quantreg v5.54

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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 now included.

Functions in quantreg

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

Name
crq.pdf.asis
rq.pdf.asis
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Details

Repository CRAN
License GPL (>= 2)
URL https://www.r-project.org
NeedsCompilation yes
VignetteBuilder R.rsp
Packaged 2019-12-13 09:49:44 UTC; roger
Date/Publication 2019-12-13 11:10:02 UTC

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