xtcspqardl

1.0.2

Cross-Sectionally Augmented Panel Quantile ARDL

0packages depend

1.9Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Muhammad AlkhalafFirst published 2026-03-131 releasesCRAN page ↗GitHub ↗

Implements the Cross-Sectionally Augmented Panel Quantile Autoregressive Distributed Lag (CS-PQARDL) model and the Quantile Common Correlated Effects Mean Group (QCCEMG) estimator for panel data with cross-sectional dependence. The package handles unobserved common factors through cross-sectional averages following Pesaran (2006) <doi:10.1111/j.1468-0262.2006.00692.x> and Chudik and Pesaran (2015) <doi:10.1016/j.jeconom.2015.03.007>. Quantile regression for dynamic panels follows Harding, Lamarche, and Pesaran (2018) <doi:10.1016/j.jeconom.2018.07.010>. The ARDL approach to cointegration testing is based on Pesaran, Shin, and Smith (2001) <doi:10.1002/jae.616>.

Install

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

install.packages("xtcspqardl")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

pak::pak("muhammedalkhalaf/xtcspqardl")

Development version from muhammedalkhalaf/xtcspqardl. Requires the pak package.

Release

# one-time r2u setup for Ubuntu (noble)

curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash

# then install

sudo apt install r-cran-xtcspqardl

Fast Ubuntu binaries via r2u (no compilation). Run the setup once per machine.

bspm (used by r2u) also needs make: sudo apt install make

sudo dnf copr enable iucar/cran

sudo dnf install R-CRAN-xtcspqardl

RPMs from the iucar/cran COPR, rebuilt from CRAN.

sudo zypper install R-xtcspqardl

RPMs auto-built from CRAN on openSUSE OBS.

Health

CRAN checks

13OK

Code health

Yes

Tests · ratio 0.21

not tracked

Coverage

100%

Documentation · exports

None

Vignettes

Yes

README

Dependencies · direct

Check history

OK2026-03-14
7 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Downloads

1.9K

CRAN downloads in the past year

Rank #8,479 · ~5/day · ~157/mo

xtcspqardl Releases R versions

Daily download trend is not available in this view yet.

43030 days

1.4K90 days

1.9K1 year

Compare downloads with other packages →

Also on28 r2u3 autocran

Source & community

GitHub ↗

Repository stars, issues, and contributor activity are not tracked yet.

Dependencies

Declared dependencies

2 external dependencies (excludes base and recommended)

Depends (1)

R >= 4.0.0

Imports (2)

quantregstats

LinkingTo (0)

none

Suggests (1)

testthat

Enhances (0)

none

Reverse dependencies

0direct

–indirect (not tracked)

Nothing depends on this yet.

Code & Tests

Code Composition

R 1,559 (72%)Rd 613 (28%)

Test coverage

Line coverage

–

Expression

–

Tests / Examples

–

Functions

15 2 exported

Complexity

7.6 avg / 32 max

Call network

15 nodes / 8 edges

Test coverage has not been measured for this package yet; nodes fall back to a neutral fill.

Call graph

Open call graph →

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Lowest coverage

Per-function coverage is not measured for this package yet.

People & History

People (2)

Maintainer (1)

Muhammad Alkhalaf

Author, Maintainer, Copyright holder

Authors (1)

Muhammad Alkhalaf

Author, Maintainer, Copyright holder

Contributors (1)

Merwan Roudane

Contributor

Muhammad Alkhalaf

Author, Maintainer, Copyright holder

Release timeline

1 release. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
1.0.2Latest
2026-03-13 · current release
R
R 4.5.0 released · 2025-04-11

Package metadata

First published: 2026-03-13
Total releases: 1 / 1 yrs
License: GPL-3 OSI
Download size: not tracked yet
Installed size: not tracked yet
With dependencies: not tracked yet