xtpqardl
Panel Quantile Autoregressive Distributed Lag Model
Description
Estimation of Panel Quantile Autoregressive Distributed Lag (PQARDL) models that combine panel ARDL methodology with quantile regression. Supports Pooled Mean Group (PMG), Mean Group (MG), and Dynamic Fixed Effects (DFE) estimators across multiple quantiles. Computes long-run cointegrating parameters, error correction term speed of adjustment, half-life of adjustment, and performs Wald tests for parameter equality across quantiles. Based on the econometric frameworks of Pesaran, Shin, and Smith (1999) <doi:10.1080/01621459.1999.10474156>, Cho, Kim, and Shin (2015) <doi:10.1016/j.jeconom.2015.02.030>, and Bildirici and Kayikci (2022) <doi:10.1016/j.energy.2022.124303>.
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Last 90 days
764
Last year
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Last 30 days
21
Last 90 days
28
Last year
Trend: -100% (30d vs prior 30d)
3
Last 7 days
6
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0
All-time
autoCRAN-only: this name is served only by autoCRAN, so the count is exact.
CRAN Check Status
Show all 13 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check History
OK 3 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 12, 2026
Code & tests
Open call graph →Code intelligence has not been computed for this package yet.
Code
Structure
Lines of code
2,124
Files
25
Compiled share
0%
Has compiled src
No
Language breakdown
API
Exported functions
3
Internal functions
13
Recent export changes
Testing & CI
Has tests
No
Test-to-code ratio
0.00
testthat edition
3
CI present
No
CI type
[]
PR gated
No
Docs
Return-value doc rate
100%
\dontrun example ratio
83.3%
Roxygen coverage
100%
Has pkgdown
No
NEWS present
Yes
Health & Security signals
Informational signals; not verdicts.
on.exit coverage
–
Unsafe pattern score
0
Dep constraint coverage
0%
Secret pattern count
0
Bundled 3rd-party code
2 items
Portability & License
Min R version
3.5.0
System requirements
–
C++ standard
–
License
GPL-3
License flags
SPDX valid, OSI approved
History
Versions
1
First release
2026-03-12
Latest release
2026-03-12
Avg cadence
–
Cold removal rate
–
Dep drift
0
Per-file churn detail lives in the source pipeline: https://github.com/r-observatory/cran-code-metrics.