R Observatory: Metrics for mqqcause version 1.0.0

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

mqqcause

1.0.0

Multivariate Quantile-on-Quantile Granger Causality

0packages depend

672downloads / year

48.1%test coverage

13/13checks pass

Overview

About

Maintained by Merwan RoudaneFirst published 2026-06-011 releasesCRAN page ↗GitHub ↗

Implements bivariate and Multivariate Quantile-on-Quantile Granger causality tests building on the Quantile-on-Quantile regression framework of Sim and Zhou (2015) doi:10.1016/j.jbankfin.2015.01.013 and the quantile Granger causality test of Troster (2018) doi:10.1080/07474938.2016.1172400. The bivariate test estimates the local-linear slope in the quantile regression of y_t on lagged x_t with lagged y_t as control, using Gaussian kernel weights, and tests it against zero by paired bootstrap. The multivariate (conditional) test additionally conditions on a set of moderators Z and optional x times Z interaction terms, in the spirit of Sinha, Ghosh, Hussain, Nguyen and Das (2023) doi:10.1016/j.eneco.2023.107021. A Sup-Wald summary across the quantile grid is also provided. Heatmaps and 3D surfaces default to the 'MATLAB' 'Parula' colour map.

Install

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

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

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

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("merwanroudane/qqcaus")

Development version from merwanroudane/qqcaus. Installs pak first if it is not already available.

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-mqqcause

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

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-mqqcause

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-mqqcause

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 3.2 min · r-release-macos-x86_64

Code health

Yes

Tests · ratio 0.04

48.1%

Coverage · measured lines

100%

Documentation · exports

5

Dependencies · direct

Check history

OK2026-08-05
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-08-01
12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-06-09
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-06-08
12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
OK2026-06-02
7 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMENoVignettesNopkgdown siteNoNEWSYes · 67% structuredCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 63%
Return-value docs: 100%
References docs: 20%

Downloads

672

CRAN downloads in the past year

Rank #15,918 · ~2/day · ~56/mo

Releases R versions

Daily download trend is not available in this view yet.

11730 days

67290 days

6721 year

Compare downloads with other packages →

Also on14 r2u1 autocran

Repository

GitHub ↗ merwanroudane/qqcaus

1Stars

0Forks

0Open issues

0Open PRs

0Releases

5Commits

1Contributors

5 commits · Last activity 2026-06-01

Repository practices

Upstream repositoryBeta

1 development-tooling and community-health practice detected across 1 family in the upstream repository

Checks run against github.com/merwanroudane/qqcaus on 2026-08-09.

CRAN release process (1)

cran-comments.md

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

5 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.5.0

Imports (5)

quantreg plotlystatsutilsgrDevices

LinkingTo (0)

none

Suggests (3)

knitr rmarkdown testthat

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (4)

Maintainer (1)

Merwan Roudane

Author, Maintainer, Copyright holder

Authors (1)

Merwan Roudane

Author, Maintainer, Copyright holder

Contributors (3)

Nicholas Sim

Contributor

Avik Sinha

Contributor

Hongtao Zhou

Contributor

Copyright holders (1)

Merwan Roudane

Author, Maintainer, Copyright holder

Package Timeline

1 release. R releases are shown for context.

1.0.0Latest
2026-06-01 · current release
R
R 4.6.0 released · 2026-04-24

Package metadata

First published: 2026-06-01
Total releases: 1 / 1 yrs
License: GPL-3 OSI
Minimum R: ≥ 3.5.0
Download size: not tracked yet
Installed size: not tracked yet
With dependencies: not tracked yet

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("mqqcause")

Format

Roudane, M., Sim, N., Sinha, A., & Zhou, H. (2026). mqqcause: Multivariate Quantile-on-Quantile Granger Causality (Version 1.0.0) [Computer software]. https://doi.org/10.32614/CRAN.package.mqqcause

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

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 mqqcause version 1.0.0 [Data set]. HJJB, LLC. Data release v2026-08-13. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-13, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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