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wqrr

1.0.0

Wavelet Quantile Regression Toolbox

0packages depend
467downloads / year
31.2%test coverage
13/13checks pass

Overview

About
Maintained by Merwan RoudaneFirst published 2026-06-081 releasesCRAN page ↗GitHub ↗

A comprehensive toolbox for wavelet-domain quantile analyses of bivariate and multivariate time series. Provides Wavelet Quantile Regression and Multivariate Wavelet Quantile Regression after Adebayo and Ozkan (2024) doi:10.1016/j.jclepro.2024.140832, Wavelet Quantile-on-Quantile regression with bootstrap p-values extending Sim and Zhou (2015) doi:10.1016/j.jbankfin.2015.01.013, the nonparametric Causality-in-Quantiles test of Balcilar, Gupta and Pierdzioch (2016) doi:10.1016/j.resourpol.2016.04.004 together with its wavelet variant, Wavelet Quantile Mediation and Moderation, Wavelet Quantile Correlation, and a wavelet-based nonparametric Quantile Density estimator. The Maximal Overlap Discrete Wavelet Transform (MODWT) decomposition is performed via 'waveslim' and Short / Medium / Long band aggregation is supported throughout. For plain Quantile-on-Quantile regression see the companion CRAN package 'QuantileOnQuantile'. All interactive 3D surfaces, heatmaps and contour plots default to the 'MATLAB' 'Parula' colour map.

Install

Health

CRAN checks
13OK
Slowest check: 3.1 min · r-oldrel-windows-x86_64
Code health
Yes
Tests · ratio 0.03
31.2%
Coverage · measured lines
100%
Documentation · exports
6
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
  • OK2026-06-09
    7 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

Documentation
READMENoVignettesYes · dynamicpkgdown siteNoNEWSYes · 67% structuredCode of conductNoContributing guideNo
Examples that run
100%
Documented parameters
56%
Return-value docs
100%
References docs
17%

Downloads

467
CRAN downloads in the past year
Rank #22,689 · ~1/day · ~39/mo
Daily download trend is not available in this view yet.
13130 days
46790 days
4671 year
Compare downloads with other packages →
Also on13 r2u

Repository

Repository
1Stars
0Forks
0Open issues
0Open PRs
0Releases
7Commits
1Contributors
License MIT · 7 commits · Last activity 2026-06-01 · 0% stars, 30d

Stars over time

2026-07-07 · 02026-07-14 · 1

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/wqrr on 2026-08-16.

CRAN release process (1)
cran-comments.md
How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies
6 external dependencies (excludes base and recommended)
Depends (1)
R >= 3.5.0
Imports (6)
quantregwaveslimplotlystatsutilsgrDevices
LinkingTo (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (5)
Maintainer (1)
Author, Maintainer, Copyright holder
Authors (1)
Author, Maintainer, Copyright holder
Contributors (4)
Contributor
Contributor
Contributor
Copyright holders (1)
Author, Maintainer, Copyright holder
Package Timeline

1 release. R releases are shown for context.

  • 1.0.0Latest
    2026-06-08 · current release
  • R
    R 4.6.0 released · 2026-04-24

Package metadata

First published
2026-06-08
Total releases
1 / 1 yrs
License
GPL-3 OSI
Minimum R
≥ 3.5.0
Download size
48 KB
Installed size
not tracked yet
With dependencies
not tracked yet

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("wqrr")
Roudane, M., Adebayo, T. S., Balcilar, M., Sim, N., & Zhou, H. (2026). wqrr: Wavelet Quantile Regression Toolbox (Version 1.0.0) [Computer software]. https://doi.org/10.32614/CRAN.package.wqrr

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 wqrr version 1.0.0 [Data set]. HJJB, LLC. Data release v2026-08-17. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-17, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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