Rearrangement (version 2.1)

lcrq2: Local Constant Estimator for Conditional Quantile Functions

Description

Implements the local nonparametric method kernel estimator--with box kernel (default), for conditional quantile functions. This is a modification of Koenker's lprq (from package quantreg).

Usage

lcrq2(x, y, h, xx, tau)

Arguments

x

The conditioning covariate

y

The response variable

h

The bandwidth parameter

xx

The points at which the function is to be estimated

tau

The quantile(s) to be estimated. This should be a list of quantiles if the function estimates the quantile process

Value

xx

The design points at which the evaluation occurs

fitted.values

The estimated function values at these design points

Details

The function uses a box kernel.

See Also

lprq

Examples

require(quantreg)
data(GrowthChart)
attach(GrowthChart)

ages <- unique(sort(age))
lcq.fit1 <- lcrq2(age,height,h=1,xx=ages,tau=0.01)

detach(GrowthChart)