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quantreg (version 5.54)

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 now included.

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Version

Install

install.packages('quantreg')

Monthly Downloads

428,096

Version

5.54

License

GPL (>= 2)

Maintainer

Roger Koenker

Last Published

December 13th, 2019

Functions in quantreg (5.54)

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