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# CITATION file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
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cff-version: 1.2.0
message: 'To cite package "wqrr" in publications use:'
type: software
license: GPL-3.0-only
title: 'wqrr: Wavelet Quantile Regression Toolbox'
version: 1.0.0
identifiers:
- type: doi
  value: 10.32614/CRAN.package.wqrr
abstract: 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) <https://doi.org/10.1016/j.jclepro.2024.140832>,
  Wavelet Quantile-on-Quantile regression with bootstrap p-values extending Sim and
  Zhou (2015) <https://doi.org/10.1016/j.jbankfin.2015.01.013>, the nonparametric
  Causality-in-Quantiles test of Balcilar, Gupta and Pierdzioch (2016) <https://doi.org/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:
- family-names: Roudane
  given-names: Merwan
  email: merwanroudane920@gmail.com
preferred-citation:
  type: manual
  title: 'wqrr: Wavelet Quantile Regression Toolbox'
  authors:
  - family-names: Roudane
    given-names: Merwan
    email: merwanroudane920@gmail.com
  year: '2026'
  notes: R package version 1.0.0
  url: https://github.com/merwanroudane/wqrr
repository: https://merwanroudane.r-universe.dev
repository-code: https://github.com/merwanroudane/wqrr
commit: dc1cb23b9ee4cd3178c9a7ddd871ab9480c1d020
url: https://github.com/merwanroudane/wqrr
date-released: '2026-06-01'
contact:
- family-names: Roudane
  given-names: Merwan
  email: merwanroudane920@gmail.com
references:
- type: article
  title: Oil Prices, US Stock Return, and the Dependence Between Their Quantiles
  authors:
  - family-names: Sim
    given-names: Nicholas
  - family-names: Zhou
    given-names: Hongtao
  journal: Journal of Banking and Finance
  year: '2015'
  volume: '55'
  doi: 10.1016/j.jbankfin.2015.01.013
  start: '1'
  end: '12'
- type: article
  title: Do energy efficiency R&D investments and ICT promote environmental sustainability
    in Sweden? A QQKRLS investigation
  authors:
  - family-names: Adebayo
    given-names: Tomiwa Sunday
  - family-names: Ozkan
    given-names: Oktay
  - family-names: Eweade
    given-names: Bright Sodiq
  journal: Journal of Cleaner Production
  year: '2024'
  volume: '440'
  doi: 10.1016/j.jclepro.2024.140832
  start: '140832'
- type: article
  title: Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles
    test
  authors:
  - family-names: Balcilar
    given-names: Mehmet
  - family-names: Gupta
    given-names: Rangan
  - family-names: Pierdzioch
    given-names: Christian
  journal: Resources Policy
  year: '2016'
  volume: '49'
  doi: 10.1016/j.resourpol.2016.04.004
  start: '74'
  end: '80'