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quantreg (version 5.67)

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

547,258

Version

5.67

License

GPL (>= 2)

Maintainer

Roger Koenker

Last Published

September 9th, 2020

Functions in quantreg (5.67)

CobarOre

Cobar Ore data
bandwidth.rq

bandwidth selection for rq functions
Mammals

Garland(1983) Data on Running Speed of Mammals
QTECox

Function to obtain QTE from a Cox model
FAQ

FAQ and ChangeLog of a package
Peirce

C.S. Peirce's Auditory Response Data
Bosco

Boscovich Data
akj

Density Estimation using Adaptive Kernel method
KhmaladzeTest

Tests of Location and Location Scale Shift Hypotheses for Linear Models
anova.rq

Anova function for quantile regression fits
critval

Hotelling Critical Values
combos

Ordered Combinations
barro

Barro Data
boot.crq

Bootstrapping Censored Quantile Regression
latex.summary.rqs

Make a latex table from a table of rq results
latex

Make a latex version of an R object
boot.rq.pxy

Preprocessing bootstrap method
dither

Function to randomly perturb a vector
gasprice

Time Series of US Gasoline Prices
kuantile

Quicker Sample Quantiles
crq

Functions to fit censored quantile regression models
boot.rq

Bootstrapping Quantile Regression
plot.rqs

Visualizing sequences of quantile regressions
plot.rq

plot the coordinates of the quantile regression process
dynrq

Dynamic Linear Quantile Regression
nlrq.control

Set control parameters for nlrq
plot.KhmaladzeTest

Plot a KhmaladzeTest object
lm.fit.recursive

Recursive Least Squares
print.KhmaladzeTest

Print a KhmaladzeTest object
latex.table

Writes a latex formatted table to a file
print.rq

Print an rq object
plot.rqss

Plot Method for rqss Objects
rq.fit.br

Quantile Regression Fitting by Exterior Point Methods
rq.fit.conquer

Optional Fitting Method for Quantile Regression
predict.rq

Quantile Regression Prediction
rearrange

Rearrangement
predict.rqss

Predict from fitted nonparametric quantile regression smoothing spline models
print.summary.rq

Print Quantile Regression Summary Object
engel

Engel Data
lprq

locally polynomial quantile regression
nlrq

Function to compute nonlinear quantile regression estimates
residuals.nlrq

Return residuals of an nlrq object
rq.fit.lasso

Lasso Penalized Quantile Regression
qrisk

Function to compute Choquet portfolio weights
rq.fit.hogg

weighted quantile regression fitting
sfn.control

Set Control Parameters for Sparse Fitting
srisk

Markowitz (Mean-Variance) Portfolio Optimization
rq.fit.pfn

Preprocessing Algorithm for Quantile Regression
rq.fit.ppro

Preprocessing fitting method for QR
rqss

Additive Quantile Regression Smoothing
rqss.object

RQSS Objects and Summarization Thereof
ranks

Quantile Regression Ranks
rq

Quantile Regression
qss

Additive Nonparametric Terms for rqss Fitting
rq.fit.scad

SCADPenalized Quantile Regression
rq.fit

Function to choose method for Quantile Regression
rq.fit.sfnc

Sparse Constrained Regression Quantile Fitting
plot.summary.rqs

Visualizing sequences of quantile regression summaries
rq.fit.fnb

Quantile Regression Fitting via Interior Point Methods
rq.process.object

Linear Quantile Regression Process Object
rq.fit.fnc

Quantile Regression Fitting via Interior Point Methods
rq.object

Linear Quantile Regression Object
rq.fit.sfn

Sparse Regression Quantile Fitting
rqProcess

Compute Standardized Quantile Regression Process
rqs.fit

Function to fit multiple response quantile regression models
summary.rqss

Summary of rqss fit
summary.crq

Summary methods for Censored Quantile Regression
rq.wfit

Function to choose method for Weighted Quantile Regression
summary.rq

Summary methods for Quantile Regression
uis

UIS Drug Treatment study data
table.rq

Table of Quantile Regression Results