{ "_id": "6a1ed0b2b401979e7340df44", "Package": "mqqr", "Type": "Package", "Title": "Multivariate Quantile-on-Quantile Regression", "Version": "1.0.0", "Authors@R": "c(\nperson(\"Merwan\", \"Roudane\",\nemail = \"merwanroudane920@gmail.com\",\nrole = c(\"aut\", \"cre\", \"cph\")),\nperson(\"Avik\", \"Sinha\", role = \"ctb\",\ncomment = \"Original m-QQR methodology\"),\nperson(\"Nicholas\", \"Sim\", role = \"ctb\",\ncomment = \"Original QQ regression methodology\"),\nperson(\"Hongtao\", \"Zhou\", role = \"ctb\",\ncomment = \"Original QQ regression methodology\"))", "Description": "Implements Multivariate Quantile-on-Quantile Regression\n(m-QQR) of Sinha, Ghosh, Hussain, Nguyen and Das (2023)\n, extending the bivariate\nQuantile-on-Quantile regression of Sim and Zhou (2015)\n to include exogenous\nmoderators and controls with optional interaction terms. For\neach pair of quantile levels (theta of the response and tau of\nthe regressor) the package fits a locally-weighted quantile\nregression of y on the principal regressor x, a lagged\ndependent variable, moderators Z and the x*Z interaction terms,\nusing Gaussian kernel weights on the empirical cumulative\ndistribution function (CDF) distance. Bootstrap standard errors\nand Koenker-Machado pseudo R-squared are reported.\nVisualisations include 'MATLAB'-style 'Parula' and 'Jet' 3D\nsurfaces, heatmaps and contour plots through 'plotly'.", "License": "GPL-3", "Encoding": "UTF-8", "RoxygenNote": "7.3.1", "URL": "https://github.com/merwanroudane/multiqqr", "BugReports": "https://github.com/merwanroudane/multiqqr/issues", "Config/testthat/edition": "3", "NeedsCompilation": "no", "Config/pak/sysreqs": "cmake make libicu-dev libuv1-dev libssl-dev", "Repository": "https://merwanroudane.r-universe.dev", "Date/Publication": "2026-06-01 18:26:26 UTC", "RemoteUrl": "https://github.com/merwanroudane/multiqqr", "RemoteRef": "HEAD", "RemoteSha": "c516703397d8364ed89e8ad9e02df6f17b3c81d2", "Packaged": { "Date": "2026-06-02 12:41:36 UTC", "User": "root" }, "Author": "Merwan Roudane [aut, cre, cph],\nAvik Sinha [ctb] (Original m-QQR methodology),\nNicholas Sim [ctb] (Original QQ regression methodology),\nHongtao Zhou [ctb] (Original QQ regression methodology)", "Maintainer": "Merwan Roudane ", "MD5sum": "e68cdfa02a0af9f9da2a829bc14f7766", "_user": "merwanroudane", "_type": "src", "_file": "mqqr_1.0.0.tar.gz", "_fileid": "a674d31dfc498e2ec4119be87681baf7c775fd53dbfcf89913c7bd484fa85806", "_filesize": 159806, "_sha256": "a674d31dfc498e2ec4119be87681baf7c775fd53dbfcf89913c7bd484fa85806", "_created": "2026-06-02T12:41:36.000Z", "_published": "2026-06-02T12:46:42.234Z", "_distro": "noble", "_jobs": [ { "job": 79073138052, "time": 177, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "7357993911" }, { "job": 79073138024, "time": 166, "config": "linux-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "7357989603" }, { "job": 79073137984, "time": 258, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "OK", "artifact": "7358014111" }, { "job": 79073137981, "time": 141, "config": "macos-release-arm64", "r": "4.6.0", "check": "OK", "artifact": "7357974378" }, { "job": 79072366676, "time": 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