Package: wqrr 1.0.0

Merwan Roudane

wqrr: Wavelet Quantile Regression Toolbox

A comprehensive toolbox for wavelet-domain quantile analyses of bivariate and multivariate time series. Provides Wavelet Quantile Regression and Multivariate Wavelet Quantile Regression after Adebayo and Ozkan (2024) <doi:10.1016/j.jclepro.2024.140832>, Wavelet Quantile-on-Quantile regression with bootstrap p-values extending Sim and Zhou (2015) <doi:10.1016/j.jbankfin.2015.01.013>, the nonparametric Causality-in-Quantiles test of Balcilar, Gupta and Pierdzioch (2016) <doi:10.1016/j.resourpol.2016.04.004> together with its wavelet variant, Wavelet Quantile Mediation and Moderation, Wavelet Quantile Correlation, and a wavelet-based nonparametric Quantile Density estimator. The Maximal Overlap Discrete Wavelet Transform (MODWT) decomposition is performed via 'waveslim' and Short / Medium / Long band aggregation is supported throughout. For plain Quantile-on-Quantile regression see the companion CRAN package 'QuantileOnQuantile'. All interactive 3D surfaces, heatmaps and contour plots default to the 'MATLAB' 'Parula' colour map.

Authors:Merwan Roudane [aut, cre, cph], Nicholas Sim [ctb], Hongtao Zhou [ctb], Tomiwa Sunday Adebayo [ctb], Mehmet Balcilar [ctb]

wqrr_1.0.0.tar.gz
wqrr_1.0.0.zip(r-4.7)wqrr_1.0.0.zip(r-4.6)wqrr_1.0.0.zip(r-4.5)
wqrr_1.0.0.tgz(r-4.6-any)wqrr_1.0.0.tgz(r-4.5-any)
wqrr_1.0.0.tar.gz(r-4.7-any)wqrr_1.0.0.tar.gz(r-4.6-any)
wqrr_1.0.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
wqrr/json (API)
NEWS

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

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

On CRAN:

Conda:

3.70 score 3 scripts 32 exports 73 dependencies

Last updated from:dc1cb23b9e. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK183
source / vignettesOK245
linux-release-x86_64OK164
macos-release-arm64OK127
macos-oldrel-arm64OK147
windows-develOK136
windows-releaseOK220
windows-oldrelOK138
wasm-releaseOK130

Exports:aggregate_bandsbluered_colorsgreen_orange_red_colorsgreen_yellow_red_colorsmatlab_jet_colorsmodwt_mramultivariate_wqrnp_quantile_causalityparula_colorsplot_causalityplot_correlation_heatmapplot_mediation_panelplot_quantile_densityplot_wavelet_causalityplot_wqc_heatmapplot_wqqr_pvalue_heatmapplot_wqqr_surfaceplot_wqr_heatmapplot_wqr_vs_wqqrresolve_colorscaleresults_tablesinha_colorsturbo_colorswavelet_mediationwavelet_np_causalitywavelet_qqrwavelet_qrwavelet_quantile_correlationwavelet_quantile_densitywqr_to_matrixwqrr_colorscaleswqrr_palette

Dependencies:askpassbase64encbslibcachemclicpp11crosstalkcurldata.tabledigestdplyrevaluatefarverfastmapfontawesomefsgenericsggplot2gluegtablehighrhtmltoolshtmlwidgetshttrisobandjquerylibjsonliteknitrlabelinglaterlatticelazyevallifecyclemagrittrMASSMatrixMatrixModelsmemoisemimemultitaperopensslotelpillarpkgconfigplotlypromisespurrrquantregR6rappdirsRColorBrewerRcpprlangrmarkdownS7sassscalesSparseMstringistringrsurvivalsystibbletidyrtidyselecttinytexutf8vctrsviridisLitewaveslimwithrxfunyaml

Introduction to wqrr: Wavelet Quantile Regression Toolbox

Dr Merwan Roudane

Rendered fromwqrr-introduction.Rmdusingknitr::rmarkdownon Jun 09 2026.

Last update: 2026-06-01
Started: 2026-06-01

Readme and manuals

Help Manual

Help pageTopics
wqrr: Wavelet Quantile Regression Toolboxwqrr-package wqrr
MODWT decomposition and band aggregationaggregate_bands modwt_mra
Multivariate Wavelet Quantile Regression (MWQR)multivariate_wqr
Nonparametric Causality-in-Quantiles (and Wavelet Variant)np_quantile_causality wavelet_np_causality
MATLAB-style colour palettes for wqrrbluered_colors green_orange_red_colors green_yellow_red_colors matlab_jet_colors parula_colors resolve_colorscale sinha_colors turbo_colors wqrr_colorscales wqrr_palette
Visualisations for wqrr Resultsplot_causality plot_correlation_heatmap plot_mediation_panel plot_qq_3d plot_qq_contour plot_qq_heatmap plot_quantile_density plot_wavelet_causality plot_wqc_heatmap plot_wqqr_pvalue_heatmap plot_wqqr_surface plot_wqr_heatmap plot_wqr_vs_wqqr
Formatted coefficient table with significance starsresults_table
Wavelet Quantile Mediation and Moderationwavelet_mediation
Wavelet Quantile-on-Quantile Regression with p-values (WQQR)wavelet_qqr
Wavelet Quantile Regression (WQR)wavelet_qr wqr_to_matrix
Wavelet Quantile Correlation (WQC)wavelet_quantile_correlation
Wavelet Quantile Density Estimationwavelet_quantile_density