Package: nonParQuantileCausality Type: Package Title: Nonparametric Causality in Quantiles Test Version: 0.1.1 Authors@R: c( person("Mehmet", "Balcilar", role = c("aut", "cre"), email = "mehmet@mbalcilar.net") ) Author: Mehmet Balcilar [aut, cre] Maintainer: Mehmet Balcilar Description: 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 (2016) and Balcilar et al. (2016) . License: MIT + file LICENSE URL: https://www.mbalcilar.net, https://github.com/mbalcilar/nonParQuantileCausality Encoding: UTF-8 LazyData: true LazyDataCompression: bzip2 Roxygen: list(markdown = TRUE) RoxygenNote: 7.3.2 Depends: R (>= 3.6) Imports: stats, ggplot2, quantreg, KernSmooth Suggests: knitr, rmarkdown, testthat (>= 3.0.0) VignetteBuilder: knitr Config/testthat/edition: 3 Repository: https://mbalcilar.r-universe.dev Date/Publication: 2025-09-30 19:10:22 UTC RemoteUrl: https://github.com/mbalcilar/nonparquantilecausality RemoteRef: HEAD RemoteSha: 953f4441c703e988daa206ca3a37ea60001d5746 NeedsCompilation: no Packaged: 2026-06-15 10:36:33 UTC; root