Quantile-on-Quantile Regression Analysis
3D Surface Plot for QQ Regression
Contour Plot for QQ Regression
Quantile Correlation Heatmap
Heatmap for QQ Regression
Plot Method for qq_regression Objects
Print Method for qq_regression Objects
Available Color Scales for QQ Regression Plots
Export QQ Results to CSV
Quantile-on-Quantile Regression
Summary Statistics for QQ Regression
Convert QQ Results to Matrix
QuantileOnQuantile: Quantile-on-Quantile Regression Analysis
Summary Method for qq_regression Objects
Implements the Quantile-on-Quantile (QQ) regression methodology developed by Sim and Zhou (2015) <doi:10.1016/j.jbankfin.2015.01.013>. QQ regression estimates the effect that quantiles of one variable have on quantiles of another, capturing the dependence between distributions. The package provides functions for QQ regression estimation, 3D surface visualization with 'MATLAB'-style color schemes ('Jet', 'Viridis', 'Plasma'), heatmaps, contour plots, and quantile correlation analysis. Uses 'quantreg' for quantile regression and 'plotly' for interactive visualizations. Particularly useful for examining relationships between financial variables, oil prices, and stock returns under different market conditions.