mqqcause 1.0.0
- Initial CRAN release.
qq_causality() for bivariate Quantile-on-Quantile
Granger causality (Sim and Zhou 2015 framework) and
mqq_causality() for the conditional version that adds a
vector of moderators and optional x * Z interaction terms
(Sinha et al. 2024).
sup_wald() summary across (theta, tau) with Bonferroni
adjustment (Troster 2018).
- 3D surface, heatmap, contour and significance-only heatmap
visualisations (
plot_qq_causality_3d,
plot_qq_causality_heatmap,
plot_qq_causality_contour,
plot_significance_heatmap).
- MATLAB Parula default colour scale, plus Jet, Turbo, BlueRed and the
Sinha red-yellow-black palette.