
| ct | Defunct functions in package quantspec |
| data-sp500 | S&P 500: Standard and Poor's 500 stock index, 2007-2010 |
| data-wheatprices | Beveridge's Wheat Price Index (detrended and demeaned), 1500-1869 |
| FreqRep | Class for Frequency Representation. |
| FreqRep-class | Class for Frequency Representation. |
| frequenciesValidator | Validates if frequencies are Fourier frequencies from [0,pi]. |
| generics-accessors | Generic functions for accessing attributes of objects |
| generics-associations | Generic functions for accessing associations of objects |
| generics-functions | Generic functions for implementation of methods of a class |
| getB | Generic functions for accessing attributes of objects |
| getB-FreqRep | Get 'B' from a 'FreqRep' object. |
| getB-LagOperator | Get 'B' from a 'LagOperator' object. |
| getB-method | Get 'B' from a 'FreqRep' object. |
| getB-method | Get 'B' from a 'LagOperator' object. |
| getBootPos | Generic functions for accessing associations of objects |
| getBootPos-FreqRep | Get associated 'BootPos' from a 'FreqRep'. |
| getBootPos-LagOperator | Get associated 'BootPos' from a 'LagOperator'. |
| getBootPos-method | Get associated 'BootPos' from a 'FreqRep'. |
| getBootPos-method | Get associated 'BootPos' from a 'LagOperator'. |
| getBw | Generic functions for accessing attributes of objects |
| getBw-KernelWeight | Get attribute 'bw' (bandwidth / scaling parameter used for smoothing) from a 'KernelWeight'. |
| getBw-LagKernelWeight | Get attribute 'bw' (bandwidth / scaling parameter used for smoothing) from a 'LagKernelWeight'. |
| getBw-method | Get attribute 'bw' (bandwidth / scaling parameter used for smoothing) from a 'KernelWeight'. |
| getBw-method | Get attribute 'bw' (bandwidth / scaling parameter used for smoothing) from a 'LagKernelWeight'. |
| getCoherency | Generic functions for accessing attributes of objects |
| getCoherency-method | Compute quantile coherency from a quantile spectral density kernel |
| getCoherency-method | Compute quantile coherency from a smoothed quantile periodogram. |
| getCoherency-QuantileSD | Compute quantile coherency from a quantile spectral density kernel |
| getCoherency-SmoothedPG | Compute quantile coherency from a smoothed quantile periodogram. |
| getCoherencySdNaive | Generic functions for accessing attributes of objects |
| getCoherencySdNaive-method | Get estimates for the standard deviation of the coherency computed from smoothed quantile periodogram. |
| getCoherencySdNaive-SmoothedPG | Get estimates for the standard deviation of the coherency computed from smoothed quantile periodogram. |
| getDescr | Generic functions for accessing attributes of objects |
| getDescr-method | Get attribute 'descr' from a 'Weight'. |
| getDescr-Weight | Get attribute 'descr' from a 'Weight'. |
| getFreqRep | Generic functions for accessing associations of objects |
| getFreqRep-method | Get associated 'FreqRep' from a 'QuantilePG'. |
| getFreqRep-QuantilePG | Get associated 'FreqRep' from a 'QuantilePG'. |
| getFrequencies | Generic functions for accessing attributes of objects |
| getFrequencies-FreqRep | Get attribute 'frequencies' from a 'FreqRep'. |
| getFrequencies-method | Get attribute 'frequencies' from a 'FreqRep'. |
| getFrequencies-method | Get attribute 'frequencies' from a 'QSpecQuantity'. |
| getFrequencies-QSpecQuantity | Get attribute 'frequencies' from a 'QSpecQuantity'. |
| getIsRankBased | Generic functions for accessing attributes of objects |
| getIsRankBased-FreqRep | Get 'isRankBased' from a 'FreqRep' object |
| getIsRankBased-LagOperator | Get 'isRankBased' from a 'LagOperator' object |
