tsqn
Applications of the Qn Estimator to Time Series (Univariate and Multivariate)
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>.
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CRAN Check Status
Show all 14 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-macos-arm64 | 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 24, 2026
WARNING 12 OK · 1 NOTE · 1 WARNING · 0 ERROR · 0 FAILURE Mar 17, 2026
CRAN incoming feasibility
Maintainer: ‘Higor Cotta <cotta.higor@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: c(person(given = "Higor",
family = "Cotta",
role = c("aut", "cre"),
...[truncated]...
person(given = "Pascal",
family = "Bondon",
role = "aut"),
person(given = "Céline",
family = "Lévy-Leduc",
role = "aut"))
as necessary.
whether package can be installed
Found the following significant warnings: Warning: package 'MASS' was built under R version 4.6.0 See 'd:/Rcompile/CRANpkg/local/4.5/tsqn.Rcheck/00install.out' for details.
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
CRAN incoming feasibility
Maintainer: ‘Higor Cotta <cotta.higor@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: c(person(given = "Higor",
family = "Cotta",
role = c("aut", "cre"),
...[truncated]...
person(given = "Pascal",
family = "Bondon",
role = "aut"),
person(given = "Céline",
family = "Lévy-Leduc",
role = "aut"))
as necessary.
CRAN incoming feasibility
Maintainer: ‘Higor Cotta <cotta.higor@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: c(person(given = "Higor",
family = "Cotta",
role = c("aut", "cre"),
...[truncated]...
person(given = "Pascal",
family = "Bondon",
role = "aut"),
person(given = "Céline",
family = "Lévy-Leduc",
role = "aut"))
as necessary.