Package: qqkrls 1.0.0

Merwan Roudane

qqkrls: Quantile-on-Quantile Kernel Regularized Least Squares

Implements Quantile-on-Quantile Kernel-Based Regularized Least Squares (QQKRLS) as in Adebayo, Ozkan and Eweade (2024) <doi:10.1016/j.jclepro.2024.140832>. Combines Kernel-Based Regularized Least Squares (KRLS) of Hainmueller and Hazlett (2014) <doi:10.1093/pan/mpt019> with the Quantile-on-Quantile regression of Sim and Zhou (2015) <doi:10.1016/j.jbankfin.2015.01.013>: for each quantile theta of the independent variable the response is fit by KRLS on the corresponding sub-sample and the tau-quantile of the resulting pointwise marginal effects yields beta(theta, tau). Standard errors come from a paired bootstrap. Visualisations use the 'MATLAB' 'Parula' colour map by default.

Authors:Merwan Roudane [aut, cre, cph], Tomiwa Sunday Adebayo [ctb], Jens Hainmueller [ctb], Chad Hazlett [ctb]

qqkrls_1.0.0.tar.gz
qqkrls_1.0.0.zip(r-4.7-any)qqkrls_1.0.0.zip(r-4.6-any)qqkrls_1.0.0.zip(r-4.5-any)
qqkrls_1.0.0.tgz(r-4.6-any)qqkrls_1.0.0.tgz(r-4.5-any)
qqkrls_1.0.0.tar.gz(r-4.7-any)qqkrls_1.0.0.tar.gz(r-4.6-any)
qqkrls_1.0.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
qqkrls/json (API)

# Install 'qqkrls' in R:
install.packages('qqkrls', repos = c('https://merwanroudane.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/merwanroudane/qqkrlsr/issues

On CRAN:

Conda:

3.18 score 1 stars 224 downloads 12 exports 65 dependencies

Last updated from:d055eee576. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-develOK134
source / vignettesOK252
linux-releaseOK131
macos-releaseOK163
macos-oldrelOK211
windows-develOK83
windows-releaseOK78
windows-oldrelOK90
wasm-releaseOK107

Exports:bluered_colorsmatlab_jet_colorsparula_colorsplot_qqkrls_3dplot_qqkrls_contourplot_qqkrls_heatmapqqkrlsqqkrls_colorscalesqqkrls_exportqqkrls_paletteqqkrls_to_matrixturbo_colors

Dependencies:askpassbase64encbslibcachemclicpp11crosstalkcurldata.tabledigestdplyrevaluatefarverfastmapfontawesomefsgenericsggplot2gluegtablehighrhtmltoolshtmlwidgetshttrisobandjquerylibjsonliteknitrKRLSlabelinglaterlazyevallifecyclemagrittrmemoisemimeopensslotelpillarpkgconfigplotlypromisespurrrR6rappdirsRColorBrewerRcpprlangrmarkdownS7sassscalesstringistringrsystibbletidyrtidyselecttinytexutf8vctrsviridisLitewithrxfunyaml

Readme and manuals

Help Manual

Help pageTopics
qqkrls: Quantile-on-Quantile Kernel Regularized Least Squaresqqkrls-package
MATLAB-style colour palettes for QQKRLSbluered_colors matlab_jet_colors parula_colors qqkrls_colorscales qqkrls_palette resolve_colorscale turbo_colors
Visualisations for QQKRLS Resultsplot_qqkrls_3d plot_qqkrls_contour plot_qqkrls_heatmap
Quantile-on-Quantile Kernel Regularized Least Squaresqqkrls
Helpers for QQKRLS resultsqqkrls_export qqkrls_to_matrix