| getIsRankBased-method | Get 'isRankBased' from a 'FreqRep' object |
| getIsRankBased-method | Get 'isRankBased' from a 'LagOperator' object |
| getLagOperator | Generic functions for accessing attributes of objects |
| getLagOperator-LagEstimator | Get associated 'LagOperator' from a 'LagEstimator'. |
| getLagOperator-method | Get associated 'LagOperator' from a 'LagEstimator'. |
| getLevels | Generic functions for accessing attributes of objects |
| getLevels-FreqRep | Get attribute 'levels' from a 'FreqRep'. |
| getLevels-LagOperator | Get attribute 'levels' from a 'LagOperator'. |
| getLevels-method | Get attribute 'levels' from a 'FreqRep'. |
| getLevels-method | Get attribute 'levels' from a 'LagOperator'. |
| getLevels-method | Get attribute 'levels' from a 'QSpecQuantity'. |
| getLevels-QSpecQuantity | Get attribute 'levels' from a 'QSpecQuantity'. |
| getMaxLag | Generic functions for accessing attributes of objects |
| getMaxLag-LagOperator | Get 'maxLag' from a 'LagOperator' object. |
| getMaxLag-method | Get 'maxLag' from a 'LagOperator' object. |
| getMeanPG | Generic functions for accessing attributes of objects |
| getMeanPG-method | Get 'meanPG' from a quantile spectral density kernel |
| getMeanPG-QuantileSD | Get 'meanPG' from a quantile spectral density kernel |
| getN | Generic functions for accessing attributes of objects |
| getN-method | Get 'N' from a quantile spectral density kernel |
| getN-QuantileSD | Get 'N' from a quantile spectral density kernel |
| getParallel | Generic functions for accessing attributes of objects |
| getParallel-method | Get 'getParallel' from a 'QRegEstimator' object |
| getParallel-QRegEstimator | Get 'getParallel' from a 'QRegEstimator' object |
| getPointwiseCIs | Generic functions for accessing attributes of objects |
| getPointwiseCIs-LagEstimator | Get pointwise confidence intervals for the quantile spectral density kernel |
| getPointwiseCIs-method | Get pointwise confidence intervals for the quantile spectral density kernel |
| getPointwiseCIs-method | Get pointwise confidence intervals for the quantile spectral density kernel, quantile coherency or quantile coherence. |
| getPointwiseCIs-SmoothedPG | Get pointwise confidence intervals for the quantile spectral density kernel, quantile coherency or quantile coherence. |
| getPositions | Generic functions for implementation of methods of a class |
| getPositions-method | Get Positions for the Moving Blocks Bootstrap. |
| getPositions-MovingBlocks | Get Positions for the Moving Blocks Bootstrap. |
| getQuantilePG | Generic functions for accessing associations of objects |
| getQuantilePG-method | Get associated 'QuantilePG' from a 'QuantileSD'. |
| getQuantilePG-method | Get associated 'QuantilePG' from a 'SmoothedPG'. |
| getQuantilePG-QuantileSD | Get associated 'QuantilePG' from a 'QuantileSD'. |
| getQuantilePG-SmoothedPG | Get associated 'QuantilePG' from a 'SmoothedPG'. |
| getQuantileSD | Generic functions for accessing associations of objects |
| getQuantileSD-IntegrQuantileSD | Get associated 'getQuantileSD' from an 'IntegrQuantileSD'. |
| getQuantileSD-method | Get associated 'getQuantileSD' from an 'IntegrQuantileSD'. |
| getR | Generic functions for accessing attributes of objects |
| getR-method | Get 'R' from a quantile spectral density kernel |
| getR-QuantileSD | Get 'R' from a quantile spectral density kernel |
| getSdBoot | Generic functions for accessing attributes of objects |
| getSdBoot-LagEstimator | Get bootstrap estimates for the standard deviation of the lag-window type estimator. |
| getSdBoot-method | Get bootstrap estimates for the standard deviation of the lag-window type estimator. |
