wqrr
1.0.0Wavelet Quantile Regression Toolbox
Overview
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
- OK2026-08-0413 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-08-0112 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-06-097 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 56%
- Return-value docs
- 100%
- References docs
- 17%
Downloads
Repository
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Repository practices
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.
Dependencies
Nothing depends on this yet.
Code & Tests
People & History
1 release. R releases are shown for context.
- 1.0.0Latest2026-06-08 · current release
- RR 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
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