Quantile-on-Quantile Kernel Regularized Least Squares // Implements Quantile-on-Quantile Kernel-Based Regularized Least Squares (QQKRLS) as in Adebayo, Ozkan and Eweade (2024) doi:10.1016/j.jclepro.2024.140832. Combines Kernel-Based Regularized Least Squares (KRLS) of Hainmueller and Hazlett (2014) doi:10.1093/pan/mpt019 with the Quantile-on-Quantile regression of Sim and Zhou (2015) doi:10.1016/j.jbankfin.2015.01.013: for each quantile theta of the independent variable the response is fit by KRLS on the corresponding sub-sample and the tau-quantile of the resulting pointwise marginal effects yields beta(theta, tau). Standard errors come from a paired bootstrap. Visualisations use the 'MATLAB' 'Parula' colour map by default.