plot.rqs

0th

Percentile

Visualizing sequences of quantile regressions

A sequence of coefficient estimates for quantile regressions with varying tau parameters is visualized.

Keywords
hplot
Usage
# S3 method for rqs
plot(x, parm = NULL, ols = TRUE,
  mfrow = NULL, mar = NULL, ylim = NULL, main = NULL, col = 1:2, lty = 1:2,
  cex = 0.5, pch = 20, type = "b", xlab = "", ylab = "", …)
Arguments
x

an object of class "rqs" as produce by rq (with a vector of tau values).

parm

a specification of which parameters are to be plotted, either a vector of numbers or a vector of names. By default, all parameters are considered.

ols

logical. Should a line for the OLS coefficient (as estimated by lm) be added?

mfrow, mar, ylim, main

graphical parameters. Suitable defaults are chosen based on the coefficients to be visualized.

col, lty

graphical parameters. For each parameter, the first element corresponds to the rq coefficients and the second to the lm coefficients.

cex, pch, type, xlab, ylab, …

further graphical parameters passed to plot.

Details

The plot method for "rqs" objects visualizes the coefficients only, confidence bands can be added by using the plot method for the associated "summary.rqs" object.

Value

A matrix with all coefficients visualized is returned invisibly.

See Also

rq, plot.summary.rqs

Aliases
  • plot.rqs
Examples
# NOT RUN {
## fit Engel models (in levels) for tau = 0.1, ..., 0.9
data("engel")
fm <- rq(foodexp ~ income, data = engel, tau = 1:9/10)

## visualizations
plot(fm)
plot(fm, parm = 2, mar = c(5.1, 4.1, 2.1, 2.1), main = "", xlab = "tau", 
  ylab = "income coefficient", cex = 1, pch = 19)
# }
Documentation reproduced from package quantreg, version 5.54, License: GPL (>= 2)

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