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

quantreg (version 5.94)

Quantile Regression

Description

Estimation and inference methods for models for conditional quantile functions: 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, R. (2005) Quantile Regression, Cambridge U. Press, and Koenker, R. et al. (2017) Handbook of Quantile Regression, CRC Press, .

Copy Link

Version

Install

install.packages('quantreg')

Monthly Downloads

451,549

Version

5.94

License

GPL (>= 2)

Maintainer

Roger Koenker

Last Published

July 20th, 2022

Functions in quantreg (5.94)

barro

Barro Data
akj

Density Estimation using Adaptive Kernel method
QTECox

Function to obtain QTE from a Cox model
CobarOre

Cobar Ore data
bandwidth.rq

bandwidth selection for rq functions
latex.table

Writes a latex formatted table to a file
boot.rq.pxy

Preprocessing bootstrap method
latex.summary.rqs

Make a latex table from a table of rq results
anova.rq

Anova function for quantile regression fits
engel

Engel Data
boot.rq.pwxy

Preprocessing weighted bootstrap method
predict.rq

Quantile Regression Prediction
gasprice

Time Series of US Gasoline Prices
plot.summary.rqs

Visualizing sequences of quantile regression summaries
boot.rq

Bootstrapping Quantile Regression
plot.rqs

Visualizing sequences of quantile regressions
kuantile

Quicker Sample Quantiles
q489

Even Quicker Sample Quantiles
plot.rqss

Plot Method for rqss Objects
critval

Hotelling Critical Values
crq

Functions to fit censored quantile regression models
print.KhmaladzeTest

Print a KhmaladzeTest object
predict.rqss

Predict from fitted nonparametric quantile regression smoothing spline models
nlrq.control

Set control parameters for nlrq
rq.process.object

Linear Quantile Regression Process Object
ranks

Quantile Regression Ranks
uis

UIS Drug Treatment study data
qss

Additive Nonparametric Terms for rqss Fitting
nlrq

Function to compute nonlinear quantile regression estimates
rq.wfit

Function to choose method for Weighted Quantile Regression
boot.crq

Bootstrapping Censored Quantile Regression
qrisk

Function to compute Choquet portfolio weights
rq.fit.lasso

Lasso Penalized Quantile Regression
rq.fit.hogg

weighted quantile regression fitting
dither

Function to randomly perturb a vector
latex

Make a latex version of an R object
lm.fit.recursive

Recursive Least Squares
lprq

locally polynomial quantile regression
rq.fit.pfn

Preprocessing Algorithm for Quantile Regression
dynrq

Dynamic Linear Quantile Regression
rq.fit.fnc

Quantile Regression Fitting via Interior Point Methods
print.rq

Print an rq object
rq.fit.fnb

Quantile Regression Fitting via Interior Point Methods
print.summary.rq

Print Quantile Regression Summary Object
plot.KhmaladzeTest

Plot a KhmaladzeTest object
rq.fit.pfnb

Quantile Regression Fitting via Interior Point Methods
rqProcess

Compute Standardized Quantile Regression Process
rqs.fit

Function to fit multiple response quantile regression models
rq.fit.ppro

Preprocessing fitting method for QR
rq.fit.qfnb

Quantile Regression Fitting via Interior Point Methods
summary.crq

Summary methods for Censored Quantile Regression
rearrange

Rearrangement
plot.rq

plot the coordinates of the quantile regression process
residuals.nlrq

Return residuals of an nlrq object
summary.rq

Summary methods for Quantile Regression
rq.fit.conquer

Optional Fitting Method for Quantile Regression
sfn.control

Set Control Parameters for Sparse Fitting
rq.fit.sfn

Sparse Regression Quantile Fitting
rq.fit.scad

SCADPenalized Quantile Regression
rq.fit.br

Quantile Regression Fitting by Exterior Point Methods
srisk

Markowitz (Mean-Variance) Portfolio Optimization
summary.rqss

Summary of rqss fit
table.rq

Table of Quantile Regression Results
rq

Quantile Regression
rq.fit

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

Sparse Constrained Regression Quantile Fitting
rq.object

Linear Quantile Regression Object
rqss.object

RQSS Objects and Summarization Thereof
rqss

Additive Quantile Regression Smoothing
MelTemp

Daily maximum temperatures in Melbourne, Australia
LassoLambdaHat

Lambda selection for QR lasso problems
Bosco

Boscovich Data
Munge

Munge rqss formula
combos

Ordered Combinations
ParetoTest

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

Garland(1983) Data on Running Speed of Mammals
KhmaladzeTest

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

FAQ and ChangeLog of a package
Peirce

C.S. Peirce's Auditory Response Data