  Quantile-based approaches to the spectral analysis of time series have
recently attracted a lot of attention. Despite a growing literature that
contains various estimation proposals, no systematic methods for computing the
new estimators are available to date. This paper contains two main
contributions. First, an extensible framework for quantile-based spectral
analysis of time series is developed and documented using object-oriented
models. A comprehensive, open source, reference implementation of this
framework, the R package quantspec, was recently contributed to CRAN by the
author of this paper. The second contribution of the present paper is to
provide a detailed tutorial, with worked examples, to this R package. A reader
who is already familiar with quantile-based spectral analysis and whose primary
interest is not the design of the quantspec package, but how to use it, can
read the tutorial and worked examples (Sections 3 and 4) independently.
