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quantreg (version 4.96)

Quantile Regression

Description

Quantile regression and related methods.

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Version

Install

install.packages('quantreg')

Monthly Downloads

369,504

Version

4.96

License

GPL (>= 2)

Maintainer

Roger Koenker

Last Published

March 1st, 2013

Functions in quantreg (4.96)

predict.rqss

Predict from fitted nonparametric quantile regression smoothing spline models
barro

Barro Data
latex.summary.rqs

Make a latex table from a table of rq results
rq.wfit

Function to choose method for Weighted Quantile Regression
rqs.fit

Function to fit multiple response quantile regression models
boot.rq

Bootstrapping Quantile Regression
rq.fit.scad

SCADPenalized Quantile Regression
summary.crq

Summary methods for Censored Quantile Regression
table.rq

Table of Quantile Regression Results
rqProcess

Compute Standardized Quantile Regression Process
KhmaladzeTest

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

Engel Data
kuantile

Quicker Sample Quantiles
summary.rqss

Summary of rqss fit
QTECox

Function to obtain QTE from a Cox model
uis

UIS Drug Treatment study data
rq.object

Linear Quantile Regression Object
rq.fit.sfnc

Sparse Constrained Regression Quantile Fitting
sfn.control

Set Control Parameters for Sparse Fitting
rqss

Additive Quantile Regression Smoothing
rq.process.object

Linear Quantile Regression Process Object
anova.rq

Anova function for quantile regression fits
latex

Make a latex version of an R object
Mammals

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

bandwidth selection for rq functions
plot.rq

plot the coordinates of the quantile regression process
latex.table

Writes a latex formatted table to a file
dither

Function to randomly perturb a vector
rq.fit.lasso

Lasso Penalized Quantile Regression
predict.rq

Quantile Regression Prediction
nlrq.control

Set control parameters for nlrq
rq.fit.sfn

Sparse Regression Quantile Fitting
combos

Ordered Combinations
rq.fit.pfn

Preprocessing Algorithm for Quantile Regression
akj

Density Estimation using Adaptive Kernel method
FAQ

FAQ and ChangeLog of a package
dynrq

Dynamic Linear Quantile Regression
residuals.nlrq

Return residuals of an nlrq object
lm.fit.recursive

Recursive Least Squares
plot.rqs

Visualizing sequences of quantile regressions
plot.summary.rqs

Visualizing sequences of quantile regression summaries
rq.fit.fnc

Quantile Regression Fitting via Interior Point Methods
Peirce

C.S. Peirce's Auditory Response Data
CobarOre

Cobar Ore data
critval

Hotelling Critical Values
print.summary.rq

Print Quantile Regression Summary Object
rq.fit.br

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

Quantile Regression Fitting via Interior Point Methods
summary.rq

Summary methods for Quantile Regression
lprq

locally polynomial quantile regression
qss

Additive Nonparametric Terms for rqss Fitting
boot.crq

Bootstrapping Censored Quantile Regression
rq

Quantile Regression
Bosco

Boscovich Data
ranks

Quantile Regression Ranks
rearrange

Rearrangement
rq.fit

Function to choose method for Quantile Regression
crq

Functions to fit censored quantile regression models
nlrq

Function to compute nonlinear quantile regression estimates
plot.rqss

Plot Method for rqss Objects
print.rq

Print an rq object
rqss.object

RQSS Objects and Summarization Thereof