High-Performance Open-Source Archive
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).plot_qq_causality_3d,
plot_qq_causality_heatmap,
plot_qq_causality_contour,
plot_significance_heatmap).
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