{ "_id": "6a27f60424555f66ed54d17c", "Package": "wqrr", "Type": "Package", "Title": "Wavelet Quantile Regression Toolbox", "Version": "1.0.0", "Authors@R": "c(\nperson(\"Merwan\", \"Roudane\",\nemail = \"merwanroudane920@gmail.com\",\nrole = c(\"aut\", \"cre\", \"cph\")),\nperson(\"Nicholas\", \"Sim\", role = \"ctb\",\ncomment = \"Original Quantile-on-Quantile methodology\"),\nperson(\"Hongtao\", \"Zhou\", role = \"ctb\",\ncomment = \"Original Quantile-on-Quantile methodology\"),\nperson(\"Tomiwa Sunday\", \"Adebayo\", role = \"ctb\",\ncomment = \"Wavelet Quantile Regression methodology\"),\nperson(\"Mehmet\", \"Balcilar\", role = \"ctb\",\ncomment = \"Nonparametric quantile causality methodology\"))", "Description": "A comprehensive toolbox for wavelet-domain quantile\nanalyses of bivariate and multivariate time series. Provides\nWavelet Quantile Regression and Multivariate Wavelet Quantile\nRegression after Adebayo and Ozkan (2024)\n, Wavelet\nQuantile-on-Quantile regression with bootstrap p-values\nextending Sim and Zhou (2015)\n, the nonparametric\nCausality-in-Quantiles test of Balcilar, Gupta and Pierdzioch\n(2016) together with its\nwavelet variant, Wavelet Quantile Mediation and Moderation,\nWavelet Quantile Correlation, and a wavelet-based nonparametric\nQuantile Density estimator. The Maximal Overlap Discrete\nWavelet Transform (MODWT) decomposition is performed via\n'waveslim' and Short / Medium / Long band aggregation is\nsupported throughout. For plain Quantile-on-Quantile regression\nsee the companion CRAN package 'QuantileOnQuantile'. All\ninteractive 3D surfaces, heatmaps and contour plots default to\nthe 'MATLAB' 'Parula' colour map.", "License": "GPL-3", "Encoding": "UTF-8", "RoxygenNote": "7.3.1", "VignetteBuilder": "knitr", "URL": "https://github.com/merwanroudane/wqrr", "BugReports": "https://github.com/merwanroudane/wqrr/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 19:04:57 UTC", "RemoteUrl": "https://github.com/merwanroudane/wqrr", "RemoteRef": "HEAD", "RemoteSha": "dc1cb23b9ee4cd3178c9a7ddd871ab9480c1d020", "Packaged": { "Date": "2026-06-09 11:11:57 UTC", "User": "root" }, "Author": "Merwan Roudane [aut, cre, cph],\nNicholas Sim [ctb] (Original Quantile-on-Quantile methodology),\nHongtao Zhou [ctb] (Original Quantile-on-Quantile methodology),\nTomiwa Sunday Adebayo [ctb] (Wavelet Quantile Regression methodology),\nMehmet Balcilar 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