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quantreg (version 5.87)

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) .

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Version

Install

install.packages('quantreg')

Monthly Downloads

343,143

Version

5.87

License

GPL (>= 2)

Maintainer

Roger Koenker

Last Published

January 26th, 2022

Functions in quantreg (5.87)

QTECox

Function to obtain QTE from a Cox model
FAQ

FAQ and ChangeLog of a package
LassoLambdaHat

Lambda selection for QR lasso problems
KhmaladzeTest

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

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

Munge rqss formula
barro

Barro Data
bandwidth.rq

bandwidth selection for rq functions
Mammals

Garland(1983) Data on Running Speed of Mammals
rq.fit.pfnb

Quantile Regression Fitting via Interior Point Methods
predict.rq

Quantile Regression Prediction
latex

Make a latex version of an R object
combos

Ordered Combinations
predict.rqss

Predict from fitted nonparametric quantile regression smoothing spline models
boot.rq.pwxy

Preprocessing weighted bootstrap method
boot.rq.pxy

Preprocessing bootstrap method
latex.table

Writes a latex formatted table to a file
kuantile

Quicker Sample Quantiles
gasprice

Time Series of US Gasoline Prices
print.KhmaladzeTest

Print a KhmaladzeTest object
print.rq

Print an rq object
lm.fit.recursive

Recursive Least Squares
nlrq

Function to compute nonlinear quantile regression estimates
lprq

locally polynomial quantile regression
plot.rq

plot the coordinates of the quantile regression process
critval

Hotelling Critical Values
crq

Functions to fit censored quantile regression models
ranks

Quantile Regression Ranks
boot.crq

Bootstrapping Censored Quantile Regression
dither

Function to randomly perturb a vector
nlrq.control

Set control parameters for nlrq
rq.fit.fnc

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

Sparse Regression Quantile Fitting
plot.rqs

Visualizing sequences of quantile regressions
rq.fit.ppro

Preprocessing fitting method for QR
boot.rq

Bootstrapping Quantile Regression
rqs.fit

Function to fit multiple response quantile regression models
print.summary.rq

Print Quantile Regression Summary Object
dynrq

Dynamic Linear Quantile Regression
qrisk

Function to compute Choquet portfolio weights
plot.KhmaladzeTest

Plot a KhmaladzeTest object
q489

Even Quicker Sample Quantiles
rq.fit.fnb

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

Optional Fitting Method for Quantile Regression
qss

Additive Nonparametric Terms for rqss Fitting
rq.fit

Function to choose method for Quantile Regression
table.rq

Table of Quantile Regression Results
rearrange

Rearrangement
rqss

Additive Quantile Regression Smoothing
engel

Engel Data
rq.wfit

Function to choose method for Weighted Quantile Regression
rq.fit.qfnb

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

Sparse Constrained Regression Quantile Fitting
rq.fit.br

Quantile Regression Fitting by Exterior Point Methods
rq.object

Linear Quantile Regression Object
latex.summary.rqs

Make a latex table from a table of rq results
rq.fit.scad

SCADPenalized Quantile Regression
rqss.object

RQSS Objects and Summarization Thereof
residuals.nlrq

Return residuals of an nlrq object
rq

Quantile Regression
summary.rqss

Summary of rqss fit
rq.fit.pfn

Preprocessing Algorithm for Quantile Regression
rq.fit.lasso

Lasso Penalized Quantile Regression
sfn.control

Set Control Parameters for Sparse Fitting
summary.rq

Summary methods for Quantile Regression
rq.process.object

Linear Quantile Regression Process Object
summary.crq

Summary methods for Censored Quantile Regression
srisk

Markowitz (Mean-Variance) Portfolio Optimization
plot.rqss

Plot Method for rqss Objects
uis

UIS Drug Treatment study data
rqProcess

Compute Standardized Quantile Regression Process
plot.summary.rqs

Visualizing sequences of quantile regression summaries
rq.fit.hogg

weighted quantile regression fitting
Peirce

C.S. Peirce's Auditory Response Data
akj

Density Estimation using Adaptive Kernel method
Bosco

Boscovich Data
anova.rq

Anova function for quantile regression fits
CobarOre

Cobar Ore data