quantreg v5.61


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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
Bosco Boscovich Data
FAQ FAQ and ChangeLog of a package
KhmaladzeTest Tests of Location and Location Scale Shift Hypotheses for Linear Models
Peirce C.S. Peirce's Auditory Response Data
Mammals Garland(1983) Data on Running Speed of Mammals
QTECox Function to obtain QTE from a Cox model
CobarOre Cobar Ore data
bandwidth.rq bandwidth selection for rq functions
akj Density Estimation using Adaptive Kernel method
anova.rq Anova function for quantile regression fits
barro Barro Data
crq Functions to fit censored quantile regression models
boot.crq Bootstrapping Censored Quantile Regression
nlrq.control Set control parameters for nlrq
dither Function to randomly perturb a vector
latex.summary.rqs Make a latex table from a table of rq results
latex Make a latex version of an R object
lprq locally polynomial quantile regression
combos Ordered Combinations
critval Hotelling Critical Values
plot.KhmaladzeTest Plot a KhmaladzeTest object
nlrq Function to compute nonlinear quantile regression estimates
plot.rq plot the coordinates of the quantile regression process
print.KhmaladzeTest Print a KhmaladzeTest object
plot.rqss Plot Method for rqss Objects
rq.fit.fnb Quantile Regression Fitting via Interior Point Methods
plot.summary.rqs Visualizing sequences of quantile regression summaries
boot.rq Bootstrapping Quantile Regression
latex.table Writes a latex formatted table to a file
lm.fit.recursive Recursive Least Squares
print.rq Print an rq object
gasprice Time Series of US Gasoline Prices
rq.fit.fnc Quantile Regression Fitting via Interior Point Methods
predict.rq Quantile Regression Prediction
predict.rqss Predict from fitted nonparametric quantile regression smoothing spline models
plot.rqs Visualizing sequences of quantile regressions
boot.rq.pxy Preprocessing bootstrap method
dynrq Dynamic Linear Quantile Regression
ranks Quantile Regression Ranks
qss Additive Nonparametric Terms for rqss Fitting
rearrange Rearrangement
rq.fit.scad SCADPenalized Quantile Regression
rq.fit Function to choose method for Quantile Regression
rq Quantile Regression
rq.fit.sfn Sparse Regression Quantile Fitting
kuantile Quicker Sample Quantiles
rq.fit.sfnc Sparse Constrained Regression Quantile Fitting
engel Engel Data
residuals.nlrq Return residuals of an nlrq object
rq.object Linear Quantile Regression Object
rq.fit.pfn Preprocessing Algorithm for Quantile Regression
qrisk Function to compute Choquet portfolio weights
table.rq Table of Quantile Regression Results
print.summary.rq Print Quantile Regression Summary Object
summary.rqss Summary of rqss fit
rq.fit.conquer Optional Fitting Method for Quantile Regression
rq.fit.hogg weighted quantile regression fitting
sfn.control Set Control Parameters for Sparse Fitting
rq.fit.ppro Preprocessing fitting method for QR
rq.fit.br Quantile Regression Fitting by Exterior Point Methods
rqss Additive Quantile Regression Smoothing
rq.wfit Function to choose method for Weighted Quantile Regression
rq.process.object Linear Quantile Regression Process Object
rq.fit.lasso Lasso Penalized Quantile Regression
srisk Markowitz (Mean-Variance) Portfolio Optimization
rqs.fit Function to fit multiple response quantile regression models
rqProcess Compute Standardized Quantile Regression Process
summary.crq Summary methods for Censored Quantile Regression
summary.rq Summary methods for Quantile Regression
uis UIS Drug Treatment study data
rqss.object RQSS Objects and Summarization Thereof
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Repository CRAN
License GPL (>= 2)
URL https://www.r-project.org
NeedsCompilation yes
VignetteBuilder R.rsp
Packaged 2020-07-06 13:09:53 UTC; roger
Date/Publication 2020-07-09 13:00:02 UTC

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