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