Package: tsqn
Type: Package
Title: Applications of the Qn Estimator to Time Series (Univariate and
        Multivariate)
Version: 1.2.0
Date: 2026-03-16
Authors@R: c(
    person(given = "Higor",
           family = "Cotta",
           role = c("aut", "cre"),
           email = "cotta.higor@gmail.com"),
    person(given = "Valderio",
           family = "Reisen",
           role = "aut"),
    person(given = "Pascal",
           family = "Bondon",
           role = "aut"),
    person(given = "Céline",
           family = "Lévy-Leduc",
           role = "aut")
  )
Depends: R (>= 3.2.3), robustbase, MASS, fracdiff
Suggests: knitr, rmarkdown, testthat (>= 3.0.0)
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>.
License: GPL (>= 2)
VignetteBuilder: knitr
LazyData: true
Config/testthat/edition: 3
Encoding: UTF-8
RoxygenNote: 7.3.3
Repository: https://rogih.r-universe.dev
Date/Publication: 2026-03-16 21:29:12 UTC
RemoteUrl: https://github.com/rogih/tsqn
RemoteRef: HEAD
RemoteSha: 23068cbf3d48c52eb346667b5f4df1350513227d
NeedsCompilation: no
Packaged: 2026-07-14 06:55:30 UTC; root
Author: Higor Cotta [aut, cre],
  Valderio Reisen [aut],
  Pascal Bondon [aut],
  Céline Lévy-Leduc [aut]
Maintainer: Higor Cotta <cotta.higor@gmail.com>