NEWS
mqqcause 1.0.0 (2026-06-01)
- Initial CRAN release.
qq_causality() for bivariate Quantile-on-Quantile Granger causality
(Sim and Zhou 2015 framework) and mqq_causality() for the
conditional version that adds a vector of moderators and optional
x * Z interaction terms (Sinha et al. 2024).
sup_wald() summary across (theta, tau) with Bonferroni adjustment
(Troster 2018).
- 3D surface, heatmap, contour and significance-only heatmap
visualisations (
plot_qq_causality_3d, plot_qq_causality_heatmap,
plot_qq_causality_contour, plot_significance_heatmap).
- MATLAB Parula default colour scale, plus Jet, Turbo, BlueRed and
the Sinha red-yellow-black palette.