| getSdBoot-method | Get bootstrap estimates for the standard deviation of the smoothed quantile periodogram. |
| getSdBoot-SmoothedPG | Get bootstrap estimates for the standard deviation of the smoothed quantile periodogram. |
| getSdNaive | Generic functions for accessing attributes of objects |
| getSdNaive-LagEstimator | Get estimates for the standard deviation of the lagEstimator derived from the asymptotics (see Birr et al (2015)) |
| getSdNaive-method | Get estimates for the standard deviation of the lagEstimator derived from the asymptotics (see Birr et al (2015)) |
| getSdNaive-method | Get estimates for the standard deviation of the smoothed quantile periodogram. |
| getSdNaive-SmoothedPG | Get estimates for the standard deviation of the smoothed quantile periodogram. |
| getStdError | Generic functions for accessing attributes of objects |
| getStdError-method | Get 'stdError' from a quantile spectral density kernel |
| getStdError-QuantileSD | Get 'stdError' from a quantile spectral density kernel |
| getTs | Generic functions for accessing attributes of objects |
| getTs-method | Get 'ts' from a quantile spectral density kernel |
| getTs-QuantileSD | Get 'ts' from a quantile spectral density kernel |
| getType | Generic functions for accessing attributes of objects |
| getType-method | Get 'type' from a quantile spectral density kernel |
| getType-QuantileSD | Get 'type' from a quantile spectral density kernel |
| getValues | Generic functions for accessing attributes of objects |
| getValues-FreqRep | Get values from a frequency representation. |
| getValues-IntegrQuantileSD | Get values from a simulated integrated quantile spectral density kernel |
| getValues-KernelWeight | Get values from a weight object determined by a kernel function 'W' and a bandwidth 'b'. |
| getValues-LagEstimator | Get values from a lag-window type estimator. |
| getValues-LagKernelWeight | Get values from a weight object determined by a kernel function 'W' and a bandwidth 'bw'. |
| getValues-LagOperator | Get attribute 'values' from a 'LagOperator'. |
| getValues-method | Get values from a frequency representation. |
| getValues-method | Get values from a simulated integrated quantile spectral density kernel |
| getValues-method | Get values from a weight object determined by a kernel function 'W' and a bandwidth 'b'. |
| getValues-method | Get values from a lag-window type estimator. |
| getValues-method | Get values from a weight object determined by a kernel function 'W' and a bandwidth 'bw'. |
| getValues-method | Get attribute 'values' from a 'LagOperator'. |
| getValues-method | Get values from a quantile periodogram. |
| getValues-method | Get values from a quantile spectral density kernel |
| getValues-method | Get values from a smoothed quantile periodogram. |
| getValues-method | Get values from a weight object of type 'SpecDistrWeight' |
| getValues-QuantilePG | Get values from a quantile periodogram. |
| getValues-QuantileSD | Get values from a quantile spectral density kernel |
| getValues-SmoothedPG | Get values from a smoothed quantile periodogram. |
| getValues-SpecDistrWeight | Get values from a weight object of type 'SpecDistrWeight' |
| getW | Generic functions for accessing attributes of objects |
| getW-KernelWeight | Get attribute 'W' (kernel used for smoothing) from a 'KernelWeight'. |
| getW-LagKernelWeight | Get attribute 'W' (kernel used for smoothing) from a 'LagKernelWeight'. |
| getW-method | Get attribute 'W' (kernel used for smoothing) from a 'KernelWeight'. |
| getW-method | Get attribute 'W' (kernel used for smoothing) from a 'LagKernelWeight'. |
| getWeight | Generic functions for accessing associations of objects |
