Other packages > Find by keyword >

mqqr  

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


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

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

Install by package version:
library("remotes")
install_version("mqqr", "1.0.0")



Attach the package and use:
library("mqqr")
Maintained by
Merwan Roudane
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-06-01
Latest Update: 2026-06-01
Description:
Implements Multivariate Quantile-on-Quantile Regression (m-QQR) of Sinha, Ghosh, Hussain, Nguyen and Das (2023) <doi:10.1016/j.eneco.2023.107021>, extending the bivariate Quantile-on-Quantile regression of Sim and Zhou (2015) <doi:10.1016/j.jbankfin.2015.01.013> to include exogenous moderators and controls with optional interaction terms. For each pair of quantile levels (theta of the response and tau of the regressor) the package fits a locally-weighted quantile regression of y on the principal regressor x, a lagged dependent variable, moderators Z and the x*Z interaction terms, using Gaussian kernel weights on the empirical cumulative distribution function (CDF) distance. Bootstrap standard errors and Koenker-Machado pseudo R-squared are reported. Visualisations include 'MATLAB'-style 'Parula' and 'Jet' 3D surfaces, heatmaps and contour plots through 'plotly'.
How to cite:
Merwan Roudane (2026). mqqr: Multivariate Quantile-on-Quantile Regression. R package version 1.0.0, https://cran.r-project.org/web/packages/mqqr. Accessed 17 Jul. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited mqqr R package
View mqqr citation profile
Other R packages that mqqr depends, imports, suggests or enhances
Complete documentation for mqqr
Functions, R codes and Examples using the mqqr R package
Full mqqr package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

VFS  
Vegetated Filter Strip and Erosion Model
Empirical models for runoff, erosion, and phosphorus loss across a vegetated filter strip, given sl ...
Download / Learn more Package Citations See dependency  
FastKNN  
Fast k-Nearest Neighbors
Compute labels for a test set according to the k-Nearest Neighbors classification. This is a fast wa ...
Download / Learn more Package Citations See dependency  
VEwaningVariant  
Vaccine Efficacy Over Time - Variant Aware
Implements methods for inference on potential waning of vaccine efficacy and for estimation of vacci ...
Download / Learn more Package Citations See dependency  
rt.test  
Robustified t-Test
Performs one-sample t-test based on robustified statistics using median/MAD (TA) and Hodges-Lehmann/ ...
Download / Learn more Package Citations See dependency  
alabama  
Constrained Nonlinear Optimization
Augmented Lagrangian Adaptive Barrier Minimization Algorithm for optimizing smooth nonlinear object ...
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  

27,806

R Packages

239,283

Dependencies

73,837

Author Associations

27,807

Publication Badges

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