nonParQuantileCausality
Nonparametric Causality in Quantiles Test
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>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.0 |
rolling linux/jammy R-4.5 | nonParQuantileCausality_0.1.0.tar.gz |
95.0 KiB |
0.1.0 |
rolling linux/noble R-4.5 | nonParQuantileCausality_0.1.0.tar.gz |
94.9 KiB |
0.1.0 |
rolling source/ R- | nonParQuantileCausality_0.1.0.tar.gz |
75.0 KiB |
0.1.0 |
latest linux/jammy R-4.5 | nonParQuantileCausality_0.1.0.tar.gz |
95.0 KiB |
0.1.0 |
latest linux/noble R-4.5 | nonParQuantileCausality_0.1.0.tar.gz |
94.9 KiB |
0.1.0 |
latest source/ R- | nonParQuantileCausality_0.1.0.tar.gz |
75.0 KiB |
0.1.0 |
2026-04-26 source/ R- | nonParQuantileCausality_0.1.0.tar.gz |
75.0 KiB |
0.1.0 |
2026-04-23 source/ R- | nonParQuantileCausality_0.1.0.tar.gz |
75.0 KiB |
0.1.0 |
2026-04-09 windows/windows R-4.5 | nonParQuantileCausality_0.1.0.zip |
98.5 KiB |