nonParQuantileCausality

cranv0.1.0

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

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mbalcilar/nonParQuantileCausality
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statsggplot2quantregKernSmooth
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First published · 2025-09-30 07:51:56

Last updated · 2025-09-30T06:20:08+00:00