quantreg v5.61

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by Roger Koenker View Source

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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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	2020-07-06 13:09:53 UTC; roger
Date/Publication	2020-07-09 13:00:02 UTC

suggests	akima , Formula , logspline , MASS , nor1mix , R.rsp , rgl , survival , tripack , zoo
imports	conquer , graphics , Matrix , MatrixModels , methods
depends	R (>= 2.6) , SparseM , stats
Contributors	Brian Ripley, Philippe Grosjean, Pin Ng, Stephen Portnoy, Achim Zeileis, Cleve Moler, Blaise Melly