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quantreg (version 5.21)

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.

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Version

Install

install.packages('quantreg')

Monthly Downloads

547,258

Version

5.21

License

GPL (>= 2)

Maintainer

Roger Koenker

Last Published

February 12th, 2016

Functions in quantreg (5.21)

critval

Hotelling Critical Values
rq.fit.fnb

Quantile Regression Fitting via Interior Point Methods
rqss

Additive Quantile Regression Smoothing
dither

Function to randomly perturb a vector
rq.process.object

Linear Quantile Regression Process Object
boot.rq

Bootstrapping Quantile Regression
plot.rqss

Plot Method for rqss Objects
rq.fit.br

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

Lasso Penalized Quantile Regression
rq.fit.hogg

weighted quantile regression fitting
nlrq.control

Set control parameters for nlrq
rq.wfit

Function to choose method for Weighted Quantile Regression
KhmaladzeTest

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

Visualizing sequences of quantile regressions
QTECox

Function to obtain QTE from a Cox model
crq

Functions to fit censored quantile regression models
Bosco

Boscovich Data
latex.summary.rqs

Make a latex table from a table of rq results
sfn.control

Set Control Parameters for Sparse Fitting
table.rq

Table of Quantile Regression Results
bandwidth.rq

bandwidth selection for rq functions
plot.summary.rqs

Visualizing sequences of quantile regression summaries
rq.fit.sfnc

Sparse Constrained Regression Quantile Fitting
Mammals

Garland(1983) Data on Running Speed of Mammals
ranks

Quantile Regression Ranks
lm.fit.recursive

Recursive Least Squares
rq.fit.fnc

Quantile Regression Fitting via Interior Point Methods
print.summary.rq

Print Quantile Regression Summary Object
Peirce

C.S. Peirce's Auditory Response Data
latex.table

Writes a latex formatted table to a file
barro

Barro Data
akj

Density Estimation using Adaptive Kernel method
rqss.object

RQSS Objects and Summarization Thereof
kuantile

Quicker Sample Quantiles
rearrange

Rearrangement
plot.rq

plot the coordinates of the quantile regression process
lprq

locally polynomial quantile regression
predict.rqss

Predict from fitted nonparametric quantile regression smoothing spline models
qrisk

Function to compute Choquet portfolio weights
print.rq

Print an rq object
rq

Quantile Regression
rq.fit.scad

SCADPenalized Quantile Regression
rq.fit.pfn

Preprocessing Algorithm for Quantile Regression
summary.rqss

Summary of rqss fit
uis

UIS Drug Treatment study data
rqProcess

Compute Standardized Quantile Regression Process
latex

Make a latex version of an R object
nlrq

Function to compute nonlinear quantile regression estimates
FAQ

FAQ and ChangeLog of a package
qss

Additive Nonparametric Terms for rqss Fitting
rq.object

Linear Quantile Regression Object
summary.rq

Summary methods for Quantile Regression
rqs.fit

Function to fit multiple response quantile regression models
rq.fit

Function to choose method for Quantile Regression
anova.rq

Anova function for quantile regression fits
residuals.nlrq

Return residuals of an nlrq object
gasprice

Time Series of US Gasoline Prices
rq.fit.sfn

Sparse Regression Quantile Fitting
boot.crq

Bootstrapping Censored Quantile Regression
dynrq

Dynamic Linear Quantile Regression
engel

Engel Data
predict.rq

Quantile Regression Prediction
CobarOre

Cobar Ore data
combos

Ordered Combinations
srisk

Markowitz (Mean-Variance) Portfolio Optimization
summary.crq

Summary methods for Censored Quantile Regression