DESCRIPTION

Package: quantspec
Version: 1.2-1.99
Encoding: UTF-8
Date: 2016-03-28
Title: Quantile-Based Spectral Analysis of Time Series
Authors@R: c(person("Tobias", "Kley", role=c("aut","cre"),
    email = "t.kley@lse.ac.uk"),
    person("Stefan", "Birr",  role = c("ctb"), 
	comment = "Contributions to lag window estimation", email = "stefan.birr@rub.de"))
Depends:
    R (>= 3.0.0),
    stats4
Suggests:
    testthat
Imports:
    methods,
    graphics,
    quantreg,
    abind,
    zoo,
    snowfall,
    Rcpp (>= 0.11.0)
Description: Methods to determine, smooth and plot quantile periodograms for
    univariate and multivariate time series.
License: GPL (>= 2)
URL: http://github.com/tobiaskley/quantspec
BugReports: http://github.com/tobiaskley/quantspec/issues
LazyData: TRUE
LinkingTo: Rcpp
Collate:
    'Class-BootPos.R'
    'generics.R'
    'Class-LagOperator.R'
    'Class-ClippedCov.R'
    'Class-QSpecQuantity.R'
    'aux-functions.R'
    'Class-FreqRep.R'
    'Class-ClippedFT.R'
    'Class-QuantileSD.R'
    'Class-IntegrQuantileSD.R'
    'Class-Weight.R'
    'Class-KernelWeight.R'
    'Class-LagEstimator.R'
    'kernels.R'
    'Class-LagKernelWeight.R'
    'Class-MovingBlocks.R'
    'Class-QRegEstimator.R'
    'Class-QuantilePG.R'
    'Class-SmoothedPG.R'
    'Class-SpecDistrWeight.R'
    'RcppExports.R'
    'data.R'
    'deprecated.R'
    'models.R'
    'quantspec-package.R'
RoxygenNote: 5.0.1