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: 2026-06-01 19:02:19 UTC; HP
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: CRAN
Date/Publication: 2026-06-08 15:00:02 UTC
