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QuantileOnQuantile 1.0.3
Bug Fixes
- Fixed Unicode escape sequences (\u03C4, \u03B8, \u03C1) in R source
files that were causing LaTeX errors during PDF manual generation on
CRAN
- These escapes were converted to actual Greek characters when
roxygen2 generated the .Rd files, which LaTeX could not process
- Replaced with ASCII text equivalents (tau, theta, r)
QuantileOnQuantile 1.0.2
Bug Fixes
- Removed all Unicode characters from package files to fix LaTeX PDF
generation
- Version 1.0.1 still had Greek characters in cran-comments.md and
NEWS.md
QuantileOnQuantile 1.0.1
Bug Fixes
- Fixed Unicode Greek characters (theta, tau) in vignette and README
that caused LaTeX errors during PDF manual generation
- Replaced Unicode superscript characters with ASCII equivalents
QuantileOnQuantile 1.0.0
Initial Release
- First public release of the QuantileOnQuantile package
- Implements the Quantile-on-Quantile regression methodology from Sim
and Zhou (2015)
New Features
qq_regression() - Main function for performing QQ
regression analysis
- Supports customizable quantile grids
- Multiple standard error estimation methods
- Verbose progress reporting option
plot_qq_3d() - Interactive 3D surface plots with
plotly
- MATLAB-style Jet colorscale (default)
- Blue-Red diverging colorscale
- Viridis and Plasma perceptually uniform scales
- Customizable gridlines and camera angles
plot_qq_heatmap() - 2D heatmap visualization
- Automatic colorscale selection based on variable type
- Customizable axis labels and titles
plot_qq_contour() - Contour plots with labeled level
curves
plot_qq_correlation() - Quantile correlation
heatmaps
- Python seaborn-style blue-red diverging scale
- Automatic annotations
qq_statistics() - Summary statistics for QQ
results
qq_to_matrix() - Convert results to matrix
format
qq_export() - Export results to CSV
qq_colorscales() - Display available color
scales
Documentation
- Comprehensive vignette with examples based on oil-stock
relationship
- Full roxygen2 documentation for all functions
- CRAN-compliant package structure
References
- Sim, N. and Zhou, H. (2015). Oil Prices, US Stock Return, and the
Dependence Between Their Quantiles. Journal of Banking & Finance,
55, 1-12. doi:10.1016/j.jbankfin.2015.01.013
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.