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.
| 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 |
Documentation:
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