| getWeight-LagEstimator | Get associated 'Weight' from a 'LagEstimator'. |
| getWeight-method | Get associated 'Weight' from a 'LagEstimator'. |
| getWeight-method | Get associated 'Weight' from a 'SmoothedPG'. |
| getWeight-SmoothedPG | Get associated 'Weight' from a 'SmoothedPG'. |
| getWnj | Generic functions for accessing attributes of objects |
| getWnj-KernelWeight | Get attribute 'Wnj' from a 'QSpecQuantity'. |
| getWnj-method | Get attribute 'Wnj' from a 'QSpecQuantity'. |
| getY | Generic functions for accessing attributes of objects |
| getY-FreqRep | Get 'Y' from a 'FreqRep' object. |
| getY-method | Get 'Y' from a 'FreqRep' object. |
| increasePrecision | Generic functions for implementation of methods of a class |
| increasePrecision-method | Increase the precision of a 'QuantileSD' |
| increasePrecision-QuantileSD | Increase the precision of a 'QuantileSD' |
| IntegrQuantileSD | Class for a simulated integrated quantile (i. e., Laplace or copula) density kernel. |
| integrQuantileSD | Create an instance of the 'IntegrQuantileSD' class. |
| IntegrQuantileSD-class | Class for a simulated integrated quantile (i. e., Laplace or copula) density kernel. |
| IntegrQuantileSD-constructor | Create an instance of the 'IntegrQuantileSD' class. |
| is.wholenumber | Checks whether 'x' contains integer numbers. |
| kernels | Kernel function. |
| KernelWeight | Class for Brillinger-type Kernel weights. |
| kernelWeight | Create an instance of the 'KernelWeight' class. |
| KernelWeight-class | Class for Brillinger-type Kernel weights. |
| KernelWeight-constructor | Create an instance of the 'KernelWeight' class. |
| LagEstimator | Class for a lag-window type estimator. |
| lagEstimator | Create an instance of the 'LagEstimator' class. |
| LagEstimator-class | Class for a lag-window type estimator. |
| LagEstimator-constructor | Create an instance of the 'LagEstimator' class. |
| LagKernelWeight | Class for lag window generators |
| lagKernelWeight | Create an instance of the 'LagKernelWeight' class. |
| LagKernelWeight-class | Class for lag window generators |
| LagKernelWeight-constructor | Create an instance of the 'LagKernelWeight' class. |
| LagOperator | Interface Class to access different types of operators on time series. |
| LagOperator-class | Interface Class to access different types of operators on time series. |
| LaplacePeriodogram | Defunct functions in package quantspec |
| lenTS | Validates if 'Y' is of an appropriate type for a time series and returns the length of the time series. |
| MovingBlocks | Class for Moving Blocks Bootstrap implementation. |
| movingBlocks | Create an instance of the 'MovingBlocks' class. |
| MovingBlocks-class | Class for Moving Blocks Bootstrap implementation. |
| MovingBlocks-constructor | Create an instance of the 'MovingBlocks' class. |
| plot-FreqRep | Plot the values of the 'FreqRep'. |
| plot-IntegrQuantileSD | Plot the values of the 'IntegrQuantileSD'. |
| plot-KernelWeight | Plot the values of the 'KernelWeight'. |
| plot-LagEstimator | Plot the values of a 'LagEstimator'. |
| plot-LagKernelWeight | Plot the values of the 'LagKernelWeight'. |
| plot-LagOperator | Plot the values of the 'LagOperator'. |
| plot-method | Plot the values of the 'FreqRep'. |
| plot-method | Plot the values of the 'IntegrQuantileSD'. |
| plot-method | Plot the values of the 'KernelWeight'. |
| plot-method | Plot the values of a 'LagEstimator'. |
| plot-method | Plot the values of the 'LagKernelWeight'. |
| plot-method | Plot the values of the 'LagOperator'. |
| plot-method | Plot the values of the 'QuantilePG'. |
| plot-method | Plot the values of the 'QuantileSD'. |
