VPSPulse Mirrors
High-Performance Open-Source Archive
NEWS
QuantileOnQuantile 1.0.3
Bug Fixes
Fixed Unicode escape sequences (\u03C4, \u03B8, \u03C1) in R source
files that were causing LaTeX errors during PDF manual generation on
CRAN
These escapes were converted to actual Greek characters when
roxygen2 generated the .Rd files, which LaTeX could not process
Replaced with ASCII text equivalents (tau, theta, r)
QuantileOnQuantile 1.0.2
Bug Fixes
Removed all Unicode characters from package files to fix LaTeX PDF
generation
Version 1.0.1 still had Greek characters in cran-comments.md and
NEWS.md
QuantileOnQuantile 1.0.1
Bug Fixes
Fixed Unicode Greek characters (theta, tau) in vignette and README
that caused LaTeX errors during PDF manual generation
Replaced Unicode superscript characters with ASCII equivalents
QuantileOnQuantile 1.0.0
Initial Release
First public release of the QuantileOnQuantile package
Implements the Quantile-on-Quantile regression methodology from Sim
and Zhou (2015)
New Features
qq_regression() - Main function for performing QQ
regression analysis
Supports customizable quantile grids
Multiple standard error estimation methods
Verbose progress reporting option
plot_qq_3d() - Interactive 3D surface plots with
plotly
MATLAB-style Jet colorscale (default)
Blue-Red diverging colorscale
Viridis and Plasma perceptually uniform scales
Customizable gridlines and camera angles
plot_qq_heatmap() - 2D heatmap visualization
Automatic colorscale selection based on variable type
Customizable axis labels and titles
plot_qq_contour() - Contour plots with labeled level
curves
plot_qq_correlation() - Quantile correlation
heatmaps
Python seaborn-style blue-red diverging scale
Automatic annotations
qq_statistics() - Summary statistics for QQ
results
qq_to_matrix() - Convert results to matrix
format
qq_export() - Export results to CSV
qq_colorscales() - Display available color
scales
Documentation
Comprehensive vignette with examples based on oil-stock
relationship
Full roxygen2 documentation for all functions
CRAN-compliant package structure
References
Sim, N. and Zhou, H. (2015). Oil Prices, US Stock Return, and the
Dependence Between Their Quantiles. Journal of Banking & Finance,
55, 1-12. doi:10.1016/j.jbankfin.2015.01.013