Learn R Programming
⚠️There's a newer version (6.1) of this package.Take me there.

quantreg (version 5.11)

Quantile Regression

Description

Estimation and inference methods for models of conditional quantiles: Linear and nonlinear parametric and non-parametric (total variation penalized) models for conditional quantiles of a univariate response and several methods for handling censored survival data. Portfolio selection methods based on expected shortfall risk are also included.

Copy Link

Version

Install

install.packages('quantreg')

Monthly Downloads

369,504

Version

5.11

License

GPL (>= 2)

Maintainer

Roger Koenker

Last Published

January 11th, 2015

Functions in quantreg (5.11)

ranks

Quantile Regression Ranks
rq.fit.pfn

Preprocessing Algorithm for Quantile Regression
rq.fit.fnb

Quantile Regression Fitting via Interior Point Methods
rq

Quantile Regression
rq.fit.hogg

weighted quantile regression fitting
nlrq.control

Set control parameters for nlrq
lm.fit.recursive

Recursive Least Squares
rq.fit.sfn

Sparse Regression Quantile Fitting
rq.object

Linear Quantile Regression Object
rqss.object

RQSS Objects and Summarization Thereof
sfn.control

Set Control Parameters for Sparse Fitting
Bosco

Boscovich Data
critval

Hotelling Critical Values
dynrq

Dynamic Linear Quantile Regression
predict.rq

Quantile Regression Prediction
CobarOre

Cobar Ore data
Mammals

Garland(1983) Data on Running Speed of Mammals
plot.summary.rqs

Visualizing sequences of quantile regression summaries
rq.fit

Function to choose method for Quantile Regression
nlrq

Function to compute nonlinear quantile regression estimates
rq.fit.sfnc

Sparse Constrained Regression Quantile Fitting
print.rq

Print an rq object
summary.rqss

Summary of rqss fit
print.summary.rq

Print Quantile Regression Summary Object
rq.wfit

Function to choose method for Weighted Quantile Regression
Peirce

C.S. Peirce's Auditory Response Data
qrisk

Function to compute Choquet portfolio weights
summary.rq

Summary methods for Quantile Regression
kuantile

Quicker Sample Quantiles
bandwidth.rq

bandwidth selection for rq functions
akj

Density Estimation using Adaptive Kernel method
rqss

Additive Quantile Regression Smoothing
KhmaladzeTest

Tests of Location and Location Scale Shift Hypotheses for Linear Models
rq.fit.scad

SCADPenalized Quantile Regression
table.rq

Table of Quantile Regression Results
latex.table

Writes a latex formatted table to a file
qss

Additive Nonparametric Terms for rqss Fitting
residuals.nlrq

Return residuals of an nlrq object
rq.process.object

Linear Quantile Regression Process Object
srisk

Markowitz (Mean-Variance) Portfolio Optimization
crq

Functions to fit censored quantile regression models
plot.rq

plot the coordinates of the quantile regression process
barro

Barro Data
rq.fit.br

Quantile Regression Fitting by Exterior Point Methods
dither

Function to randomly perturb a vector
lprq

locally polynomial quantile regression
summary.crq

Summary methods for Censored Quantile Regression
rq.fit.lasso

Lasso Penalized Quantile Regression
latex.summary.rqs

Make a latex table from a table of rq results
uis

UIS Drug Treatment study data
predict.rqss

Predict from fitted nonparametric quantile regression smoothing spline models
engel

Engel Data
rqs.fit

Function to fit multiple response quantile regression models
QTECox

Function to obtain QTE from a Cox model
combos

Ordered Combinations
boot.rq

Bootstrapping Quantile Regression
rq.fit.fnc

Quantile Regression Fitting via Interior Point Methods
anova.rq

Anova function for quantile regression fits
boot.crq

Bootstrapping Censored Quantile Regression
latex

Make a latex version of an R object
plot.rqss

Plot Method for rqss Objects
FAQ

FAQ and ChangeLog of a package
plot.rqs

Visualizing sequences of quantile regressions
rqProcess

Compute Standardized Quantile Regression Process
rearrange

Rearrangement