BwQuant (version 0.1.0)

Bandwidth Selectors for Local Linear Quantile Regression

Description

Bandwidth selectors for local linear quantile regression, including cross-validation and plug-in methods. The local linear quantile regression estimate is also implemented.

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Version

Install

install.packages('BwQuant')

Monthly Downloads

186

Version

0.1.0

License

GPL-2

Maintainer

Mercedes Conde-Amboage

Last Published

February 8th, 2022

Functions in BwQuant (0.1.0)

bwPI

Computing the plug-in bandwidth proposed by Conde-Amboage and Sanchez-Sellero (2018)

bwCV

Computing the cross-validation bandwidth proposed by Abberger (1998)

BwQuant-package

Bandwidth selectors for local linear quantile regression

bwRT

Computing a bandwidth using a rule of thumb

bwYJ

Computing the plug-in bandwidth proposed by Yu and Jones (1998)

llqr

Fitting a local linear quantile regression model