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nonParQuantileCausality  

Nonparametric Causality in Quantiles Test
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("nonParQuantileCausality", "0.1.0")



Attach the package and use:
library("nonParQuantileCausality")
Maintained by
Mehmet Balcilar
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-09-30
Latest Update: 2025-09-30
Description:
Implements the nonparametric causality-in-quantiles test (in mean or variance), returning a test object with an S3 plot() method. The current implementation uses one lag of each series (first-order Granger causality setup). Methodology is based on Balcilar, Gupta, and Pierdzioch (2016a) <doi:10.1016/j.resourpol.2016.04.004> and Balcilar et al. (2016) <doi:10.1007/s11079-016-9388-x>.
How to cite:
Mehmet Balcilar (2025). nonParQuantileCausality: Nonparametric Causality in Quantiles Test. R package version 0.1.0, https://cran.r-project.org/web/packages/nonParQuantileCausality. Accessed 21 Aug. 2026.
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