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quantreg (version 5.02)

Quantile Regression

Description

Quantile regression and related methods.

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Version

Install

install.packages('quantreg')

Monthly Downloads

369,504

Version

5.02

License

GPL (>= 2)

Maintainer

Roger Koenker

Last Published

August 15th, 2013

Functions in quantreg (5.02)

nlrq

Function to compute nonlinear quantile regression estimates
rearrange

Rearrangement
rqss.object

RQSS Objects and Summarization Thereof
rq.fit.sfn

Sparse Regression Quantile Fitting
rq

Quantile Regression
lm.fit.recursive

Recursive Least Squares
Peirce

C.S. Peirce's Auditory Response Data
boot.rq

Bootstrapping Quantile Regression
FAQ

FAQ and ChangeLog of a package
anova.rq

Anova function for quantile regression fits
dither

Function to randomly perturb a vector
CobarOre

Cobar Ore data
rqProcess

Compute Standardized Quantile Regression Process
critval

Hotelling Critical Values
rq.fit.pfn

Preprocessing Algorithm for Quantile Regression
akj

Density Estimation using Adaptive Kernel method
rq.fit.fnb

Quantile Regression Fitting via Interior Point Methods
rq.process.object

Linear Quantile Regression Process Object
print.summary.rq

Print Quantile Regression Summary Object
summary.crq

Summary methods for Censored Quantile Regression
residuals.nlrq

Return residuals of an nlrq object
rq.fit.lasso

Lasso Penalized Quantile Regression
rqss

Additive Quantile Regression Smoothing
summary.rqss

Summary of rqss fit
rqs.fit

Function to fit multiple response quantile regression models
print.rq

Print an rq object
latex.table

Writes a latex formatted table to a file
ranks

Quantile Regression Ranks
rq.wfit

Function to choose method for Weighted Quantile Regression
combos

Ordered Combinations
uis

UIS Drug Treatment study data
plot.rqs

Visualizing sequences of quantile regressions
Mammals

Garland(1983) Data on Running Speed of Mammals
nlrq.control

Set control parameters for nlrq
summary.rq

Summary methods for Quantile Regression
predict.rq

Quantile Regression Prediction
dynrq

Dynamic Linear Quantile Regression
barro

Barro Data
table.rq

Table of Quantile Regression Results
engel

Engel Data
plot.rq

plot the coordinates of the quantile regression process
plot.summary.rqs

Visualizing sequences of quantile regression summaries
rq.fit

Function to choose method for Quantile Regression
boot.crq

Bootstrapping Censored Quantile Regression
crq

Functions to fit censored quantile regression models
kuantile

Quicker Sample Quantiles
qss

Additive Nonparametric Terms for rqss Fitting
rq.fit.scad

SCADPenalized Quantile Regression
predict.rqss

Predict from fitted nonparametric quantile regression smoothing spline models
rq.fit.sfnc

Sparse Constrained Regression Quantile Fitting
rq.fit.fnc

Quantile Regression Fitting via Interior Point Methods
QTECox

Function to obtain QTE from a Cox model
plot.rqss

Plot Method for rqss Objects
lprq

locally polynomial quantile regression
rq.fit.br

Quantile Regression Fitting by Exterior Point Methods
Bosco

Boscovich Data
sfn.control

Set Control Parameters for Sparse Fitting
latex

Make a latex version of an R object
bandwidth.rq

bandwidth selection for rq functions
rq.object

Linear Quantile Regression Object
KhmaladzeTest

Tests of Location and Location Scale Shift Hypotheses for Linear Models
latex.summary.rqs

Make a latex table from a table of rq results