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quantreg (version 5.51)

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

451,549

Version

5.51

License

GPL (>= 2)

Maintainer

Roger Koenker

Last Published

August 7th, 2019

Functions in quantreg (5.51)

bandwidth.rq

bandwidth selection for rq functions
FAQ

FAQ and ChangeLog of a package
CobarOre

Cobar Ore data
Peirce

C.S. Peirce's Auditory Response Data
Mammals

Garland(1983) Data on Running Speed of Mammals
KhmaladzeTest

Tests of Location and Location Scale Shift Hypotheses for Linear Models
Bosco

Boscovich Data
anova.rq

Anova function for quantile regression fits
QTECox

Function to obtain QTE from a Cox model
engel

Engel Data
dither

Function to randomly perturb a vector
barro

Barro Data
akj

Density Estimation using Adaptive Kernel method
boot.crq

Bootstrapping Censored Quantile Regression
kuantile

Quicker Sample Quantiles
boot.rq

Bootstrapping Quantile Regression
crq

Functions to fit censored quantile regression models
plot.KhmaladzeTest

Plot a KhmaladzeTest object
critval

Hotelling Critical Values
combos

Ordered Combinations
plot.rq

plot the coordinates of the quantile regression process
lm.fit.recursive

Recursive Least Squares
nlrq

Function to compute nonlinear quantile regression estimates
dynrq

Dynamic Linear Quantile Regression
lprq

locally polynomial quantile regression
print.summary.rq

Print Quantile Regression Summary Object
summary.crq

Summary methods for Censored Quantile Regression
rqProcess

Compute Standardized Quantile Regression Process
print.rq

Print an rq object
rq.wfit

Function to choose method for Weighted Quantile Regression
srisk

Markowitz (Mean-Variance) Portfolio Optimization
rq.fit.fnb

Quantile Regression Fitting via Interior Point Methods
qrisk

Function to compute Choquet portfolio weights
qss

Additive Nonparametric Terms for rqss Fitting
rq.fit

Function to choose method for Quantile Regression
latex

Make a latex version of an R object
rq.fit.fnc

Quantile Regression Fitting via Interior Point Methods
latex.summary.rqs

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

Visualizing sequences of quantile regressions
latex.table

Writes a latex formatted table to a file
gasprice

Time Series of US Gasoline Prices
plot.rqss

Plot Method for rqss Objects
plot.summary.rqs

Visualizing sequences of quantile regression summaries
predict.rq

Quantile Regression Prediction
rq.fit.br

Quantile Regression Fitting by Exterior Point Methods
residuals.nlrq

Return residuals of an nlrq object
rq.fit.lasso

Lasso Penalized Quantile Regression
rq.fit.hogg

weighted quantile regression fitting
rq.fit.sfn

Sparse Regression Quantile Fitting
rq.fit.pfn

Preprocessing Algorithm for Quantile Regression
summary.rq

Summary methods for Quantile Regression
rq.fit.scad

SCADPenalized Quantile Regression
summary.rqss

Summary of rqss fit
sfn.control

Set Control Parameters for Sparse Fitting
rqss

Additive Quantile Regression Smoothing
rq

Quantile Regression
rqs.fit

Function to fit multiple response quantile regression models
rqss.object

RQSS Objects and Summarization Thereof
nlrq.control

Set control parameters for nlrq
ranks

Quantile Regression Ranks
predict.rqss

Predict from fitted nonparametric quantile regression smoothing spline models
print.KhmaladzeTest

Print a KhmaladzeTest object
rearrange

Rearrangement
rq.fit.sfnc

Sparse Constrained Regression Quantile Fitting
uis

UIS Drug Treatment study data
rq.process.object

Linear Quantile Regression Process Object
table.rq

Table of Quantile Regression Results
rq.object

Linear Quantile Regression Object