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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>.
Version: | 0.1.0 |
Depends: | R (≥ 3.6) |
Imports: | stats, ggplot2, quantreg, KernSmooth |
Suggests: | knitr, rmarkdown, testthat (≥ 3.0.0) |
Published: | 2025-09-30 |
DOI: | 10.32614/CRAN.package.nonParQuantileCausality |
Author: | Mehmet Balcilar [aut, cre] |
Maintainer: | Mehmet Balcilar <mehmet at mbalcilar.net> |
License: | MIT + file LICENSE |
URL: | https://www.mbalcilar.net, https://github.com/mbalcilar/nonParQuantileCausality |
NeedsCompilation: | no |
Citation: | nonParQuantileCausality citation info |
Materials: | README, NEWS |
CRAN checks: | nonParQuantileCausality results |
Reference manual: | nonParQuantileCausality.html , nonParQuantileCausality.pdf |
Vignettes: |
Getting started with nonParQuantileCausality (source, R code) |
Package source: | nonParQuantileCausality_0.1.0.tar.gz |
Windows binaries: | r-devel: nonParQuantileCausality_0.1.0.zip, r-release: nonParQuantileCausality_0.1.0.zip, r-oldrel: nonParQuantileCausality_0.1.0.zip |
macOS binaries: | r-release (arm64): nonParQuantileCausality_0.1.0.tgz, r-oldrel (arm64): not available, r-release (x86_64): nonParQuantileCausality_0.1.0.tgz, r-oldrel (x86_64): nonParQuantileCausality_0.1.0.tgz |
Please use the canonical form https://CRAN.R-project.org/package=nonParQuantileCausality to link to this page.
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.