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)

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

First public release of the QuantileOnQuantile package
Implements the Quantile-on-Quantile regression methodology from Sim and Zhou (2015)

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

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