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.

Version:	1.0.0
Depends:	R (≥ 3.5.0)
Imports:	quantreg (≥ 5.0), waveslim (≥ 1.8), plotly (≥ 4.0.0), stats, utils, grDevices
Suggests:	knitr, rmarkdown, testthat (≥ 3.0.0)
Published:	2026-06-08
DOI:	10.32614/CRAN.package.wqrr (may not be active yet)
Author:	Merwan Roudane [aut, cre, cph], Nicholas Sim [ctb] (Original Quantile-on-Quantile methodology), Hongtao Zhou [ctb] (Original Quantile-on-Quantile methodology), Tomiwa Sunday Adebayo [ctb] (Wavelet Quantile Regression methodology), Mehmet Balcilar [ctb] (Nonparametric quantile causality methodology)
Maintainer:	Merwan Roudane <merwanroudane920 at gmail.com>
BugReports:	https://github.com/merwanroudane/wqrr/issues
License:	GPL-3
URL:	https://github.com/merwanroudane/wqrr
NeedsCompilation:	no
Citation:	wqrr citation info
Materials:	NEWS
CRAN checks:	wqrr results

Documentation:

Reference manual:	wqrr.html , wqrr.pdf
Vignettes:	Introduction to wqrr: Wavelet Quantile Regression Toolbox (source, R code)

Downloads:

Package source:	wqrr_1.0.0.tar.gz
Windows binaries:	r-devel: not available, r-release: wqrr_1.0.0.zip, r-oldrel: not available
macOS binaries:	r-release (arm64): wqrr_1.0.0.tgz, r-oldrel (arm64): wqrr_1.0.0.tgz, r-release (x86_64): wqrr_1.0.0.tgz, r-oldrel (x86_64): wqrr_1.0.0.tgz

Linking:

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