Learn R Programming
⚠️There's a newer version (6.1) of this package.Take me there.

quantreg (version 5.86)

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. See Koenker (2006) and Koenker et al. (2017) .

Copy Link

Version

Install

install.packages('quantreg')

Monthly Downloads

451,549

Version

5.86

License

GPL (>= 2)

Maintainer

Roger Koenker

Last Published

June 6th, 2021

Functions in quantreg (5.86)

akj

Density Estimation using Adaptive Kernel method
boot.rq.pwxy

Preprocessing weighted bootstrap method
gasprice

Time Series of US Gasoline Prices
kuantile

Quicker Sample Quantiles
boot.rq.pxy

Preprocessing bootstrap method
Mammals

Garland(1983) Data on Running Speed of Mammals
dither

Function to randomly perturb a vector
critval

Hotelling Critical Values
combos

Ordered Combinations
boot.crq

Bootstrapping Censored Quantile Regression
lprq

locally polynomial quantile regression
crq

Functions to fit censored quantile regression models
bandwidth.rq

bandwidth selection for rq functions
boot.rq

Bootstrapping Quantile Regression
latex.summary.rqs

Make a latex table from a table of rq results
latex

Make a latex version of an R object
predict.rq

Quantile Regression Prediction
predict.rqss

Predict from fitted nonparametric quantile regression smoothing spline models
rearrange

Rearrangement
print.summary.rq

Print Quantile Regression Summary Object
ranks

Quantile Regression Ranks
nlrq

Function to compute nonlinear quantile regression estimates
engel

Engel Data
latex.table

Writes a latex formatted table to a file
barro

Barro Data
dynrq

Dynamic Linear Quantile Regression
anova.rq

Anova function for quantile regression fits
nlrq.control

Set control parameters for nlrq
lm.fit.recursive

Recursive Least Squares
plot.KhmaladzeTest

Plot a KhmaladzeTest object
qrisk

Function to compute Choquet portfolio weights
qss

Additive Nonparametric Terms for rqss Fitting
print.rq

Print an rq object
plot.summary.rqs

Visualizing sequences of quantile regression summaries
print.KhmaladzeTest

Print a KhmaladzeTest object
plot.rqss

Plot Method for rqss Objects
plot.rqs

Visualizing sequences of quantile regressions
plot.rq

plot the coordinates of the quantile regression process
rq.fit.lasso

Lasso Penalized Quantile Regression
rq

Quantile Regression
residuals.nlrq

Return residuals of an nlrq object
rq.fit.br

Quantile Regression Fitting by Exterior Point Methods
rq.fit

Function to choose method for Quantile Regression
rq.object

Linear Quantile Regression Object
rq.fit.fnb

Quantile Regression Fitting via Interior Point Methods
rq.fit.conquer

Optional Fitting Method for Quantile Regression
rq.fit.qfnb

Quantile Regression Fitting via Interior Point Methods
rqProcess

Compute Standardized Quantile Regression Process
rq.wfit

Function to choose method for Weighted Quantile Regression
q489

Even Quicker Sample Quantiles
rq.fit.scad

SCADPenalized Quantile Regression
rq.fit.fnc

Quantile Regression Fitting via Interior Point Methods
rqss.object

RQSS Objects and Summarization Thereof
sfn.control

Set Control Parameters for Sparse Fitting
rq.fit.hogg

weighted quantile regression fitting
summary.crq

Summary methods for Censored Quantile Regression
srisk

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

Sparse Regression Quantile Fitting
rq.process.object

Linear Quantile Regression Process Object
rq.fit.sfnc

Sparse Constrained Regression Quantile Fitting
rq.fit.pfnb

Quantile Regression Fitting via Interior Point Methods
rq.fit.ppro

Preprocessing fitting method for QR
uis

UIS Drug Treatment study data
table.rq

Table of Quantile Regression Results
rq.fit.pfn

Preprocessing Algorithm for Quantile Regression
rqs.fit

Function to fit multiple response quantile regression models
rqss

Additive Quantile Regression Smoothing
summary.rq

Summary methods for Quantile Regression
summary.rqss

Summary of rqss fit
Munge

Munge rqss formula
LassoLambdaHat

Lambda selection for QR lasso problems
CobarOre

Cobar Ore data
Bosco

Boscovich Data
FAQ

FAQ and ChangeLog of a package
ParetoTest

Estimation and Inference on the Pareto Tail Exponent for Linear Models
KhmaladzeTest

Tests of Location and Location Scale Shift Hypotheses for Linear Models
QTECox

Function to obtain QTE from a Cox model
Peirce

C.S. Peirce's Auditory Response Data