R Observatory: Metrics for qfa version 5.0

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

qfa

5.0

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

0packages depend

4.9Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Ta-Hsin LiFirst published 2013-06-219 releasesCRAN page ↗GitHub ↗

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.

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("qfa", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("IBM/qfa")

Development version from IBM/qfa. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-qfa

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-qfa

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-qfa

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 4.4 min · r-devel-windows-x86_64

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

19

Dependencies · direct

Check history

OK2026-08-05
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-08-01
12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMENoVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 98%
Return-value docs: 100%
References docs: 10%

Downloads

4.9K

CRAN downloads in the past year

Rank #16,532 · ~13/day · ~407/mo

Releases R versions

Daily download trend is not available in this view yet.

17430 days

66390 days

4.9K1 year

Compare downloads with other packages →

Also on422 r2u4 autocran

Repository

GitHub ↗ ibm/qfaArchived

2Stars

4Forks

0Open issues

1Open PRs

0Releases

96Commits

3Contributors

License Apache-2.0 · 96 commits · Last activity 2025-09-17

Stars over time

2022-11-14 · 12026-07-07 · 2

Repository practices

Upstream repositoryBeta

Checks run against github.com/ibm/qfa on 2026-08-23.

No development-tooling practices detected in the upstream repository.

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

9 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.5

Imports (19)

RhpcBLASctl doParallel fields foreachstatsMatrixSparseMmethodsmgcvnlmeparallelquantregsplinesgraphicscolorRampsMASSosqp piqpboot

LinkingTo (0)

none

Suggests (0)

none

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

Datasets

People & History

People (1)

Maintainer (1)

Ta-Hsin Li

Maintainer, Author · added in 1.2

Authors (1)

Ta-Hsin Li

Maintainer, Author · added in 1.2

Listed in earlier versions (3)

Conor Lawless

no longer listed · 0.0-10

Darren Wilkinson

no longer listed · 0.0-10

with contributions from Alexander Young

no longer listed · 0.0-10

Package Timeline

9 releases. Pick two to compare their code metrics. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
5.0Latest
2026-03-30 · current release · diff ↗
4.2
2025-09-11 · diff ↗
R
R 4.5.0 released · 2025-04-11
4.1
2025-04-09 · diff ↗
4.0
2025-01-08 · diff ↗
3.1
2024-12-20 · diff ↗
R
R 4.4.0 released · 2024-04-24
2.1
2023-08-21 · diff ↗
2.0
2023-05-17 · diff ↗
R
R 4.3.0 released · 2023-04-21
1.2
2023-01-18 · diff ↗
unarchivedReturned to CRAN
2023-01-13
R
R 4.2.0 released · 2022-04-22
R
R 4.1.0 released · 2021-05-18
R
R 4.0.0 released · 2020-04-24

Show 9 earlier events

R
R 3.6.0 released · 2019-04-26
R
R 3.5.0 released · 2018-04-23
R
R 3.4.0 released · 2017-04-21
R
R 3.3.0 released · 2016-05-03
R
R 3.2.0 released · 2015-04-16
archivedRemoved from CRAN
2014-09-19
vignette locations were never updated for R 3.1.0
R
R 3.1.0 released · 2014-04-10
0.0-10
2013-06-21
R
R 3.0.0 released · 2013-04-03

Package metadata

First published: 2013-06-21
Total releases: 9 / 13 yrs
License: GPL (>= 2) OSI
Minimum R: ≥ 3.5
Bundled data: 287 KB / 5 files
Download size: 343 KB
Installed size: not tracked yet
With dependencies: not tracked yet

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("qfa")

Format

Li, T. (2026). qfa: Quantile-Frequency Analysis (QFA) of Time Series and Spline Quantile Regression (SQR) (Version 5.0) [Computer software]. https://doi.org/10.32614/CRAN.package.qfa

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for qfa version 5.0 [Data set]. HJJB, LLC. Data release v2026-08-24. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-24, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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