R (>= 2.14.0), quantreg, rje, tcltk, zoo

person("Tobias", "Kley", role=c("aut","cre"),
email = "tobias.kley@ruhr-uni-bochum.de")
methods, graphics, quantreg, testthat, abind, zoo, rje,
snowfall
Methods to determine, smooth and plot quantile (i. e., Laplace or
copula) periodograms for univariate time series.
'Class-BootPos.R' 'generics.R' 'aux-functions.R'
'Class-QSpecQuantity.R' 'Class-FreqRep.R' 'Class-ClippedFT.R'
'Class-QuantileSD.R' 'Class-IntegrQuantileSD.R'
'Class-Weight.R' 'Class-KernelWeight.R' 'Class-MovingBlocks.R'
'Class-QRegEstimator.R' 'Class-QuantilePG.R'
'Class-SmoothedPG.R' 'Class-SpecDistrWeight.R' 'data.R'
'deprecated.R' 'kernels.R' 'models.R' 'quantspec-package.R'

methods, graphics, quantreg, abind, zoo, snowfall, Rcpp (>=
0.11.0)
'Class-BootPos.R' 'generics.R' 'aux-functions.R'
'Class-QSpecQuantity.R' 'Class-FreqRep.R' 'Class-ClippedFT.R'
'Class-QuantileSD.R' 'Class-IntegrQuantileSD.R'
'Class-Weight.R' 'Class-KernelWeight.R' 'Class-MovingBlocks.R'
'Class-QRegEstimator.R' 'Class-QuantilePG.R'
'Class-SmoothedPG.R' 'Class-SpecDistrWeight.R' 'RcppExports.R'
'data.R' 'deprecated.R' 'kernels.R' 'models.R'
'quantspec-package.R'

Quantile-Based Spectral Analysis of Time Series

c(person("Tobias", "Kley", role=c("aut","cre"),
email = "t.kley@lse.ac.uk"),
person("Stefan", "Birr",  role = c("ctb"),
comment = "Contributions to lag window estimation", email = "stefan.birr@rub.de"))
'Class-BootPos.R' 'generics.R' 'Class-LagOperator.R'
'Class-ClippedCov.R' 'aux-functions.R' 'Class-QSpecQuantity.R'
'Class-FreqRep.R' 'Class-ClippedFT.R' 'Class-QuantileSD.R'
'Class-IntegrQuantileSD.R' 'Class-Weight.R'
'Class-KernelWeight.R' 'Class-LagEstimator.R' 'kernels.R'
'Class-LagKernelWeight.R' 'Class-MovingBlocks.R'
'Class-QRegEstimator.R' 'Class-QuantilePG.R'
'Class-SmoothedPG.R' 'Class-SpecDistrWeight.R' 'RcppExports.R'
'data.R' 'deprecated.R' 'models.R' 'quantspec-package.R'
Tobias Kley [aut, cre],
Stefan Birr [ctb] (Contributions to lag window estimation)

Methods to determine, smooth and plot quantile periodograms for
univariate and multivariate time series.