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qqkrls

1.0.0

Quantile-on-Quantile Kernel Regularized Least Squares

0packages depend
607downloads / year
43.7%test coverage
13/13checks pass

Overview

About
Maintained by Merwan RoudaneFirst published 2026-06-011 releasesCRAN page ↗GitHub ↗

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.

Install

Health

CRAN checks
13OK
Slowest check: 2.3 min · r-release-macos-x86_64
Code health
Yes
Tests · ratio 0.04
43.7%
Coverage · measured lines
100%
Documentation · exports
5
Dependencies · direct
Check history
  • OK2026-06-09
    13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • ERROR2026-06-08
    12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
  • OK2026-06-02
    7 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

Documentation
READMENoVignettesNopkgdown siteNoNEWSYes · 67% structuredCode of conductNoContributing guideNo
Examples that run
100%
Documented parameters
81%
Return-value docs
100%
References docs
20%

Downloads

607
CRAN downloads in the past year
Rank #19,846 · ~2/day · ~51/mo
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21330 days
60790 days
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Repository

Repository
1Stars
0Forks
0Open issues
0Open PRs
0Releases
4Commits
1Contributors
4 commits · Last activity 2026-06-01

Stars over time

2026-07-07 · 02026-07-09 · 1

Repository practices

Upstream repositoryBeta

1 development-tooling and community-health practice detected across 1 family in the upstream repository

Checks run against github.com/merwanroudane/qqkrlsr on 2026-07-19.

CRAN release process (1)
cran-comments.md
How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies
5 external dependencies (excludes base and recommended)
Depends (1)
R >= 3.5.0
Imports (5)
KRLSplotlystatsutilsgrDevices
LinkingTo (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (4)
Maintainer (1)
Author, Maintainer, Copyright holder
Authors (1)
Author, Maintainer, Copyright holder
Contributors (3)
Contributor
Contributor
Copyright holders (1)
Author, Maintainer, Copyright holder
Package Timeline

1 release. R releases are shown for context.

  • 1.0.0Latest
    2026-06-01 · current release
  • R
    R 4.6.0 released · 2026-04-24

Package metadata

First published
2026-06-01
Total releases
1 / 1 yrs
License
GPL-3 OSI
Minimum R
≥ 3.5.0
Download size
not tracked yet
Installed size
not tracked yet
With dependencies
not tracked yet
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