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quantreg (version 3.04)

Quantile Regression

Description

Quantile regression and related methods.

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Version

Install

install.packages('quantreg')

Monthly Downloads

547,258

Version

3.04

License

GPL (version 2 or later)

Maintainer

Roger Koenker

Last Published

March 10th, 2025

Functions in quantreg (3.04)

khmaladzize

Function to compute Khmaladze Transformation
akj

Density estimation using adaptive kernel method
table.rq

Table of Quantile Regression Results
print.rq

Print an rq object
ranks

Quantile Regression Ranks
rq.fit.br

Quantile Regression Fitting by Exterior Point Methods
summary.rq

Summary method for Quantile Regression
rq

Quantile Regression
plot.table.rq

Plot Table of Quantile Regression Results
print.summary.rq

Print Quantile Regression Summary Object
plot.rq.process

plot the coordinates of the quantile regression process
rq.test.khmal

Estimates Quantile Regression Model and Test Statistics
rq.fit

Function to choose method for Quantile Regression
bandwidth.rq

bandwidth selection for rq functions
rq.process.object

Linear Quantile Regression Process Object
rq.fit.fn

Quantile Regression Fitting via Interior Point Methods
rrs.test

Quantile Regression Rankscore Test
rq.fit.pfn

Preprocessing Algorithm for Quantile Regression
rq.wfit

Function to choose method for Weighted Quantile Regression
barro

Barro Data
rq.object

Linear Quantile Regression Object
plot.khmal

Plots Standardized and Khmaladzized Residual Processes
standardize

Function to standardize the quantile regression process
lm.fit.recursive

Recursive Least Squares