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nonParQuantileCausality

Nonparametric Causality in Quantiles Test

v0.1.0 · Sep 30, 2025 · MIT + file LICENSE

Description

Implements the nonparametric causality-in-quantiles test (in mean or variance), returning a test object with an S3 plot() method. The current implementation uses one lag of each series (first-order Granger causality setup). Methodology is based on Balcilar, Gupta, and Pierdzioch (2016a) <doi:10.1016/j.resourpol.2016.04.004> and Balcilar et al. (2016) <doi:10.1007/s11079-016-9388-x>.

Downloads

CRAN

208

Last 30 days

22810th

481

Last 90 days

1.6K

Last year

Trend: +98.1% (30d vs prior 30d)

r2u CRAN

0

Last 30 days

18

Last 90 days

47

Last year

Trend: -100% (30d vs prior 30d)

autoCRAN

0

Last 7 days

8

Last 30 days

0

All-time

autoCRAN-only: this name is served only by autoCRAN, so the count is exact.

CRAN Check Status

13 OK
Show all 13 flavors
Flavor Status
r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Code

Structure

Lines of code

669

Files

29

Compiled share

0%

Has compiled src

No

Language breakdown

R 327 (48.9%)Tests 45 (6.7%)Docs 237 (35.4%)Vignettes 60 (9%)

API

Exported functions

2

Internal functions

2

Recent export changes

v0.1.0+2 lrq_causality_test, np_quantile_causality

Testing & CI

Has tests

Yes

Test-to-code ratio

0.14

testthat edition

3

CI present

No

CI type

[]

PR gated

No

Docs

Return-value doc rate

100%

\dontrun example ratio

100%

Roxygen coverage

100%

Has pkgdown

No

NEWS present

Yes

Health & Security signals

Informational signals; not verdicts.

on.exit coverage

Unsafe pattern score

0

Dep constraint coverage

0%

Secret pattern count

0

Bundled 3rd-party code

2 items

Portability & License

Min R version

3.6

System requirements

C++ standard

License

MIT + file LICENSE

License flags

SPDX valid, OSI approved

History

Versions

1

First release

2025-09-30

Latest release

2025-09-30

Avg cadence

Cold removal rate

Dep drift

0

Per-file churn detail lives in the source pipeline: https://github.com/r-observatory/cran-code-metrics.

Dependency Network

Dependencies Reverse dependencies ggplot2 quantreg KernSmooth nonParQuantileCausality

Version History

1 tracked
new 0.1.0 Mar 10, 2026

R Observatory began tracking this package on Mar 10, 2026; it first appeared on CRAN Sep 30, 2025. Releases before tracking aren’t shown.