wqrr 1.0.0
- Initial CRAN release.
- Eight wavelet-quantile estimators:
wavelet_qr(),
multivariate_wqr(), wavelet_qqr(),
np_quantile_causality(),
wavelet_np_causality(), wavelet_mediation(),
wavelet_quantile_correlation(),
wavelet_quantile_density().
- MODWT decomposition with
waveslim::mra and Short /
Medium / Long band aggregation.
- Interactive plotly visualisations defaulting to MATLAB Parula
(
parula_colors(), wqrr_colorscales()).
Companion palettes for Jet, Turbo, BlueRed, Sinha, Green-Orange-Red,
Green-Yellow-Red.
- Vignette
wqrr-introduction with a real-data walkthrough
on a 30-year monthly synthetic dataset
(inst/extdata/wqrr_data.csv).
- For plain Quantile-on-Quantile regression see the companion CRAN
package
QuantileOnQuantile.