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quantreg (version 4.95)

Quantile Regression

Description

Quantile regression and related methods.

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Version

Install

install.packages('quantreg')

Monthly Downloads

369,504

Version

4.95

License

GPL (>= 2)

Maintainer

Roger Koenker

Last Published

February 27th, 2013

Functions in quantreg (4.95)

CobarOre

Cobar Ore data
anova.rq

Anova function for quantile regression fits
rq.process.object

Linear Quantile Regression Process Object
rq.object

Linear Quantile Regression Object
nlrq.control

Set control parameters for nlrq
qss

Additive Nonparametric Terms for rqss Fitting
dither

Function to randomly perturb a vector
rq.fit.br

Quantile Regression Fitting by Exterior Point Methods
rq.fit.fnc

Quantile Regression Fitting via Interior Point Methods
plot.rq

plot the coordinates of the quantile regression process
nlrq

Function to compute nonlinear quantile regression estimates
boot.crq

Bootstrapping Censored Quantile Regression
KhmaladzeTest

Tests of Location and Location Scale Shift Hypotheses for Linear Models
QTECox

Function to obtain QTE from a Cox model
latex.summary.rqs

Make a latex table from a table of rq results
summary.crq

Summary methods for Censored Quantile Regression
FAQ

FAQ and ChangeLog of a package
latex.table

Writes a latex formatted table to a file
rq.fit

Function to choose method for Quantile Regression
plot.rqss

Plot Method for rqss Objects
rq.fit.sfn

Sparse Regression Quantile Fitting
sfn.control

Set Control Parameters for Sparse Fitting
Mammals

Garland(1983) Data on Running Speed of Mammals
predict.rq

Quantile Regression Prediction
combos

Ordered Combinations
latex

Make a latex version of an R object
bandwidth.rq

bandwidth selection for rq functions
print.summary.rq

Print Quantile Regression Summary Object
rqss.object

RQSS Objects and Summarization Thereof
engel

Engel Data
akj

Density Estimation using Adaptive Kernel method
boot.rq

Bootstrapping Quantile Regression
predict.rqss

Predict from fitted nonparametric quantile regression smoothing spline models
critval

Hotelling Critical Values
rq.fit.fnb

Quantile Regression Fitting via Interior Point Methods
rqProcess

Compute Standardized Quantile Regression Process
rq.fit.lasso

Lasso Penalized Quantile Regression
summary.rqss

Summary of rqss fit
barro

Barro Data
rq.wfit

Function to choose method for Weighted Quantile Regression
Bosco

Boscovich Data
lprq

locally polynomial quantile regression
lm.fit.recursive

Recursive Least Squares
ranks

Quantile Regression Ranks
dynrq

Dynamic Linear Quantile Regression
kuantile

Quicker Sample Quantiles
rq

Quantile Regression
rq.fit.scad

SCADPenalized Quantile Regression
rearrange

Rearrangement
uis

UIS Drug Treatment study data
crq

Functions to fit censored quantile regression models
plot.rqs

Visualizing sequences of quantile regressions
rqss

Additive Quantile Regression Smoothing
print.rq

Print an rq object
rqs.fit

Function to fit multiple response quantile regression models
residuals.nlrq

Return residuals of an nlrq object
plot.summary.rqs

Visualizing sequences of quantile regression summaries
Peirce

C.S. Peirce's Auditory Response Data
rq.fit.pfn

Preprocessing Algorithm for Quantile Regression
table.rq

Table of Quantile Regression Results
rq.fit.sfnc

Sparse Constrained Regression Quantile Fitting
summary.rq

Summary methods for Quantile Regression