Rq

0th

Percentile

rms Package Interface to quantreg Package

The Rq function is the rms front-end to the quantreg package's rq function. print and latex methods are also provided, and a fitting function RqFit is defined for use in bootstrapping, etc. Its result is a function definition.

Keywords
models, nonparametric
Usage
Rq(formula, tau = 0.5, data, subset, weights, na.action=na.delete, method = "br", model = FALSE, contrasts = NULL, se = "nid", hs = TRUE, x = FALSE, y = FALSE, ...)
"print"(x, digits=4, coefs=TRUE, latex=FALSE, title, ...)
"latex"(object, file = paste(first.word(deparse(substitute(object))), ".tex", sep = ""), append=FALSE, which, varnames, columns=65, inline=FALSE, caption=NULL, ...)
"predict"(object, ..., kint=1, se.fit=FALSE)
RqFit(fit, wallow=TRUE, passdots=FALSE)
Arguments
formula
model formula
tau
the single quantile to estimate. Unlike rq you cannot estimate more than one quantile at one model fitting.
data,subset,weights,na.action,method,model,contrasts,se,hs
see rq
x
set to TRUE to store the design matrix with the fit. For print is an Rq object.
y
set to TRUE to store the response vector with the fit
...
other arguments passed to one of the rq fitting routines. For latex.Rq these are optional arguments passed to latexrms. Ignored for print.Rq. For predict.Rq this is usually just a newdata argument.
digits
number of significant digits used in formatting results in print.Rq.
coefs
specify coefs=FALSE to suppress printing the table of model coefficients, standard errors, etc. Specify coefs=n to print only the first n regression coefficients in the model.
latex
a logical value indicating whether information should be formatted as plain text or as LaTeX markup
title
a character string title to be passed to prModFit
object
an object created by Rq
file,append,which,varnames,columns,inline,caption
see latexrms
kint
ignored
se.fit
set to TRUE to obtain standard errors of predicted quantiles
fit
an object created by Rq
wallow
set to TRUE if weights are allowed in the current context.
passdots
set to TRUE if ... may be passed to the fitter
Value

Rq returns a list of class "rms", "lassorq" or "scadrq", "Rq", and "rq". RqFit returns a function definition. latex.Rq returns an object of class "latex".

Note

The author and developer of methodology in the quantreg package is Roger Koenker.

See Also

rq, prModFit, orm

Aliases
  • Rq
  • RqFit
  • print.Rq
  • latex.Rq
  • predict.Rq
Examples
## Not run: 
# set.seed(1)
# n <- 100
# x1 <- rnorm(n)
# y <- exp(x1 + rnorm(n)/4)
# dd <- datadist(x1); options(datadist='dd')
# fq2 <- Rq(y ~ pol(x1,2))
# anova(fq2)
# fq3 <- Rq(y ~ pol(x1,2), tau=.75)
# anova(fq3)
# pq2 <- Predict(fq2, x1)
# pq3 <- Predict(fq3, x1)
# p <- rbind(Median=pq2, Q3=pq3)
# plot(p, ~ x1 | .set.)
# # For superpositioning, with true curves superimposed
# a <- function(x, y, ...) {
#  x <- unique(x)
#  col <- trellis.par.get('superpose.line')$col
#  llines(x, exp(x), col=col[1], lty=2)
#  llines(x, exp(x + qnorm(.75)/4), col=col[2], lty=2)
# }
# plot(p, addpanel=a)
# ## End(Not run)
Documentation reproduced from package rms, version 4.5-0, License: GPL (>= 2)

Community examples

Looks like there are no examples yet.