tsqn
Applications of the Qn Estimator to Time Series (Univariate and Multivariate)
Time Series Qn is a package with applications of the Qn estimator of Rousseeuw and Croux (1993) <doi:10.1080/01621459.1993.10476408> to univariate and multivariate Time Series in time and frequency domains. More specifically, the robust estimation of autocorrelation or autocovariance matrix functions from Ma and Genton (2000, 2001) <doi:10.1111/1467-9892.00203>, <doi:10.1006/jmva.2000.1942> and Cotta (2017) <doi:10.13140/RG.2.2.14092.10883> are provided. The robust pseudo-periodogram of Molinares et. al. (2009) <doi:10.1016/j.jspi.2008.12.014> is also given. This packages also provides the M-estimator of the long-memory parameter d based on the robustification of the GPH estimator proposed by Reisen et al. (2017) <doi:10.1016/j.jspi.2017.02.008>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.2.0 |
rolling linux/jammy R-4.5 | tsqn_1.2.0.tar.gz |
162.7 KiB |
1.2.0 |
rolling linux/noble R-4.5 | tsqn_1.2.0.tar.gz |
162.7 KiB |
1.2.0 |
rolling source/ R- | tsqn_1.2.0.tar.gz |
111.4 KiB |
1.2.0 |
latest linux/jammy R-4.5 | tsqn_1.2.0.tar.gz |
162.7 KiB |
1.2.0 |
latest linux/noble R-4.5 | tsqn_1.2.0.tar.gz |
162.7 KiB |
1.2.0 |
latest source/ R- | tsqn_1.2.0.tar.gz |
111.4 KiB |
1.2.0 |
2026-04-26 source/ R- | tsqn_1.2.0.tar.gz |
111.4 KiB |
1.2.0 |
2026-04-23 source/ R- | tsqn_1.2.0.tar.gz |
111.4 KiB |
1.2.0 |
2026-04-09 windows/windows R-4.5 | tsqn_1.2.0.zip |
161.7 KiB |
1.0.0 |
2025-04-20 source/ R- | tsqn_1.0.0.tar.gz |
9.8 KiB |