R Observatory: Metrics for qfa version 5.0

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

qfa

5.0Package record

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

0packages depend

4.6Kdownloads / year

–test coverage

13/13flavors OK

Overview

About

Maintained by Ta-Hsin LiCRAN 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. We list this channel from recorded r2u download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

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). We list this channel from recorded autoCRAN download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

Health

CRAN checks

13OK

CRAN check page ↗

Slowest check: 3.8 min · r-devel-windows-x86_64

Status changes

OK13 OK2026-08-05
NOTE12 OK, 1 NOTE2026-08-01
OK14 OK2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 5.0

READMENoVignettesNoNEWSNoCitation fileNoWebsitenot declared in DESCRIPTION

Help pages: 41
Examples that run: 100%26 run in a plain check
Exported functions with examples: 72%
Documented parameters: 98%
Return-value docs: 100%
Help pages citing references: 10%

How these are measured

Downloads

4.6K

CRAN downloads in the past year

Rank #16,742 · ~12/day · ~380/mo

Releases R versions

Daily download trend is not available in this view yet.

30230 days

75390 days

4.6K1 year

Compare downloads with other packages →

Also on371 r2u4 autocran

How downloads are counted

Repository

ibm/qfa ↗Organization: IBMArchived

2Stars

4Forks

0Open issues

1Open PRs

0Releases

96Commits

3Commit identities

License file reads as Apache-2.0 · 96 commits · Last activity 2023-08-23

Responsiveness

How these are sampled

PRs merged (all time): 100%
Median days to close, 50 most recently updated closed issues: 1
Median days to close, 50 most recently updated closed PRs: 0

Stars over time

2022-11-14 · 12026-07-07 · 2

How these are measured

PracticesBeta

Checks run against github.com/ibm/qfa on 2026-10-21.

No development-tooling practices detected in the upstream repository.

How this is detected·Detection ruleset v4 (2026-10-20)

Dependencies

Declared dependencies

9 external dependencies (excludes base and recommended)

Installing qfa adds 20 packages (13 with compiled code, 17 MB of source tarballs). Heaviest: fields 3.9 MB, spam 3.1 MB, maps 2.2 MB.

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.

How these are counted

Code & Tests

Datasets

People & History

People (1)

Ta-Hsin Li

Maintainer since 1.2 (2023), Author · added in 1.2

Previously maintained by Conor Lawless (0.0-10).

Listed in earlier versions (3)

Show 3 peopleHide 3 people

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

Releases (9)

Pick two releases to compare their code metrics.

R
R 4.6.0 released · 2026-04-24
5.0Latest
record
2026-03-30 · current release · diff ↗ ·
added 5 exports
boot.sqr, sqr.plot, sqr1.fit, sqr3.fit, sqr_deriv.plot
4.2
record
2025-09-11 · diff ↗
R
R 4.5.0 released · 2025-04-11
4.1
record
2025-04-09 · diff ↗
4.0
record
2025-01-08 · diff ↗ ·
added 5 exports
sqdft, sqdft.fit, sqr, sqr.fit.optim, tsqr.fit
3.1
record
2024-12-20 · diff ↗ ·
removed 8 exports
ar2qspec, qsmooth.qdft, qsmooth.qper, qspec.lwqs, qspec.qslw, qspec.sqrlw, sqdft, tsqr.fit

added 3 exports
per, qcser, qser2qacf
R
R 4.4.0 released · 2024-04-24
2.1
record
2023-08-21 · diff ↗
2.0
record
2023-05-17 · diff ↗ ·
removed 1 export
qper2qcoh

added 18 exports
ar2qspec, qacf, qper, qper2, qser, qser2ar, qser2sar, qspec.ar, qspec.lwqs, qspec.qslw, qspec.sar, qspec.sqrlw, qspec2qcoh, sar.eq.bootstrap, sar.eq.test, sar.gc.bootstrap, sar.gc.coef, sar.gc.test
R
R 4.3.0 released · 2023-04-21
1.2
record
2023-01-18 · diff ↗ ·
removed 1 export
pattern:^[^\\.]

added 14 exports
qdft, qdft2qacf, qdft2qper, qdft2qser, qfa.plot, qkl.divergence, qper2qcoh, qsmooth.qdft, qsmooth.qper, qspec.lw, sqdft, sqr.fit, tqr.fit, tsqr.fit
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 eventsHide 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
record
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 · relicensed from Artistic-2.0 in 1.2
Minimum R: ≥ 3.5
Bundled data: 287 KB / 5 files
Download size: 343 KB

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 package has no citation file, so citation() returns this entry built from DESCRIPTION.

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 v2026-10-23. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-23, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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