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quantilogram
(Q113626)
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Cross-Quantilogram
Language
Label
Description
Also known as
English
quantilogram
Cross-Quantilogram
Statements
instance of
R package
0 references
last update
5 March 2022
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software version identifier
2.2.1
publication date
5 March 2022
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author
Tatsushi Oka
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maintained by
Tatsushi Oka
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copyright license
GNU General Public License
edition/version
≥ 3
(English)
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imports
np
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stats
0 references
quantreg
0 references
SparseM
0 references
cites work
The quantilogram: With an application to evaluating directional predictability
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The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series
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programmed in
R
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depends on software
R
0 references
MaRDI profile type
MaRDI software profile
0 references
Identifiers
CRAN project
quantilogram
0 references
Sitelinks
Mathematics
(1 entry)
mardi
Software:113626
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