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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.
| Version: | 1.0.0 |
| Depends: | R (≥ 3.5.0) |
| Imports: | KRLS (≥ 1.0-0), plotly (≥ 4.0.0), stats, utils, grDevices |
| Suggests: | knitr, rmarkdown, testthat (≥ 3.0.0) |
| Published: | 2026-06-01 |
| DOI: | 10.32614/CRAN.package.qqkrls (may not be active yet) |
| Author: | Merwan Roudane [aut, cre, cph], Tomiwa Sunday Adebayo [ctb] (Original QQKRLS methodology), Jens Hainmueller [ctb] (Original KRLS methodology), Chad Hazlett [ctb] (Original KRLS methodology) |
| Maintainer: | Merwan Roudane <merwanroudane920 at gmail.com> |
| BugReports: | https://github.com/merwanroudane/qqkrlsr/issues |
| License: | GPL-3 |
| URL: | https://github.com/merwanroudane/qqkrlsr |
| NeedsCompilation: | no |
| Citation: | qqkrls citation info |
| Materials: | NEWS |
| CRAN checks: | qqkrls results |
| Reference manual: | qqkrls.html , qqkrls.pdf |
| Package source: | qqkrls_1.0.0.tar.gz |
| Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): qqkrls_1.0.0.tgz, r-oldrel (arm64): qqkrls_1.0.0.tgz, r-release (x86_64): qqkrls_1.0.0.tgz, r-oldrel (x86_64): qqkrls_1.0.0.tgz |
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These binaries (installable software) and packages are in development.
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