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tsqr

0.2.0

Sequential Threshold-Spatial-Quantile Panel Estimation

0packages depend
547downloads / year
43.1%test coverage
13/13checks pass

Overview

About
Maintained by Prakash VhankadeFirst published 2026-06-222 releasesCRAN page ↗

Implements a sequential panel estimation protocol for regional economic panels that combines three estimation layers in a fixed order. The first layer applies a two-way fixed effects baseline. The second layer applies the panel threshold regression method of Hansen (1999) doi:10.1016/S0304-4076(99)00025-1 to identify structural breaks at an unknown threshold of a moderating variable, with bootstrap inference following Hansen (2000) doi:10.1111/1468-0262.00124. The third layer applies a spatial Durbin model with an impact decomposition following LeSage and Pace (2009, ISBN:978-1-4200-6424-7) to quantify direct and indirect spillover effects. The fourth layer applies the two-step panel quantile estimator of Canay (2011) doi:10.1111/j.1368-423X.2011.00349.x to document distributional heterogeneity in the outcome. The threshold identified in the second layer defines a subsample used as structured input to the fourth layer, and a consistency check evaluates whether the three sets of results are jointly compatible with a common underlying structural relationship. An illustrative panel of 33 districts of the state of Maharashtra, India, observed over 10 agricultural years, is included with the package.

Install

Health

CRAN checks
13OK
Slowest check: 3.6 min · r-oldrel-windows-x86_64
Code health
Yes
Tests · ratio 0.10
43.1%
Coverage · measured lines
100%
Documentation · exports
7
Dependencies · direct
Check history
  • OK2026-08-04
    13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • NOTE2026-08-01
    12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • OK2026-06-23
    6 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

Documentation
READMENoVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo
Examples that run
71%
Documented parameters
100%
Return-value docs
100%
References docs
43%

Downloads

547
CRAN downloads in the past year
Rank #20,804 · ~1/day · ~46/mo
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25230 days
54790 days
5471 year
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Dependencies

Declared dependencies
6 external dependencies (excludes base and recommended)
Depends (1)
R >= 4.1.0
LinkingTo (0)
none
Suggests (1)
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Code & Tests

Datasets

People & History

People (1)
Maintainer (1)
Author, Maintainer
Authors (1)
Author, Maintainer
Package Timeline

2 releases. Pick two to compare their code metrics. R releases are shown for context.

  • 0.2.0Latest
    2026-07-06 · current release · diff ↗
  • 0.1.2
    2026-06-22
  • R
    R 4.6.0 released · 2026-04-24

Package metadata

First published
2026-06-22
Total releases
2 / 1 yrs
License
GPL-3 OSI
Minimum R
≥ 4.1.0
Bundled data
25 KB / 1 file
Download size
75 KB
Installed size
not tracked yet
With dependencies
not tracked yet

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("tsqr")
Vhankade, P. (2026). tsqr: Sequential Threshold-Spatial-Quantile Panel Estimation (Version 0.2.0) [Computer software]. https://doi.org/10.32614/CRAN.package.tsqr

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.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for tsqr version 0.2.0 [Data set]. HJJB, LLC. Data release v2026-08-23. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-23, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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