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QRegVCM (version 1.2)

Quantile Regression in Varying-Coefficient Models

Description

Quantile regression in varying-coefficient models (VCM) using one particular nonparametric technique called P-splines. The functions can be applied on three types of VCM; (1) Homoscedastic VCM, (2) Simple heteroscedastic VCM, and (3) General heteroscedastic VCM.

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Version

Install

install.packages('QRegVCM')

Monthly Downloads

17

Version

1.2

License

GPL-2

Maintainer

AndriyanaY

Last Published

March 16th, 2018

Functions in QRegVCM (1.2)

AHeVT

AHe V(t)-approach
QRWSimul

Weighted simultaneous objective function
simul_shapetest

Testing the shape of a functional coefficient in the median and/or the variabilty function
QRSimul

Unweighted simultaneous objective function
QRStepwise

Stepwise procedure
test_variability

Variability Estimation and Testing
QRIndiv

Individual quantile objective function
wages

The wages dataset
CD4

The CD4 dataset
AHeVXT

AHe V(X(t),t)-approach