xtpqardl

1.0.1

Panel Quantile Autoregressive Distributed Lag Model

0packages depend

764downloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Muhammad AlkhalafFirst published 2026-03-121 releasesCRAN page ↗

Estimation of Panel Quantile Autoregressive Distributed Lag (PQARDL) models that combine panel ARDL methodology with quantile regression. Supports Pooled Mean Group (PMG), Mean Group (MG), and Dynamic Fixed Effects (DFE) estimators across multiple quantiles. Computes long-run cointegrating parameters, error correction term speed of adjustment, half-life of adjustment, and performs Wald tests for parameter equality across quantiles. Based on the econometric frameworks of Pesaran, Shin, and Smith (1999) <doi:10.1080/01621459.1999.10474156>, Cho, Kim, and Shin (2015) <doi:10.1016/j.jeconom.2015.02.030>, and Bildirici and Kayikci (2022) <doi:10.1016/j.energy.2022.124303>.

Install

R (CRAN)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("xtpqardl")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# one-time r2u setup for Ubuntu (noble)

curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash

# then install

sudo apt install r-cran-xtpqardl

Fast Ubuntu binaries via r2u (no compilation). Run the setup once per machine.

bspm (used by r2u) also needs make: sudo apt install make

sudo dnf copr enable iucar/cran

sudo dnf install R-CRAN-xtpqardl

RPMs from the iucar/cran COPR, rebuilt from CRAN.

sudo zypper install R-xtpqardl

RPMs auto-built from CRAN on openSUSE OBS.

Health

CRAN checks

13OK

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

None

Vignettes

Yes

README

Dependencies · direct

Check history

OK2026-03-13
3 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Downloads

764

CRAN downloads in the past year

Rank #23,425 · ~2/day · ~64/mo

18730 days

47190 days

7641 year

Also on28 r2u6 autocran

Source & community

Repository stars, issues, and contributor activity are not tracked yet.

Dependencies

Declared dependencies

2 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.5.0

Imports (2)

stats basequantreg

LinkingTo (0)

none

Suggests (1)

testthat

Enhances (0)

none

Reverse dependencies

0direct

–indirect (not tracked)

Nothing depends on this yet.

Code

2,124Lines of code

3Exported functions

Code & tests

Open call graph →

Code intelligence has not been computed for this package yet.

People & History

People (2)

Maintainer (1)

Muhammad Alkhalaf iD

Author, Maintainer, Copyright holder

Contributors (1)

Merwan Roudane

Contributor

Release timeline

1 releases. Pick two to compare their code metrics; R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
1.0.1Latest
2026-03-12 · current release

Package metadata

First published: 2026-03-12
Total releases: 1 / 1 yrs
License: GPL-3 OSI
Download size: not tracked yet
Installed size: not tracked yet
With dependencies: not tracked yet