Overview | Why Quantile-on-Quantile Regression? | The Original Application: Oil Prices and Stock Returns | Installation | Quick Start | Basic Usage | Summary Statistics | Visualization | 3D Surface Plot | Available Color Scales | Heatmaps | Contour Plot | Quantile Correlation | Detailed Example: Simulating Asymmetric Relationships | Working with Results | Extracting Results | Exporting Results | Customizing Quantile Grids | Methodology Details | The QQ Model | Estimation | Comparison with Standard Methods | OLS vs Quantile Regression vs QQ | When to Use QQ Regression | References | Session Info
Package: QuantileOnQuantile 1.0.3
Merwan Roudane
QuantileOnQuantile: Quantile-on-Quantile Regression Analysis
Implements the Quantile-on-Quantile (QQ) regression methodology developed by Sim and Zhou (2015) <doi:10.1016/j.jbankfin.2015.01.013>. QQ regression estimates the effect that quantiles of one variable have on quantiles of another, capturing the dependence between distributions. The package provides functions for QQ regression estimation, 3D surface visualization with 'MATLAB'-style color schemes ('Jet', 'Viridis', 'Plasma'), heatmaps, contour plots, and quantile correlation analysis. Uses 'quantreg' for quantile regression and 'plotly' for interactive visualizations. Particularly useful for examining relationships between financial variables, oil prices, and stock returns under different market conditions.
Authors:
QuantileOnQuantile_1.0.3.tar.gz
QuantileOnQuantile_1.0.3.tar.gz(r-4.7-any)QuantileOnQuantile_1.0.3.tar.gz(r-4.6-any)
QuantileOnQuantile_1.0.3.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
QuantileOnQuantile/json (API)
| # Install 'QuantileOnQuantile' in R: |
| install.packages('QuantileOnQuantile', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/merwanroudane/qq/issues
Last updated from:06bac313d5. Checks:4 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 169 | ||
| source / vignettes | OK | 224 | ||
| linux-release-x86_64 | OK | 179 | ||
| wasm-release | OK | 143 |
Exports:plot_qq_3dplot_qq_contourplot_qq_correlationplot_qq_heatmapqq_colorscalesqq_exportqq_regressionqq_statisticsqq_to_matrix
Dependencies:askpassbase64encbslibcachemclicpp11crosstalkcurldata.tabledigestdplyrevaluatefarverfastmapfontawesomefsgenericsggplot2gluegtablehighrhtmltoolshtmlwidgetshttrisobandjquerylibjsonliteknitrlabelinglaterlatticelazyevallifecyclemagrittrMASSMatrixMatrixModelsmemoisemimeopensslotelpillarpkgconfigplotlypromisespurrrquantregR6rappdirsRColorBrewerRcpprlangrmarkdownS7sassscalesSparseMstringistringrsurvivalsystibbletidyrtidyselecttinytexutf8vctrsviridisLitewithrxfunyaml
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| 3D Surface Plot for QQ Regression | plot_qq_3d |
| Contour Plot for QQ Regression | plot_qq_contour |
| Quantile Correlation Heatmap | plot_qq_correlation |
| Heatmap for QQ Regression | plot_qq_heatmap |
| Plot Method for qq_regression Objects | plot.qq_regression |
| Print Method for qq_regression Objects | print.qq_regression |
| Available Color Scales for QQ Regression Plots | qq_colorscales |
| Export QQ Results to CSV | qq_export |
| Quantile-on-Quantile Regression | qq_regression |
| Summary Statistics for QQ Regression | qq_statistics |
| Convert QQ Results to Matrix | qq_to_matrix |
| Summary Method for qq_regression Objects | summary.qq_regression |