Package: wqrr
Type: Package
Title: Wavelet Quantile Regression Toolbox
Version: 1.0.0
Authors@R: c(
    person("Merwan", "Roudane",
           email = "merwanroudane920@gmail.com",
           role  = c("aut", "cre", "cph")),
    person("Nicholas", "Sim", role = "ctb",
           comment = "Original Quantile-on-Quantile methodology"),
    person("Hongtao", "Zhou", role = "ctb",
           comment = "Original Quantile-on-Quantile methodology"),
    person("Tomiwa Sunday", "Adebayo", role = "ctb",
           comment = "Wavelet Quantile Regression methodology"),
    person("Mehmet", "Balcilar", role = "ctb",
           comment = "Nonparametric quantile causality methodology"))
Description: 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.
License: GPL-3
Encoding: UTF-8
RoxygenNote: 7.3.1
Depends: R (>= 3.5.0)
Imports: quantreg (>= 5.0), waveslim (>= 1.8), plotly (>= 4.0.0),
        stats, utils, grDevices
Suggests: knitr, rmarkdown, testthat (>= 3.0.0)
VignetteBuilder: knitr
URL: https://github.com/merwanroudane/wqrr
BugReports: https://github.com/merwanroudane/wqrr/issues
Config/testthat/edition: 3
NeedsCompilation: no
Packaged: 2026-06-08 20:32:35 UTC; root
Author: Merwan Roudane [aut, cre, cph], Nicholas Sim [ctb] (Original
        Quantile-on-Quantile methodology), Hongtao Zhou [ctb] (Original
        Quantile-on-Quantile methodology), Tomiwa Sunday Adebayo [ctb]
        (Wavelet Quantile Regression methodology), Mehmet Balcilar
        [ctb] (Nonparametric quantile causality methodology)
Maintainer: Merwan Roudane <merwanroudane920@gmail.com>
Repository: https://cran.r-universe.dev
Date/Publication: 2026-06-08 16:33:01 UTC
RemoteUrl: https://github.com/cran/wqrr
RemoteRef: HEAD
RemoteSha: 1fdf62437d3f16c12bc188589e664118d51a7cd4