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 (may not be active yet) |
| 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: not available, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): not available, r-oldrel (x86_64): not available |
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