R Observatory: Metrics for QuantileModels version 1.0.0

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

QuantileModels

1.0.0Package record

Estimation of Different Quantile Related Models

0packages depend

1.2Kdownloads / year

–test coverage

13/13flavors OK

Overview

About

Maintained by Christian Jorge CarreiroCRAN page ↗

Estimation of different quantile models, at the moment only Conditional autoregressive value at risk (CAViaR) proposed by Engle & Manganelli (2004) doi:10.1198/073500104000000370 with also the specification proposed in Huang et al. (2009) doi:10.1016/j.eneco.2008.12.006 and it's multivariate extension, Multi-variate multi-quantile CAViaR (MVMQ-CAViaR) proposed by White et al. (2015) doi:10.1016/j.jeconom.2015.02.004 are available, however, in further updates, other models and extensions will be included.

Changes in 1.0.0

Initial version and CRAN submission.

From NEWS.md in the release

Install

R (CRAN)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("QuantileModels", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-quantilemodels

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled. We list this channel from recorded r2u download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-QuantileModels

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-QuantileModels

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed). We list this channel from recorded autoCRAN download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

Health

CRAN checks

13OK

CRAN check page ↗

Slowest check: 4.5 min · r-devel-windows-x86_64

Status changes

OK13 OK2026-09-08
ERROR12 OK, 1 ERROR2026-09-07
OK13 OK2026-08-05
NOTE12 OK, 1 NOTE2026-08-01
OK7 OK2026-06-26

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 1.0.0

READMEYes · 249 wordsVignettesYes · 1 · dynamicNEWSYes · 67% structured · mentions 1.0.0Citation fileNoWebsitenot declared in DESCRIPTION

Help pages: 11
Examples that run: 50%1 run in a plain check · 1 only when donttest examples are enabled (R CMD check --as-cran)
Exported functions with examples: 100%
Documented parameters: 96%
Return-value docs: 100%
Help pages citing references: 45%

Vignettes (1)

Introduction to QuantileModels package

How these are measured

Downloads

1.2K

CRAN downloads in the past year

Rank #15,710 · ~3/day · ~98/mo

Releases R versions

Daily download trend is not available in this view yet.

22030 days

79090 days

1.2K1 year

Compare downloads with other packages →

Also on64 r2u1 autocran

How downloads are counted

Dependencies

Declared dependencies

12 external dependencies (excludes base and recommended)

Installing QuantileModels adds 62 packages (34 with compiled code, 35 MB of source tarballs). Heaviest: ggplot2 6.0 MB, mclust 2.7 MB, rugarch 2.6 MB.

Depends (1)

R >= 3.5

Imports (8)

Rcpp nloptr quantreg numDeriv xts zoo ufRisk GenSA

LinkingTo (2)

Rcpp RcppArmadillo

Suggests (2)

knitr rmarkdown

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

How these are counted

Code & Tests

Datasets

People & History

People (1)

Christian Jorge Carreiro

Releases (1)

1.0.0Latest
record
2026-06-25 · current release
R
R 4.6.0 released · 2026-04-24

Package metadata

First published: 2026-06-25
Total releases: 1 / 1 yrs
License: GPL (>= 3) OSI
Minimum R: ≥ 3.5
Bundled data: 249 KB / 3 files
Download size: 911 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("QuantileModels")

Format

Jorge Carreiro, C. (2026). QuantileModels: Estimation of Different Quantile Related Models (Version 1.0.0) [Computer software]. https://doi.org/10.32614/CRAN.package.QuantileModels

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for QuantileModels version 1.0.0 [Data set]. HJJB, LLC. Data release v2026-10-24. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-24, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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