quokar v0.1.0
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Quantile Regression Outlier Diagnostics with K Left Out Analysis
Diagnostics methods for quantile regression models for detecting influential observations:
robust distance methods for general quantile regression models; generalized Cook's distance and
Q-function distance method for quantile regression models using aymmetric Laplace distribution. Reference
of this method can be found in Luis E. Benites, V<c3><ad>ctor H. Lachos, Filidor E. Vilca (2015) <arXiv:1509.05099v1>;
mean posterior probability and Kullback<e2><80><93>Leibler divergence methods for Bayes quantile regression model.
Reference of this method is Bruno Santos, Heleno Bolfarine (2016) <arXiv:1601.07344v1>.
Readme
quokar
R package for diagnosing quantile regression models
quokarcan be easily installed on Windows and Linux using command:devtools::install_github("wenjingwang/quokar")- To install
quokaron Mac, you need to install a fortran compiler. You can installgfortranby command,
curl -O http://r.research.att.com/libs/gfortran-4.8.2-darwin13.tar.bz2
sudo tar fvxz gfortran-4.8.2-darwin13.tar.bz2 -C /
Functions in quokar
| Name | Description | |
| ALDqr_GCD | Generalized Cook's distance for each observation in quantile regression model | |
| ALDqr_QD | Q-function distance for each observation in quantile regression model | |
| frame_bayes | Mean probability of posterior distribution and Kullback-Leibler divergence for observations in Bayesian quantile regression model | |
| frame_br | Visualization of quantile regression model fitting: br algorithem | |
| trout | Fish habbit of trout | |
| ais | Australia Institute of Sport data | |
| baseball | Baseball Hitter Data | |
| frame_distance | Residual-robust distance plot of quantile regression model | |
| frame_distance_complex | Residual-robust distance plot of quantile regression model | |
| frame_ald | Density function plot of the error term for quantile regression model using asymmetric Laplace distribution | |
| frame_ald_weight | Weighting Matrix of Quantile regression using Asymmetric Laplace Distrubtion | |
| frame_fn_obs | Visualization of quantile regression model fitting: interior point algorithm | |
| bayesKL | Kullback-Leibler divergence for each observation in Baysian quantile regression model | |
| bayesProb | Mean posterior probability for each observation in Baysian quantile regression model | |
| frame_fn_path | Visualization of the fitting path of quantile regression: interior point method | |
| qrod_bayes | Outlier Dignostic for Quantile Regression Based on Bayesian Estimation | |
| qrod_mle | Outlier Dignostic for Quantile Regression with Asymmetric Laplace Distribution | |
| ALDqr_case_deletion | Calculate the case-deletion coefficience of the MLE estimation of quantile regression | |
| ah | House Price | |
| frame_mle | General Cook's distance or Q-function distance of quantile regression | |
| frame_nlrq | Visualization of fitting process of non-linear quantile regression: interior point algorithm | |
| No Results! | ||
Vignettes of quokar
| Name | ||
| quokar.Rmd | ||
| report_code.R | ||
| No Results! | ||
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Details
| License | GPL (>= 2) |
| Encoding | UTF-8 |
| Type | Package |
| NeedsCompilation | yes |
| LazyLoad | false |
| VignetteBuilder | knitr |
| RoxygenNote | 6.0.1 |
| URL | https://github.com/wenjingwang/quokar |
| BugReports | https://github.com/wenjingwang/quokar/issues |
| LazyData | true |
| Packaged | 2017-11-10 04:38:30 UTC; Thinkpad |
| Repository | CRAN |
| Date/Publication | 2017-11-10 10:21:36 UTC |
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