QSpecQuantity-class

QSpecQuantity

<code>QSpecQuantity</code> is an S4 class that provides a common interface to
objects that are of the functional form
\(f^{j_1, j_2}(\omega; x_1, x_2)\),
where \(j_1, j_2\) are indices denoting components of a time series
or process, \(\omega\) is a frequency parameter and
\(x_1, x_2\) are level parameters. For each combination of
parameters a complex number can be stored.
Examples for objects of this kind currently include the quantile (i. e.,
Laplace or copula) spectral
density kernel [cf. <code>QuantileSD</code> for an implementation], an
integrated version of the quantile spectral density kernels
[cf. <code>IntegrQuantileSD</code> for an implementation], and
estimators of it [cf. <code>QuantilePG</code> and <code>SmoothedPG</code>
for implementations].

S4-classes

Methods to determine, smooth and plot quantile periodograms for
univariate and multivariate time series. See Kley (2016) <doi:10.18637/jss.v070.i03>
for a description and tutorial.

Tobias Kley

quantspec

Quantile-Based Spectral Analysis of Time Series

Stefan Birr

QSpecQuantity-class function

<dl>
<dt><code>values</code></dt>
<dd>The array holding the values
\(f^{j_1, j_2}(\omega; x_1, x_2)\).</dd></dl>
<dt><code>frequencies</code></dt>
<dd>The frequencies \(\omega\) for which the values are
available.</dd>
<dt><code>levels</code></dt>
<dd>A list of vectors containing the levels \(x_i\) serving
as argument for the estimator.</dd>

Slots

Class for a Quantile Spectral Estimator. — QSpecQuantity-class

<dl>
<dt><code>values</code></dt>
<dd>The array holding the values
\(f^{j_1, j_2}(\omega; x_1, x_2)\).</dd>


<dt><code>frequencies</code></dt>
<dd>The frequencies \(\omega\) for which the values are
available.</dd>


<dt><code>levels</code></dt>
<dd>A list of vectors containing the levels \(x_i\) serving
as argument for the estimator.</dd>


</dl>

QSpecQuantity-class: Class for a Quantile Spectral Estimator.

Description

Arguments

Slots