tsqn

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.

Last 30 days

This package has been downloaded 381 times in the last 30 days. Enough downloads to make a small wave in the niche community. The curiosity is spreading! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 2 times.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 5,527 times in the last 365 days. A solid achievement! Enough downloads to get noticed at department meetings. The day with the most downloads was Jul 21, 2024 with 82 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.