| plot-method | Plot the values of a 'SmoothedPG'. |
| plot-method | Plot the values of the 'SpecDistrWeight'. |
| plot-QuantilePG | Plot the values of the 'QuantilePG'. |
| plot-QuantileSD | Plot the values of the 'QuantileSD'. |
| plot-SmoothedPG | Plot the values of a 'SmoothedPG'. |
| plot-SpecDistrWeight | Plot the values of the 'SpecDistrWeight'. |
| plotLaplacePeriodogram | Defunct functions in package quantspec |
| QAR1 | Simulation of an QAR(1) time series. |
| QRegEstimator | Class for quantile regression-based estimates in the harmonic linear model. |
| qRegEstimator | Create an instance of the 'QRegEstimator' class. |
| QRegEstimator-class | Class for quantile regression-based estimates in the harmonic linear model. |
| QRegEstimator-constructor | Create an instance of the 'QRegEstimator' class. |
| QSpecQuantity | Class for a Quantile Spectral Estimator. |
| QSpecQuantity-class | Class for a Quantile Spectral Estimator. |
| QuantilePG | Class for a quantile (i. e., Laplace or copula) periodogram. |
| quantilePG | Create an instance of the 'QuantilePG' class. |
| QuantilePG-class | Class for a quantile (i. e., Laplace or copula) periodogram. |
| QuantilePG-constructor | Create an instance of the 'QuantilePG' class. |
| QuantileSD | Class for a simulated quantile (i. e., Laplace or copula) density kernel. |
| quantileSD | Create an instance of the 'QuantileSD' class. |
| QuantileSD-class | Class for a simulated quantile (i. e., Laplace or copula) density kernel. |
| QuantileSD-constructor | Create an instance of the 'QuantileSD' class. |
| quantspec | Quantile-Based Spectral Analysis of Time Series |
| quantspec-defunct | Defunct functions in package quantspec |
| smoothedLaplacePeriodogram | Defunct functions in package quantspec |
| SmoothedPG | Class for a smoothed quantile periodogram. |
| smoothedPG | Create an instance of the 'SmoothedPG' class. |
| SmoothedPG-class | Class for a smoothed quantile periodogram. |
| SmoothedPG-constructor | Create an instance of the 'SmoothedPG' class. |
| sp500 | S&P 500: Standard and Poor's 500 stock index, 2007-2010 |
| SpecDistrWeight | Class for weights to estimate integrated spectral density kernels. |
| specDistrWeight | Create an instance of the 'SpecDistrWeight' class. |
| SpecDistrWeight-class | Class for weights to estimate integrated spectral density kernels. |
| SpecDistrWeight-constructor | Create an instance of the 'SpecDistrWeight' class. |
| timeSeriesValidator | Validates if 'Y' is of an appropriate type and converts to a numeric. |
| ts-models | Functions to simulate from the time series models in Kley et. al (2016). |
| ts-models-AR1 | Simulation of an AR(1) time series. |
| ts-models-AR2 | Simulation of an AR(2) time series. |
| ts-models-ARCH1 | Simulation of an ARCH(1) time series. |
| ts-models-QAR1 | Simulation of an QAR(1) time series. |
| ts1 | Functions to simulate from the time series models in Kley et. al (2016). |
| ts2 | Functions to simulate from the time series models in Kley et. al (2016). |
| ts3 | Functions to simulate from the time series models in Kley et. al (2016). |
| W0 | Kernel function. |
| W1 | Kernel function. |
| W2 | Kernel function. |
| W3 | Kernel function. |
| WDaniell | Kernel function. |
| Weight | Interface Class to access different types of weighting functions. |
| Weight-class | Interface Class to access different types of weighting functions. |
| wheatprices | Beveridge's Wheat Price Index (detrended and demeaned), 1500-1869 |
| WParzen | Kernel function. |
| .computeCoherency | Workhorse function for 'getCoherency-SmoothedPG'. |
| .computeSdNaive | Workhorse function for 'getSdNaive-SmoothedPG'. |