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qfa (version 5.0)

Quantile-Frequency Analysis (QFA) of Time Series and Spline Quantile Regression (SQR)

Description

Implementation of quantile frequency analysis (QFA) for time series based on trigonometric quantile regression and of spline quantile regression (SQR) for estimating the coefficients in linear quantile regression models as smooth functions of the quantile level. References: [1] Li, T.-H. (2012). ''Quantile periodograms,'' J. of the American Statistical Association, 107, 765–776. [2] Li, T.-H. (2014). Time Series with Mixed Spectra, CRC Press. [3] Li, T.-H. (2025). ''Quantile Fourier transform, quantile series, and nonparametric estimation of quantile spectra,'' Communications in Statistics: Simulation and Computation, 1–22. [4] Li, T.-H. (2025). ''Quantile-crossing spectrum and spline autoregression estimation,'' Statistical Inference for Stochastic Processes, 28, 20. [5] Li, T.-H. (2025). ''Spline autoregression method for estimation of quantile spectrum,'' J. of Computational and Graphical Statistics, 1-15. [6] Li, T.-H., and Megiddo, N. (2026). ''Spline quantile regression,'' J. of Statistical Theory and Practice, 20, 30. [7] Li, T.-H. (2026). ''Spline quantile regression with cubic and linear smoothing splines,'' .

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Install

install.packages('qfa')

Monthly Downloads

543

Version

5.0

License

GPL (>= 2)

Issues

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Maintainer

Ta-Hsin Li

Last Published

March 30th, 2026

Functions in qfa (5.0)

qper2

Quantile Periodogram Type II (QPER2)
qkl.divergence

Kullback-Leibler Divergence of Quantile Spectral Estimate
qser2sar

Spline Autoregression (SAR) Model of Quantile Series
qspec.ar

Autoregression (AR) Estimator of Quantile Spectrum
sar.eq.test

Wald Test and Confidence Band for Equality of Granger-Causality in Two Samples
sar.eq.bootstrap

Bootstrap Simulation of SAR Coefficients for Testing Equality of Granger-Causality in Two Samples
qspec.sar

Spline Autoregression (SAR) Estimator of Quantile Spectrum
sar.gc.bootstrap

Bootstrap Simulation of SAR Coefficients for Granger-Causality Analysis
qspec2qcoh

Quantile Coherence Spectrum
sqdft

Spline Quantile Discrete Fourier Transform (SQDFT) of Time Series
sar.gc.coef

Extraction of SAR Coefficients for Granger-Causality Analysis
sar.gc.test

Wald Test and Confidence Band for Granger-Causality Analysis
qspec.lw

Lag-Window (LW) Estimator of Quantile Spectrum
sqdft.fit

Spline Quantile Discrete Fourier Transform (SQDFT) of Time Series Given Smoothing Parameter
sqr_deriv.plot

Plot of Derivative of Spline Quantile Regression Coefficients
sqr.fit.optim

Cubic Spline Quantile Regression with L1-Norm Roughness Penalty (SQR) Computed by Gradient Algorithms
yearssn

Yearly sunspot numbers v1.0
sqr

Spline Quantile Regression by Formula
sqr.plot

Plot of Spline Quantile Regression Coefficients
sqr.fit

Cubic Spline Quantile Regression with L1-Norm Roughness Penalty (SQR)
tsqr.fit

Trigonometric Spline Quantile Regression (TSQR) of Time Series
tqr.fit

Trigonometric Quantile Regression (TQR)
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)
yearssn2

Yearly sunspot numbers v2.0