{ "_id": "6a17ef86acfb0bcc41da61b6", "Package": "qardlr", "Type": "Package", "Title": "Quantile Autoregressive Distributed Lag Model", "Version": "1.0.1", "Date": "2026-03-07", "Authors@R": "c(\nperson(\"Muhammad\", \"Alkhalaf\",\nemail = \"muhammedalkhalaf@gmail.com\",\nrole = c(\"aut\", \"cre\", \"cph\"),\ncomment = c(ORCID = \"0009-0002-2677-9246\")),\nperson(\"Jin Seo\", \"Cho\", role = \"ctb\", comment = \"Original methodology\"),\nperson(\"Tae-Hwan\", \"Kim\", role = \"ctb\", comment = \"Original methodology\"),\nperson(\"Yongcheol\", \"Shin\", role = \"ctb\", comment = \"Original methodology\"))", "Description": "Implements the Quantile Autoregressive Distributed Lag\n(QARDL) model of Cho, Kim and Shin (2015)\n. Estimates\nquantile-specific long-run (beta), short-run autoregressive\n(phi), and impact (gamma) parameters. Features include\nBIC-based automatic lag selection, Error Correction Model (ECM)\nparameterization, Wald tests for parameter constancy across\nquantiles, rolling/recursive QARDL estimation, Monte Carlo\nsimulation, and publication-ready output tables.", "License": "GPL-3", "URL": "https://github.com/muhammedalkhalaf/qardlr", "BugReports": "https://github.com/muhammedalkhalaf/qardlr/issues", "Encoding": "UTF-8", "LazyData": "true", "RoxygenNote": "7.3.3", "Config/testthat/edition": "3", "Repository": "https://muhammedalkhalaf.r-universe.dev", "Date/Publication": "2026-04-27 20:56:46 UTC", "RemoteUrl": "https://github.com/muhammedalkhalaf/qardlr", "RemoteRef": "HEAD", "RemoteSha": "6ef18f3ac8297a3e33cc3fcc6f9f546e3e9b3cc3", "NeedsCompilation": "no", "Packaged": { "Date": "2026-05-28 07:28:54 UTC", "User": "root" }, "Author": "Muhammad Alkhalaf [aut, cre, cph] (ORCID:\n),\nJin Seo Cho [ctb] (Original methodology),\nTae-Hwan Kim [ctb] (Original methodology),\nYongcheol Shin [ctb] (Original methodology)", "Maintainer": "Muhammad Alkhalaf ", "MD5sum": "94fb8ce47e219af379481185f7198306", "_user": "muhammedalkhalaf", "_type": "src", "_file": "qardlr_1.0.1.tar.gz", "_fileid": "154c1eb1c8bab6de650c13e2f889d6ee5f2c260d21af8febb888386b08d41e06", "_filesize": 238897, "_sha256": "154c1eb1c8bab6de650c13e2f889d6ee5f2c260d21af8febb888386b08d41e06", "_created": "2026-05-28T07:28:54.000Z", "_published": "2026-05-28T07:32:21.981Z", "_distro": "noble", "_jobs": [ { "job": 78243967924, "time": 133, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "7260134203" }, { "job": 78243967902, "time": 133, "config": "linux-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "7260134275" }, { "job": 78243967917, "time": 102, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "OK", "artifact": "7260128189" }, { "job": 78243967997, "time": 110, "config": "macos-release-arm64", "r": "4.6.0", "check": "OK", "artifact": "7260143917" }, { "job": 78243571554, "time": 167, "config": "source", "r": "4.6.0", "check": "OK", "artifact": "7260091941" }, { "job": 78243967878, "time": 95, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "7260122973" }, { "job": 78243967947, "time": 102, "config": "windows-devel", "r": "4.7.0", "check": "OK", "artifact": "7260124901" }, { "job": 78243967893, "time": 163, "config": "windows-oldrel", "r": "4.5.3", "check": "OK", "artifact": "7260143822" }, { "job": 78243967964, "time": 