Other packages > Find by keyword >

QuantileOnQuantile  

Quantile-on-Quantile Regression Analysis
View on CRAN: Click here


Download and install QuantileOnQuantile package within the R console
Install from CRAN:
install.packages("QuantileOnQuantile")

Install from Github:
library("remotes")
install_github("cran/QuantileOnQuantile")

Install by package version:
library("remotes")
install_version("QuantileOnQuantile", "1.0.3")



Attach the package and use:
library("QuantileOnQuantile")
Maintained by
Merwan Roudane
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-02-08
Latest Update: 2026-02-08
Description:
Implements the Quantile-on-Quantile (QQ) regression methodology developed by Sim and Zhou (2015) <doi:10.1016/j.jbankfin.2015.01.013>. QQ regression estimates the effect that quantiles of one variable have on quantiles of another, capturing the dependence between distributions. The package provides functions for QQ regression estimation, 3D surface visualization with 'MATLAB'-style color schemes ('Jet', 'Viridis', 'Plasma'), heatmaps, contour plots, and quantile correlation analysis. Uses 'quantreg' for quantile regression and 'plotly' for interactive visualizations. Particularly useful for examining relationships between financial variables, oil prices, and stock returns under different market conditions.
How to cite:
Merwan Roudane (2026). QuantileOnQuantile: Quantile-on-Quantile Regression Analysis. R package version 1.0.3, https://cran.r-project.org/web/packages/QuantileOnQuantile. Accessed 06 Aug. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited QuantileOnQuantile R package
View QuantileOnQuantile citation profile
Other R packages that QuantileOnQuantile depends, imports, suggests or enhances
Complete documentation for QuantileOnQuantile
Functions, R codes and Examples using the QuantileOnQuantile R package
Full QuantileOnQuantile package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

RRedshiftSQL  
R Interface to the 'Redshift' Database
Superclasses 'PostgreSQL' connection to help enable full 'dplyr' functionality on 'Redshift'. ...
Download / Learn more Package Citations See dependency  
lsmeans  
Least-Squares Means
Obtain least-squares means for linear, generalized linear, and mixed models. Compute contrasts or l ...
Download / Learn more Package Citations See dependency  
SAMBA  
Selection and Misclassification Bias Adjustment for Logistic Regression Models
Health research using data from electronic health records (EHR) has gained popularity, but miscla ...
Download / Learn more Package Citations See dependency  
TMDb  
Access to TMDb API
Provides an R-interface to the TMDb API (see TMDb API on < ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  

28,083

R Packages

239,283

Dependencies

74,457

Author Associations

28,084

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA