R Observatory: Metrics for qardlr version 1.1.2

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

qardlr

1.1.2Package record

Quantile Autoregressive Distributed Lag Model

0packages depend

1.9Kdownloads / year

44.8%test coverage

13/13flavors OK

Overview

About

Maintained by Muhammad AlkhalafCRAN page ↗GitHub ↗Issues ↗

Implements the Quantile Autoregressive Distributed Lag (QARDL) model of Cho, Kim and Shin (2015) doi:10.1016/j.jeconom.2015.05.003. Estimates quantile-specific long-run (beta), short-run autoregressive (phi), and impact (gamma) parameters. Features include BIC-based automatic lag selection, Error Correction Model (ECM) parameterization, Wald tests for parameter constancy across quantiles, rolling/recursive QARDL estimation, Monte Carlo simulation, and publication-ready output tables.

Changes in 1.1.2

qardl() and qardl_bic_select() stop with an error when y or X contains missing values; the message gives the number and position of the incomplete rows.
summary.qardl() prints, under the gamma(tau) table, that the covariance of gamma(tau) has rank one (Cho, Kim and Shin, 2015, Theorem 1(ii)) and that its t statistics equal the t statistic of rho(tau) in absolute value. The documentation of qardl() states the same.

From NEWS.md in the release

Install

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

install.packages("qardlr", 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("muhammedalkhalaf/qardlr")

Development version from muhammedalkhalaf/qardlr. 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-qardlr

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-qardlr

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-qardlr

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: 2.7 min · r-oldrel-macos-x86_64

Status changes

OK13 OK2026-08-05
NOTE12 OK, 1 NOTE2026-08-01
OK13 OK2026-06-08
WARNING12 OK, 1 WARNING2026-06-07
OK5 OK2026-03-14

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 1.1.2

READMEYes · 800 wordsVignettesNoNEWSYes · 100% structured · mentions 1.1.2Citation fileYes · software entry onlyWebsitenot declared in DESCRIPTION

Help pages: 35 (18 internal)includes a package overview page
Examples that run: 100%8 run in a plain check
Exported functions with examples: 100%
Documented parameters: 100%
Return-value docs: 100%
Help pages citing references: 23%

How these are measured

Downloads

1.9K

CRAN downloads in the past year

Rank #18,895 · ~5/day · ~156/mo

Releases R versions

Daily download trend is not available in this view yet.

32230 days

70190 days

1.9K1 year

Compare downloads with other packages →

Also on42 r2u4 autocran

How downloads are counted

Repository

muhammedalkhalaf/qardlr ↗Account: muhammedalkhalaf

1Stars

0Forks

1Open issues

0Open PRs

2Releases

11Commits

2Commit identities

11 commits · Last activity 2026-10-26 · 0% stars, 30d

Responsiveness

not measured

Stars over time

2026-03-18 · 12026-07-07 · 1

How these are measured

PracticesBeta

3 development-tooling and community-health practices detected across 3 families in the upstream repository

Checks run against github.com/muhammedalkhalaf/qardlr on 2026-10-25.

Governance and community (1)

The repository owner accepts GitHub Sponsors

Reproducibility and dev environment (1)

data-raw/

CRAN release process (1)

cran-comments.md

How this is detected·Detection ruleset v4 (2026-10-20)

AI coding toolsBeta

This repository shows signs of AI coding tools.

Claude Codefirst seen 2026-09-27
Commits: at least 3 crediting it in the message

Models named in its commits

Claude Opus 5.53 commits · Sep to Oct 2026

Counts are commits, not lines of code. Commits by a tool's accounts count once across all of its accounts. Commits crediting it are the largest count among its credit lines, a minimum.How this is detected·Detection ruleset v4 (updated 2026-09-27)

Dependencies

Declared dependencies

2 external dependencies (excludes base and recommended)

Installing qardlr adds 3 packages (2 with compiled code, 1.4 MB of source tarballs). Heaviest: quantreg 903 KB, SparseM 540 KB, MatrixModels 24 KB.

Depends (1)

R >= 3.5.0

Imports (3)

quantregstatsMASS

LinkingTo (0)

none

Suggests (1)

testthat

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 (4)

Muhammad Alkhalaf

Jin Seo Cho

Contributor

Original methodology

Tae-Hwan Kim

Contributor

Original methodology

Yongcheol Shin

Contributor

Original methodology

Listed in earlier versions (1)

Merwan Roudane

no longer listed · 1.0.1

Releases (3)

Pick two releases to compare their code metrics.

1.1.2Latest
record
2026-10-26 · current release · diff ↗
1.1.1
record
2026-10-01 · diff ↗
R
R 4.6.0 released · 2026-04-24
1.0.1
record
2026-03-13
R
R 4.5.0 released · 2025-04-11

Package metadata

First published: 2026-03-13
Total releases: 3 / 1 yrs
License: GPL-3 OSI
Minimum R: ≥ 3.5.0
Bundled data: 4.4 KB / 1 file
Download size: 43 KB

Cite

Cite this package

Run in R for the authors' entry:

citation("qardlr")

The package provides a citation file, so citation() returns the authors' own entry.

It points to 10.32614/cran.package.qardlr.

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 qardlr version 1.1.2 [Data set]. HJJB, LLC. Data release v2026-10-26. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-26, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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