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First public release (prepared for CRAN).
np_quantile_causality() — a nonparametric
causality-in-quantiles test for first-order lags,
supporting causality in mean and
variance.np_quantile_causality
with fields for statistics, quantiles, bandwidth, type, and sample
size.plot() method for
np_quantile_causality objects to visualize test statistics
across quantiles with a reference critical-value line.lrq.causality.test →
np_quantile_causality.lrq_causality_test() calls
np_quantile_causality() and warns.do.causality.figure() with the S3 plotting
interface plot.np_quantile_causality().gold_oil (Gold, Oil) for
runnable examples and tests.KernSmooth::dpill() as a
mean-regression proxy (Yu & Jones, 1998) with quantile-specific
rescaling.lprq2_() (quantreg-backed).x2 lags were mistakenly
embedded from y2 in the variance case. Now uses
embed(x2, 2) as intended.inst/CITATION entries for standard package
citation.gold_oil.testthat suite covers:
ggplot object (skipped on
CRAN).License: MIT + file LICENSE).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.