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quantreg (version 5.93)

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

5.93

License

GPL (>= 2)

Maintainer

Roger Koenker

Last Published

May 2nd, 2022

Functions in quantreg (5.93)

boot.rq

Bootstrapping Quantile Regression
combos

Ordered Combinations
boot.rq.pxy

Preprocessing bootstrap method
boot.crq

Bootstrapping Censored Quantile Regression
barro

Barro Data
latex.summary.rqs

Make a latex table from a table of rq results
critval

Hotelling Critical Values
akj

Density Estimation using Adaptive Kernel method
QTECox

Function to obtain QTE from a Cox model
crq

Functions to fit censored quantile regression models
lm.fit.recursive

Recursive Least Squares
boot.rq.pwxy

Preprocessing weighted bootstrap method
CobarOre

Cobar Ore data
latex.table

Writes a latex formatted table to a file
engel

Engel Data
dynrq

Dynamic Linear Quantile Regression
plot.summary.rqs

Visualizing sequences of quantile regression summaries
dither

Function to randomly perturb a vector
rearrange

Rearrangement
lprq

locally polynomial quantile regression
plot.KhmaladzeTest

Plot a KhmaladzeTest object
rq.fit.fnb

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

Quantile Regression Fitting via Interior Point Methods
residuals.nlrq

Return residuals of an nlrq object
q489

Even Quicker Sample Quantiles
plot.rq

plot the coordinates of the quantile regression process
qrisk

Function to compute Choquet portfolio weights
nlrq

Function to compute nonlinear quantile regression estimates
rq.fit.hogg

weighted quantile regression fitting
rq.fit.sfnc

Sparse Constrained Regression Quantile Fitting
bandwidth.rq

bandwidth selection for rq functions
anova.rq

Anova function for quantile regression fits
rq.object

Linear Quantile Regression Object
sfn.control

Set Control Parameters for Sparse Fitting
gasprice

Time Series of US Gasoline Prices
rq.fit.conquer

Optional Fitting Method for Quantile Regression
plot.rqs

Visualizing sequences of quantile regressions
plot.rqss

Plot Method for rqss Objects
rq.fit.ppro

Preprocessing fitting method for QR
nlrq.control

Set control parameters for nlrq
rq.fit.br

Quantile Regression Fitting by Exterior Point Methods
predict.rqss

Predict from fitted nonparametric quantile regression smoothing spline models
rq.fit.qfnb

Quantile Regression Fitting via Interior Point Methods
srisk

Markowitz (Mean-Variance) Portfolio Optimization
predict.rq

Quantile Regression Prediction
uis

UIS Drug Treatment study data
rq.fit.lasso

Lasso Penalized Quantile Regression
table.rq

Table of Quantile Regression Results
summary.rqss

Summary of rqss fit
print.KhmaladzeTest

Print a KhmaladzeTest object
print.rq

Print an rq object
rq

Quantile Regression
print.summary.rq

Print Quantile Regression Summary Object
rq.fit.pfn

Preprocessing Algorithm for Quantile Regression
rq.process.object

Linear Quantile Regression Process Object
rq.wfit

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

SCADPenalized Quantile Regression
rq.fit

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

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

Sparse Regression Quantile Fitting
summary.rq

Summary methods for Quantile Regression
summary.crq

Summary methods for Censored Quantile Regression
rqss.object

RQSS Objects and Summarization Thereof
rqss

Additive Quantile Regression Smoothing
kuantile

Quicker Sample Quantiles
ranks

Quantile Regression Ranks
latex

Make a latex version of an R object
rqProcess

Compute Standardized Quantile Regression Process
qss

Additive Nonparametric Terms for rqss Fitting
rqs.fit

Function to fit multiple response quantile regression models
Mammals

Garland(1983) Data on Running Speed of Mammals
LassoLambdaHat

Lambda selection for QR lasso problems
KhmaladzeTest

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

Daily maximum temperatures in Melbourne, Australia
Munge

Munge rqss formula
FAQ

FAQ and ChangeLog of a package
ParetoTest

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

Boscovich Data
Peirce

C.S. Peirce's Auditory Response Data