quantreg v5.36

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
Mammals Garland(1983) Data on Running Speed of Mammals
CobarOre Cobar Ore data
ranks Quantile Regression Ranks
crq Functions to fit censored quantile regression models
dither Function to randomly perturb a vector
bandwidth.rq bandwidth selection for rq functions
boot.crq Bootstrapping Censored Quantile Regression
combos Ordered Combinations
QTECox Function to obtain QTE from a Cox model
critval Hotelling Critical Values
lprq locally polynomial quantile regression
boot.rq Bootstrapping Quantile Regression
lm.fit.recursive Recursive Least Squares
rearrange Rearrangement
kuantile Quicker Sample Quantiles
nlrq Function to compute nonlinear quantile regression estimates
nlrq.control Set control parameters for nlrq
rq.fit.fnb Quantile Regression Fitting via Interior Point Methods
latex Make a latex version of an R object
print.rq Print an rq object
rq.fit.fnc Quantile Regression Fitting via Interior Point Methods
rqs.fit Function to fit multiple response quantile regression models
barro Barro Data
qrisk Function to compute Choquet portfolio weights
print.summary.rq Print Quantile Regression Summary Object
plot.rqss Plot Method for rqss Objects
residuals.nlrq Return residuals of an nlrq object
rq Quantile Regression
rqss Additive Quantile Regression Smoothing
qss Additive Nonparametric Terms for rqss Fitting
plot.summary.rqs Visualizing sequences of quantile regression summaries
dynrq Dynamic Linear Quantile Regression
akj Density Estimation using Adaptive Kernel method
engel Engel Data
rq.fit.pfn Preprocessing Algorithm for Quantile Regression
KhmaladzeTest Tests of Location and Location Scale Shift Hypotheses for Linear Models
table.rq Table of Quantile Regression Results
gasprice Time Series of US Gasoline Prices
latex.summary.rqs Make a latex table from a table of rq results
anova.rq Anova function for quantile regression fits
summary.rq Summary methods for Quantile Regression
plot.rq plot the coordinates of the quantile regression process
uis UIS Drug Treatment study data
rq.fit.hogg weighted quantile regression fitting
summary.rqss Summary of rqss fit
latex.table Writes a latex formatted table to a file
rq.fit.lasso Lasso Penalized Quantile Regression
plot.rqs Visualizing sequences of quantile regressions
rq.fit.scad SCADPenalized Quantile Regression
rqss.object RQSS Objects and Summarization Thereof
rq.object Linear Quantile Regression Object
sfn.control Set Control Parameters for Sparse Fitting
predict.rq Quantile Regression Prediction
rq.fit Function to choose method for Quantile Regression
predict.rqss Predict from fitted nonparametric quantile regression smoothing spline models
rq.wfit Function to choose method for Weighted Quantile Regression
rq.process.object Linear Quantile Regression Process Object
rq.fit.br Quantile Regression Fitting by Exterior Point Methods
srisk Markowitz (Mean-Variance) Portfolio Optimization
summary.crq Summary methods for Censored Quantile Regression
rqProcess Compute Standardized Quantile Regression Process
rq.fit.sfn Sparse Regression Quantile Fitting
rq.fit.sfnc Sparse Constrained Regression Quantile Fitting
Peirce C.S. Peirce's Auditory Response Data
FAQ FAQ and ChangeLog of a package
Bosco Boscovich Data
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 2018-05-27 13:03:33 UTC; roger
Date/Publication 2018-05-29 11:33:02 UTC

Include our badge in your README

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