quantreg v5.34

0

Monthly downloads

0th

Percentile

Quantile Regression

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.

Functions in quantreg

Name Description
Peirce C.S. Peirce's Auditory Response Data
QTECox Function to obtain QTE from a Cox model
dynrq Dynamic Linear Quantile Regression
engel Engel Data
plot.rq plot the coordinates of the quantile regression process
plot.rqs Visualizing sequences of quantile regressions
qrisk Function to compute Choquet portfolio weights
qss Additive Nonparametric Terms for rqss Fitting
rq.fit Function to choose method for Quantile Regression
rq.fit.br Quantile Regression Fitting by Exterior Point Methods
rq.fit.sfn Sparse Regression Quantile Fitting
rq.fit.sfnc Sparse Constrained Regression Quantile Fitting
bandwidth.rq bandwidth selection for rq functions
barro Barro Data
gasprice Time Series of US Gasoline Prices
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
latex.table Writes a latex formatted table to a file
print.rq Print an rq object
print.summary.rq Print Quantile Regression Summary Object
residuals.nlrq Return residuals of an nlrq object
rq Quantile Regression
rq.wfit Function to choose method for Weighted Quantile Regression
rqProcess Compute Standardized Quantile Regression Process
Bosco Boscovich Data
CobarOre Cobar Ore data
boot.crq Bootstrapping Censored Quantile Regression
boot.rq Bootstrapping Quantile Regression
kuantile Quicker Sample Quantiles
latex Make a latex version of an R object
plot.rqss Plot Method for rqss Objects
plot.summary.rqs Visualizing sequences of quantile regression summaries
rq.fit.pfn Preprocessing Algorithm for Quantile Regression
rq.fit.scad SCADPenalized Quantile Regression
rqss.object RQSS Objects and Summarization Thereof
sfn.control Set Control Parameters for Sparse Fitting
uis UIS Drug Treatment study data
table.rq Table of Quantile Regression Results
ranks Quantile Regression Ranks
rearrange Rearrangement
summary.rq Summary methods for Quantile Regression
summary.rqss Summary of rqss fit
akj Density Estimation using Adaptive Kernel method
anova.rq Anova function for quantile regression fits
crq Functions to fit censored quantile regression models
dither Function to randomly perturb a vector
nlrq Function to compute nonlinear quantile regression estimates
nlrq.control Set control parameters for nlrq
predict.rq Quantile Regression Prediction
predict.rqss Predict from fitted nonparametric quantile regression smoothing spline models
rq.fit.hogg weighted quantile regression fitting
rq.fit.lasso Lasso Penalized Quantile Regression
rq.object Linear Quantile Regression Object
rq.process.object Linear Quantile Regression Process Object
FAQ FAQ and ChangeLog of a package
Mammals Garland(1983) Data on Running Speed of Mammals
combos Ordered Combinations
critval Hotelling Critical Values
lm.fit.recursive Recursive Least Squares
lprq locally polynomial quantile regression
rq.fit.fnb Quantile Regression Fitting via Interior Point Methods
rq.fit.fnc Quantile Regression Fitting via Interior Point Methods
rqs.fit Function to fit multiple response quantile regression models
rqss Additive Quantile Regression Smoothing
srisk Markowitz (Mean-Variance) Portfolio Optimization
summary.crq Summary methods for Censored Quantile Regression
No Results!

Vignettes of quantreg

Name
abbrev.bib
book.bib
gasprice.R
rq.Rnw
No Results!

Last month downloads

Details

Repository CRAN
License GPL (>= 2)
URL https://www.r-project.org
NeedsCompilation yes
Packaged 2017-10-25 15:14:55 UTC; roger
Date/Publication 2017-10-25 16:48:44 UTC

Include our badge in your README

[![Rdoc](http://www.rdocumentation.org/badges/version/quantreg)](http://www.rdocumentation.org/packages/quantreg)