{
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  "Type": "Package",
  "Title": "Applications of the Qn Estimator to Time Series (Univariate and\nMultivariate)",
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  "Date": "2026-03-16",
  "Authors@R": "c(\nperson(given = \"Higor\",\nfamily = \"Cotta\",\nrole = c(\"aut\", \"cre\"),\nemail = \"cotta.higor@gmail.com\"),\nperson(given = \"Valderio\",\nfamily = \"Reisen\",\nrole = \"aut\"),\nperson(given = \"Pascal\",\nfamily = \"Bondon\",\nrole = \"aut\"),\nperson(given = \"Céline\",\nfamily = \"Lévy-Leduc\",\nrole = \"aut\")\n)",
  "Description": "Time Series Qn is a package with applications of the Qn\nestimator of Rousseeuw and Croux (1993)\n<doi:10.1080/01621459.1993.10476408> to univariate and\nmultivariate Time Series in time and frequency domains. More\nspecifically, the robust estimation of autocorrelation or\nautocovariance matrix functions from Ma and Genton (2000, 2001)\n<doi:10.1111/1467-9892.00203>, <doi:10.1006/jmva.2000.1942> and\nCotta (2017) <doi:10.13140/RG.2.2.14092.10883> are provided.\nThe robust pseudo-periodogram of Molinares et. al. (2009)\n<doi:10.1016/j.jspi.2008.12.014> is also given. This packages\nalso provides the M-estimator of the long-memory parameter d\nbased on the robustification of the GPH estimator proposed by\nReisen et al. (2017) <doi:10.1016/j.jspi.2017.02.008>.",
  "License": "GPL (>= 2)",
  "VignetteBuilder": "knitr",
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  "Repository": "https://rogih.r-universe.dev",
  "Date/Publication": "2026-03-16 21:29:12 UTC",
  "RemoteUrl": "https://github.com/rogih/tsqn",
  "RemoteRef": "HEAD",
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    "Date": "2026-05-15 08:43:50 UTC",
    "User": "root"
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  "Author": "Higor Cotta [aut, cre],\nValderio Reisen [aut],\nPascal Bondon [aut],\nCéline Lévy-Leduc [aut]",
  "Maintainer": "Higor Cotta <cotta.higor@gmail.com>",
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  "_updates": [
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    "extra/citation.html",
    "extra/citation.json",
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    "extra/contents.json",
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    "extra/NEWS.txt",
    "extra/tsqn.html",
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      "date": "2017-03-29"
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    "corMatQn",
    "corQn",
    "covMatQn",
    "covQn",
    "GPH_estimate",
    "PerioMrob",
    "PerQn",
    "robacf"
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      "title": "PM10 Concentrations at Monitoring Stations",
      "object": "pm10",
      "class": [
        "data.frame"
      ],
      "fields": [
        "Laranjeiras",
        "Carapina",
        "Camburi",
        "Sua",
        "VixCentro",
        "Ibes",
        "VVCentro",
        "Cariacica"
      ],
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    {
      "page": "corMatQn",
      "title": "Robust correlation matrix",
      "topics": [
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      ]
    },
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      "page": "corQn",
      "title": "Robust correlation between the variables 'x' and 'y'",
      "topics": [
        "corQn"
      ]
    },
    {
      "page": "covMatQn",
      "title": "Robust covariance matrix",
      "topics": [
        "covMatQn"
      ]
    },
    {
      "page": "covQn",
      "title": "Robust covariance between the variables 'x' and 'y'",
      "topics": [
        "covQn"
      ]
    },
    {
      "page": "GPH_estimate",
      "title": "Classical and Robust Geweke and Porter-Hudak (GPH) estimators for the long-memory parameter d of a long-range dependent stationary processes",
      "topics": [
        "GPH_estimate"
      ]
    },
    {
      "page": "PerioMrob",
      "title": "Robust M-periodogram",
      "topics": [
        "PerioMrob"
      ]
    },
    {
      "page": "PerQn",
      "title": "Robust periodogram based on the Robust ACF",
      "topics": [
        "PerQn"
      ]
    },
    {
      "page": "plot.robacf",
      "title": "Plot Robust Autocovariance and Robust Autocorrelation Functions",
      "topics": [
        "plot.robacf"
      ]
    },
    {
      "page": "pm10",
      "title": "PM10 Concentrations at Monitoring Stations",
      "topics": [
        "pm10"
      ]
    },
    {
      "page": "robacf",
      "title": "Robust autocorrelation or autocovariance function estimation",
      "topics": [
        "robacf"
      ]
    },
    {
      "page": "tsqn",
      "title": "Applications of the Qn estimator to time series (univariate and multivariate)",
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        "tsqn"
      ]
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      "modified": "2026-03-16 21:29:12",
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