Package: tsqn
Type: Package
Title: Applications of the Qn Estimator to Time Series (Univariate and
        Multivariate)
Version: 1.0.0
Date: 2017-03-20
Author: Higor Cotta, Valderio Reisen, Pascal Bondon and Céline Lévy-Leduc
Maintainer: Higor Cotta <cotta.higor@gmail.com>
Depends: R (>= 3.2.3), robustbase, MASS, fracdiff
Description: 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>. 
License: GPL (>= 2)
Encoding: UTF-8
RoxygenNote: 6.0.1
NeedsCompilation: no
Packaged: 2017-03-29 16:56:39 UTC; higor
Repository: CRAN
Date/Publication: 2017-03-29 17:50:01 UTC
Built: R 4.1.3; ; 2023-04-17 13:29:03 UTC; windows
