qqkrls
Quantile-on-Quantile Kernel Regularized Least Squares
Implements Quantile-on-Quantile Kernel-Based Regularized Least Squares (QQKRLS) as in Adebayo, Ozkan and Eweade (2024) <doi:10.1016/j.jclepro.2024.140832>. Combines Kernel-Based Regularized Least Squares (KRLS) of Hainmueller and Hazlett (2014) <doi:10.1093/pan/mpt019> with the Quantile-on-Quantile regression of Sim and Zhou (2015) <doi:10.1016/j.jbankfin.2015.01.013>: for each quantile theta of the independent variable the response is fit by KRLS on the corresponding sub-sample and the tau-quantile of the resulting pointwise marginal effects yields beta(theta, tau). Standard errors come from a paired bootstrap. Visualisations use the 'MATLAB' 'Parula' colour map by default.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0.0 |
rolling linux/jammy R-4.5 | qqkrls_1.0.0.tar.gz |
48.6 KiB |
1.0.0 |
rolling linux/noble R-4.5 | qqkrls_1.0.0.tar.gz |
48.5 KiB |
1.0.0 |
rolling source/ R- | qqkrls_1.0.0.tar.gz |
11.6 KiB |
1.0.0 |
latest linux/jammy R-4.5 | qqkrls_1.0.0.tar.gz |
48.6 KiB |
1.0.0 |
latest linux/noble R-4.5 | qqkrls_1.0.0.tar.gz |
48.5 KiB |
1.0.0 |
latest source/ R- | qqkrls_1.0.0.tar.gz |
11.6 KiB |
1.0.0 |
2026-04-23 source/ R- | qqkrls_1.0.0.tar.gz |
0 B |