Package: qfa
Type: Package
Title: Quantile-Frequency Analysis (QFA) of Time Series and Spline
        Quantile Regression (SQR)
Version: 5.0
Date: 2026-03-30
Authors@R: c(
	person("Ta-Hsin", "Li", role = c("cre","aut"), email = "thl024@outlook.com")
	)
Maintainer: Ta-Hsin Li <thl024@outlook.com>
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.
        <doi:10.1080/01621459.2012.682815> [2] Li, T.-H. (2014). Time
        Series with Mixed Spectra, CRC Press. <doi:10.1201/b15154> [3]
        Li, T.-H. (2025). ''Quantile Fourier transform, quantile
        series, and nonparametric estimation of quantile spectra,''
        Communications in Statistics: Simulation and Computation, 1–22.
        <doi:10.1080/03610918.2025.2509820> [4] Li, T.-H. (2025).
        ''Quantile-crossing spectrum and spline autoregression
        estimation,'' Statistical Inference for Stochastic Processes,
        28, 20. <doi:10.1007/s11203-025-09336-7> [5] Li, T.-H. (2025).
        ''Spline autoregression method for estimation of quantile
        spectrum,'' J. of Computational and Graphical Statistics, 1-15.
        <doi:10.1080/10618600.2025.2549452> [6] Li, T.-H., and Megiddo,
        N. (2026). ''Spline quantile regression,'' J. of Statistical
        Theory and Practice, 20, 30. <doi:10.1007/s42519-026-00545-8>
        [7] Li, T.-H. (2026). ''Spline quantile regression with cubic
        and linear smoothing splines,''
        <doi:10.48550/arXiv.2603.22408>.
Depends: R (>= 3.5)
Imports: RhpcBLASctl, doParallel, fields, foreach, stats, Matrix,
        SparseM, methods, mgcv, nlme, parallel, quantreg, splines,
        graphics, colorRamps, MASS, osqp, piqp, boot
License: GPL (>= 2)
URL: https://github.com/IBM/qfa, https://github.com/thl2019/QFA
NeedsCompilation: yes
Encoding: UTF-8
RoxygenNote: 7.3.3
Packaged: 2026-09-24 08:11:28 UTC; root
Author: Ta-Hsin Li [cre, aut]
Config/pak/sysreqs: make
Repository: https://thl2019.r-universe.dev
Date/Publication: 2026-03-30 15:46:59 UTC
RemoteUrl: https://github.com/cran/qfa
RemoteRef: HEAD
RemoteSha: 18fc13fe25dd7edcd79a33a72061d63a56f90cda