% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/quantilogram-package.R
\docType{package}
\name{quantilogram-package}
\alias{quantilogram}
\alias{quantilogram-package}
\title{Quantilogram Analysis Tools}
\description{
This package provides a comprehensive set of tools for quantilogram analysis in R.
It includes functions for computing and visualizing cross-quantilograms, which are
useful for analyzing dependence structures in financial time series data.
The package implements methods described in Han et al. (2016) for measuring
quantile dependence and testing directional predictability between time series.
}
\details{
The package's functions can be categorized into several groups:

\strong{Core Quantilogram Functions:}
\itemize{
\item \code{\link{crossq}}: Compute basic cross-quantilogram
\item \code{\link{crossq.sb}}: Cross-quantilogram with stationary bootstrap
\item \code{\link{crossq.sb.opt}}: Optimized cross-quantilogram with bootstrap
}

\strong{Visualization Functions:}
\itemize{
\item \code{\link{crossq.heatmap}}: Create heatmap visualization of cross-quantilograms
\item \code{\link{crossq.plot}}: Plot method for crossq objects
}

\strong{Advanced Analysis Functions:}
\itemize{
\item \code{\link{crossq.max}}: Compute maximum cross-quantilogram
\item \code{\link{crossq.partial}}: Compute partial cross-quantilogram
}

For a complete list of functions, see the package index.
}
\references{
Han, H., Linton, O., Oka, T., & Whang, Y. J. (2016). The cross-quantilogram:
Measuring quantile dependence and testing directional predictability between
time series. Journal of Econometrics, 193(1), 251-270.
}
\author{
\strong{Maintainer}: Tatsushi Oka \email{oka.econ@gmail.com}

Authors:
\itemize{
  \item Tatsushi Oka \email{oka.econ@gmail.com}
}

Other contributors:
\itemize{
  \item Heejon Han [contributor]
  \item Oliver Linton [contributor]
  \item Yoon-Jae Whang [contributor]
}

}
