Learn R Programming

quokar

R package for diagnosing quantile regression models

  • quokar can be easily installed on Windows and Linux using command:
devtools::install_github("wenjingwang/quokar")
  • To install quokar on Mac, you need to install a fortran compiler.

You can install gfortran by 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 /

Copy Link

Version

Install

install.packages('quokar')

Monthly Downloads

11

Version

0.1.0

License

GPL (>= 2)

Issues

0

Pull Requests

0

Stars

6

Forks

4

Maintainer

Wenjing Wang

Last Published

November 10th, 2017

Functions in quokar (0.1.0)

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