87, "config": "windows-release", "r": "4.6.0", "check": "OK", "artifact": "7260120154" } ], "_buildurl": "https://github.com/r-universe/muhammedalkhalaf/actions/runs/26560937165", "_status": "success", "_host": "GitHub-Actions", "_upstream": "https://github.com/muhammedalkhalaf/qardlr", "_commit": { "id": "6ef18f3ac8297a3e33cc3fcc6f9f546e3e9b3cc3", "author": "Muhammad Abdullah Alkhalaf ", "committer": "Muhammad Abdullah Alkhalaf ", "message": "Strip UTF-8 BOM from CITATION and source files (no functional change)\n", "time": 1777323406 }, "_maintainer": { "name": "Muhammad Alkhalaf", "email": "muhammedalkhalaf@gmail.com", "login": "muhammedalkhalaf", "uuid": 114047760 }, "_registered": true, "_dependencies": [ { "package": "R", "version": ">= 3.5.0", "role": "Depends" }, { "package": "quantreg", "version": ">= 5.95", "role": "Imports" }, { "package": "stats", "role": "Imports" }, { "package": "MASS", "role": "Imports" }, { "package": "testthat", "version": ">= 3.0.0", "role": "Suggests" } ], "_owner": "muhammedalkhalaf", "_selfowned": true, "_usedby": 0, "_updates": [ { "week": "2026-11", "n": 5 }, { "week": "2026-14", "n": 1 }, { "week": "2026-18", "n": 1 } ], "_tags": [ { "name": "v1.0.1", "date": "2026-03-09" }, { "name": "v1.0.1.1", "date": "2026-03-18" } ], "_stars": 1, "_contributors": [ { "user": "muhammedalkhalaf", "count": 7, "uuid": 114047760 } ], "_userbio": { "uuid": 114047760, "type": "user", "name": "Muhammad Al Khalaf" }, "_downloads": { "count": 134, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/qardlr" }, "_devurl": "https://github.com/muhammedalkhalaf/qardlr", "_searchresults": 0, "_rbuild": "4.6.0", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/qardlr.html", "extra/readme.html", "extra/readme.md", "manual.pdf" ], "_homeurl": "https://github.com/muhammedalkhalaf/qardlr", "_realowner": "muhammedalkhalaf", "_cranurl": true, "_releases": [ { "version": "1.0.1", "date": "2026-03-13" } ], "_exports": [ "print_bic_grid", "qardl", "qardl_bic_select", "qardl_rolling", "qardl_simulate", "qardl_table", "qardl_wald" ], "_datasets": [ { "name": "qardl_sim", "title": "Simulated QARDL Dataset", "object": "qardl_sim", "class": [ "data.frame" ], "fields": [ "y", "x1", "x2" ], "rows": 200, "table": true, "tojson": true } ], "_help": [ { "page": "coef.qardl", "title": "Coefficients Method for QARDL", "topics": [ "coef.qardl" ] }, { "page": "plot.qardl_rolling", "title": "Plot Rolling QARDL Results", "topics": [ "plot.qardl_rolling" ] }, { "page": "predict.qardl", "title": "Predict Method for QARDL", "topics": [ "predict.qardl" ] }, { "page": "print_bic_grid", "title": "Print BIC Grid", "topics": [ "print_bic_grid" ] }, { "page": "print.qardl", "title": "Print QARDL Results", "topics": [ "print.qardl" ] }, { "page": "print.qardl_mc", "title": "Print Monte Carlo Results", "topics": [ "print.qardl_mc" ] }, { "page": "print.qardl_rolling", "title": "Print Rolling QARDL Results", "topics": [ "print.qardl_rolling" ] }, { "page": "print.qardl_wald", "title": "Print QARDL Wald Test Results", "topics": [ "print.qardl_wald" ] }, { "page": "qardl", "title": "Quantile Autoregressive Distributed Lag Model Estimation", "topics": [ "qardl" ] }, { "page": "qardl_bic_select", "title": "BIC-Based Lag Order Selection for QARDL", "topics": [ "qardl_bic_select" ] }, { "page": "qardl_rolling", "title": "Rolling Window QARDL Estimation", "topics": [ "qardl_rolling" ] }, { "page": "qardl_sim", "title": "Simulated QARDL Dataset", "topics": [ "qardl_sim" ] }, { "page": "qardl_simulate", "title": "Monte Carlo Simulation for QARDL", "topics": [ "qardl_simulate" ] }, { "page": "qardl_table", "title": "Generate Publication-Ready QARDL Tables", "topics": [ "qardl_table" ] }, { "page": "qardl_wald", "title": "Wald Tests for QARDL Parameter Constancy", "topics": [ "qardl_wald" ] }, { "page": "summary.qardl", "title": "Summary of QARDL Results", "topics": [ "summary.qardl" ] }, { "page": "vcov.qardl", "title": "Variance-Covariance Method for QARDL", "topics": [ "vcov.qardl" ] } ], "_readme": "https://github.com/muhammedalkhalaf/qardlr/raw/HEAD/README.md", "_rundeps": [ "lattice", "MASS", "Matrix", "MatrixModels", "quantreg", "SparseM", "survival" ], "_score": 3.1760912590556813, "_indexed": true, "_nocasepkg": "qardlr", "_universes": [ "muhammedalkhalaf" ], "_binaries": [ { "r": "4.7.0", "os": "linux", "version": "1.0.1", "date": "2026-05-28T07:30:57.000Z", "distro": "noble", "commit": "6ef18f3ac8297a3e33cc3fcc6f9f546e3e9b3cc3", "fileid": "49073ae87d25b8bfcaf4aa213d7d1395f5f07c27acc60d2097d4629a493d0a48", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/muhammedalkhalaf/actions/runs/26560937165" }, { "r": "4.6.0", "os": "linux", "version": "1.0.1", "date": "2026-05-28T07:30:56.000Z", "distro": "noble", "commit": "6ef18f3ac8297a3e33cc3fcc6f9f546e3e9b3cc3", "fileid": "a31a4f3319bf0b16d9792d207641c0b2733706fdf3de21b4fb27d4080795f997", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/muhammedalkhalaf/actions/runs/26560937165" }, { "r": "4.5.3", "os": "mac", "version": "1.0.1", "date": "2026-05-28T07:30:49.000Z", "commit": "6ef18f3ac8297a3e33cc3fcc6f9f546e3e9b3cc3", "fileid": "7e425c23e8a53b60d3a576e20ec57aaa01d6966cccbf12d7dd4d5e0cdba88c42", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/muhammedalkhalaf/actions/runs/26560937165" }, { "r": "4.6.0", "os": "mac", "version": "1.0.1", "date": "2026-05-28T07:31:35.000Z", "commit": "6ef18f3ac8297a3e33cc3fcc6f9f546e3e9b3cc3", "fileid": "0bf6e487c9eba39e42cc1c0ebdede30a4384dba2996d4785e848ce43fc819f80", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/muhammedalkhalaf/actions/runs/26560937165" }, { "r": "4.6.0", "os": "wasm", "version": "1.0.1", "date": "2026-05-28T07:30:53.000Z", "commit": "6ef18f3ac8297a3e33cc3fcc6f9f546e3e9b3cc3", "fileid": "4921922e24991d38421cab9169670619dcc5074c390b23533a483a08d01114ae", "status": "success", "buildurl": "https://github.com/r-universe/muhammedalkhalaf/actions/runs/26560937165" }, { "r": "4.7.0", "os": "win", "version": "1.0.1", "date": "2026-05-28T07:30:21.000Z", "commit": "6ef18f3ac8297a3e33cc3fcc6f9f546e3e9b3cc3", "fileid": "102632ab905ff6e0c1988e468a318441540d8a84bc76db8ad26eff8b71d1de17", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/muhammedalkhalaf/actions/runs/26560937165" }, { "r": "4.5.3", "os": "win", "version": "1.0.1", "date": "2026-05-28T07:31:22.000Z", "commit": "6ef18f3ac8297a3e33cc3fcc6f9f546e3e9b3cc3", "fileid": "76d671ae74628eaefad9d4740df261942e4b2e5ed05fc0b8e1ab7097f1d17653", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/muhammedalkhalaf/actions/runs/26560937165" }, { "r": "4.6.0", "os": "win", "version": "1.0.1", "date": "2026-05-28T07:30:06.000Z", "commit": "6ef18f3ac8297a3e33cc3fcc6f9f546e3e9b3cc3", "fileid": "f6e4e2c5aad34ab282fecf75bc74edbeeeccf4a2769456b2431537131e2cc590", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/muhammedalkhalaf/actions/runs/26560937165" } ] }