qfa
Quantile-Frequency Analysis (QFA) of Time Series and Spline Quantile Regression (SQR)
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>.
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CRAN Check Status
Show all 13 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check History
OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
Code
Structure
Lines of code
6,725
Files
55
Compiled share
2.8%
Has compiled src
Yes
Language breakdown
API
Exported functions
36
Internal functions
13
Recent export changes
Testing & CI
Has tests
No
Test-to-code ratio
0.00
testthat edition
–
CI present
No
CI type
[]
PR gated
No
Docs
Return-value doc rate
100%
\dontrun example ratio
0%
Roxygen coverage
100%
Has pkgdown
No
NEWS present
No
Health & Security signals
Informational signals; not verdicts.
on.exit coverage
33.3%
Unsafe pattern score
0
Dep constraint coverage
0%
Secret pattern count
0
Bundled 3rd-party code
2 items
Portability & License
Min R version
3.5
System requirements
–
C++ standard
–
License
GPL (>= 2)
License flags
SPDX valid, OSI approved
History
Versions
9
First release
2013-06-13
Latest release
2026-03-30
Avg cadence
140 days
Cold removal rate
100%
Dep drift
21
LOC over versions
Per-file churn detail lives in the source pipeline: https://github.com/r-observatory/cran-code-metrics.