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

quantreg (version 5.19)

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

5.19

License

GPL (>= 2)

Maintainer

Roger Koenker

Last Published

August 31st, 2015

Functions in quantreg (5.19)

QTECox

Function to obtain QTE from a Cox model
latex

Make a latex version of an R object
latex.table

Writes a latex formatted table to a file
lm.fit.recursive

Recursive Least Squares
rq.fit.scad

SCADPenalized Quantile Regression
rq.wfit

Function to choose method for Weighted Quantile Regression
ranks

Quantile Regression Ranks
barro

Barro Data
sfn.control

Set Control Parameters for Sparse Fitting
table.rq

Table of Quantile Regression Results
Peirce

C.S. Peirce's Auditory Response Data
akj

Density Estimation using Adaptive Kernel method
CobarOre

Cobar Ore data
dither

Function to randomly perturb a vector
rqProcess

Compute Standardized Quantile Regression Process
combos

Ordered Combinations
dynrq

Dynamic Linear Quantile Regression
print.rq

Print an rq object
rq.fit.hogg

weighted quantile regression fitting
bandwidth.rq

bandwidth selection for rq functions
qss

Additive Nonparametric Terms for rqss Fitting
gasprice

Time Series of US Gasoline Prices
KhmaladzeTest

Tests of Location and Location Scale Shift Hypotheses for Linear Models
rqss.object

RQSS Objects and Summarization Thereof
kuantile

Quicker Sample Quantiles
crq

Functions to fit censored quantile regression models
rq.fit.sfnc

Sparse Constrained Regression Quantile Fitting
summary.rq

Summary methods for Quantile Regression
critval

Hotelling Critical Values
rq.fit.pfn

Preprocessing Algorithm for Quantile Regression
summary.crq

Summary methods for Censored Quantile Regression
lprq

locally polynomial quantile regression
print.summary.rq

Print Quantile Regression Summary Object
engel

Engel Data
rq.process.object

Linear Quantile Regression Process Object
boot.rq

Bootstrapping Quantile Regression
predict.rqss

Predict from fitted nonparametric quantile regression smoothing spline models
boot.crq

Bootstrapping Censored Quantile Regression
qrisk

Function to compute Choquet portfolio weights
rq.fit.fnc

Quantile Regression Fitting via Interior Point Methods
rq.fit.lasso

Lasso Penalized Quantile Regression
plot.rqss

Plot Method for rqss Objects
rq

Quantile Regression
predict.rq

Quantile Regression Prediction
rq.fit

Function to choose method for Quantile Regression
latex.summary.rqs

Make a latex table from a table of rq results
plot.rqs

Visualizing sequences of quantile regressions
Mammals

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

Quantile Regression Fitting by Exterior Point Methods
summary.rqss

Summary of rqss fit
FAQ

FAQ and ChangeLog of a package
nlrq

Function to compute nonlinear quantile regression estimates
residuals.nlrq

Return residuals of an nlrq object
rearrange

Rearrangement
plot.rq

plot the coordinates of the quantile regression process
anova.rq

Anova function for quantile regression fits
rqs.fit

Function to fit multiple response quantile regression models
Bosco

Boscovich Data
uis

UIS Drug Treatment study data
plot.summary.rqs

Visualizing sequences of quantile regression summaries
rqss

Additive Quantile Regression Smoothing
nlrq.control

Set control parameters for nlrq
rq.fit.fnb

Quantile Regression Fitting via Interior Point Methods
rq.fit.sfn

Sparse Regression Quantile Fitting
srisk

Markowitz (Mean-Variance) Portfolio Optimization
rq.object

Linear Quantile Regression Object