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quantreg (version 5.38)

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

369,504

Version

5.38

License

GPL (>= 2)

Maintainer

Roger Koenker

Last Published

December 18th, 2018

Functions in quantreg (5.38)

FAQ

FAQ and ChangeLog of a package
Peirce

C.S. Peirce's Auditory Response Data
QTECox

Function to obtain QTE from a Cox model
akj

Density Estimation using Adaptive Kernel method
dynrq

Dynamic Linear Quantile Regression
bandwidth.rq

bandwidth selection for rq functions
barro

Barro Data
engel

Engel Data
crq

Functions to fit censored quantile regression models
dither

Function to randomly perturb a vector
anova.rq

Anova function for quantile regression fits
nlrq

Function to compute nonlinear quantile regression estimates
nlrq.control

Set control parameters for nlrq
kuantile

Quicker Sample Quantiles
Bosco

Boscovich Data
gasprice

Time Series of US Gasoline Prices
latex

Make a latex version of an R object
critval

Hotelling Critical Values
plot.rq

plot the coordinates of the quantile regression process
combos

Ordered Combinations
CobarOre

Cobar Ore data
print.rq

Print an rq object
ranks

Quantile Regression Ranks
print.summary.rq

Print Quantile Regression Summary Object
rearrange

Rearrangement
KhmaladzeTest

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

Visualizing sequences of quantile regressions
boot.crq

Bootstrapping Censored Quantile Regression
boot.rq

Bootstrapping Quantile Regression
rq.fit.pfn

Preprocessing Algorithm for Quantile Regression
rq.fit.scad

SCADPenalized Quantile Regression
latex.summary.rqs

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

Function to fit multiple response quantile regression models
rqss

Additive Quantile Regression Smoothing
latex.table

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

Recursive Least Squares
qrisk

Function to compute Choquet portfolio weights
lprq

locally polynomial quantile regression
qss

Additive Nonparametric Terms for rqss Fitting
residuals.nlrq

Return residuals of an nlrq object
predict.rq

Quantile Regression Prediction
rq

Quantile Regression
predict.rqss

Predict from fitted nonparametric quantile regression smoothing spline models
rq.fit

Function to choose method for Quantile Regression
rq.fit.br

Quantile Regression Fitting by Exterior Point Methods
rq.wfit

Function to choose method for Weighted Quantile Regression
rqss.object

RQSS Objects and Summarization Thereof
rqProcess

Compute Standardized Quantile Regression Process
rq.fit.fnb

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

Quantile Regression Fitting via Interior Point Methods
summary.rq

Summary methods for Quantile Regression
summary.rqss

Summary of rqss fit
rq.object

Linear Quantile Regression Object
table.rq

Table of Quantile Regression Results
rq.process.object

Linear Quantile Regression Process Object
srisk

Markowitz (Mean-Variance) Portfolio Optimization
summary.crq

Summary methods for Censored Quantile Regression
plot.rqss

Plot Method for rqss Objects
uis

UIS Drug Treatment study data
plot.summary.rqs

Visualizing sequences of quantile regression summaries
rq.fit.hogg

weighted quantile regression fitting
rq.fit.sfn

Sparse Regression Quantile Fitting
rq.fit.sfnc

Sparse Constrained Regression Quantile Fitting
rq.fit.lasso

Lasso Penalized Quantile Regression
Mammals

Garland(1983) Data on Running Speed of Mammals
sfn.control

Set Control Parameters for Sparse Fitting