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:
qqkrls_1.0.0.tar.gz
qqkrls_1.0.0.zip(r-4.7)qqkrls_1.0.0.zip(r-4.6)qqkrls_1.0.0.zip(r-4.5)
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✨
card.svg |card.png
qqkrls/json (API)
NEWS
| # 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
Last updated from:d055eee576. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 188 | ||
| source / vignettes | OK | 172 | ||
| linux-release-x86_64 | OK | 150 | ||
| macos-release-arm64 | OK | 159 | ||
| macos-oldrel-arm64 | OK | 180 | ||
| windows-devel | OK | 97 | ||
| windows-release | OK | 95 | ||
| windows-oldrel | OK | 95 | ||
| wasm-release | OK | 117 |
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 page | Topics |
|---|---|
| qqkrls: Quantile-on-Quantile Kernel Regularized Least Squares | qqkrls-package |
| MATLAB-style colour palettes for QQKRLS | bluered_colors matlab_jet_colors parula_colors qqkrls_colorscales qqkrls_palette resolve_colorscale turbo_colors |
| Visualisations for QQKRLS Results | plot_qqkrls_3d plot_qqkrls_contour plot_qqkrls_heatmap |
| Quantile-on-Quantile Kernel Regularized Least Squares | qqkrls |
| Helpers for QQKRLS results | qqkrls_export qqkrls_to_matrix |