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cdfquantreg (version 1.3.1-2)

cdfqrFamily: Overview of the family of distributions

Description

The cdfquantreg family consists of the currently available distributions that can be used to fit quantile regression models via the cdfquantreg() function.

Usage

cdfqrFamily(shape = "all")

Value

A list of distributions that are available in the current version of package.

Arguments

shape

To show all distributions or the set of distribution for a specific type of shape. Can be BM, TM,LL or FT for Bimodal, Trimodal, Logit-logistic or Finite-tailed shapes, respectively.

Details

The cdfquantreg package includes a two-parameter family of distributions for modeling random variables on the (0, 1) interval by applying the cumulative distribution function (cdf) of one “parent” distribution to the quantile function of another.
The naming of these distributions is “parent - child” or “fd - sd”, where “fd” is the parent distribution, and “sd” is the child distribution.
The distributions have four characteristic shapes: Logit-logistic, bimodal, trimodal, and finite-tailed. Here is the list of currently available distributions.

Bimodal Shape Distributions

DistributionR inputAlternative InputShape
Burr VII-ArcSinhfd = "burr7", sd = "arcsinh"family = "burr7-arcsinh"Bimodal
Burr VII-Cauchyfd = "burr7", sd = "cauchy"family = "burr7-cauchy"Bimodal
Burr VII-T2fd = "burr7", sd = "t2"family = "burr7-t2"Bimodal
Burr VIII-ArcSinhfd = "burr8", sd = "arcsinh"family = "burr8-arcsinh"Bimodal
Burr VIII-Cauchyfd = "burr8", sd = "cauchy"family = "burr8-cauchy"Bimodal
Burr VIII-T2fd = "burr8", sd = "t2"family = "burr8-t2"Bimodal
Logit-ArcSinhfd = "logit", sd = "arcsinh"family = "logit-arcsinh"Bimodal
Logit-Cauchyfd = "logit", sd = "cauchy"family = "logit-cauchy"Bimodal
Logit-T2fd = "logit", sd = "t2"family = "logit-t2"Bimodal
T2-ArcSinhfd = "t2", sd = "arcsinh"family = "t2-arcsinh"Bimodal
T2-Cauchyfd = "t2", sd = "cauchy"family = "t2-cauchy"Bimodal

Trimodal Shape Distributions

DistributionR inputAlternative InputShape
ArcSinh-Burr VIIfd = "arcsinh", sd = "burr7"family = "arcsinh-burr7"Trimodal
ArcSinh-Burr VIIIfd = "arcsinh", sd = "burr8"family = "arcsinh-burr8"Trimodal
ArcSinh-Logisticfd = "arcsinh", sd = "logistic"family = "arcsinh-logistic"Trimodal
ArcSinh-T2fd = "arcsinh", sd = "t2"family = "arcsinh-t2"Trimodal
Cauchit-Burr VIIfd = "cauchit", sd = "burr7"family = "cauchit-burr7"Trimodal
Cauchit-Burr VIIIfd = "cauchit", sd = "burr8"family = "cauchit-burr8"Trimodal
Cauchit-Logisticfd = "cauchit", sd = "logistic"family = "cauchit-logistic"Trimodal
Cauchit-T2fd = "cauchit", sd = "t2"family = "cauchit-t2"Trimodal
T2-Burr VIIfd = "t2", sd = "burr7"family = "t2-burr7"Trimodal
T2-Burr VIIIfd = "t2", sd = "burr8"family = "t2-burr8"Trimodal
T2-Logisticfd = "t2", sd = "logistic"family = "t2-logistic"Trimodal

Logit-logistic Shape Distributions

DistributionR inputAlternative InputShape
Burr VII-Burr VIIfd = "burr7", sd = "burr7"family = "burr7-burr7"Logit-logistic
Burr VII-Burr VIIIfd = "burr7", sd = "burr8"family = "burr7-burr8"Logit-logistic
Burr VII-Logisticfd = "burr7", sd = "logistic"family = "burr7-logistic"Logit-logistic
Burr VIII-Burr VIIfd = "burr8", sd = "burr7"family = "burr8-burr7"Logit-logistic
Burr VIII-Burr VIIIfd = "burr8", sd = "burr8"family = "burr8-burr8"Logit-logistic
Burr VIII-Logisticfd = "burr8", sd = "logistic"family = "burr8-logistic"Bimodal
Logit-Burr VIIfd = "logit", sd = "burr7"family = "logit-burr7"Logit-logistic
Logit-Burr VIIIfd = "logit", sd = "burr8"family = "logit-burr8"Logit-logistic
Logit-Logisticfd = "logit", sd = "logistic"family = "logit-logistic"Logit-logistic

Finite-tailed Shape Distributions

DistributionR inputAlternative InputShape
ArcSinh-ArcSinhfd = "arcsinh", sd = "arcsinh"family = "arcsinh-arcsinh"Finite-tailed
ArcSinh-Cauchyfd = "arcsinh", sd = "cauchy"family = "arcsinh-cauchy"Finite-tailed
Cauchit-ArcSinhfd = "cauchit", sd = "arcsinh"family = "cauchit-arcsinh"Finite-tailed
Cauchit-Cauchyfd = "cauchit", sd = "cauchy"family = "cauchit-cauchy"Finite-tailed
T2-T2fd = "t2", sd = "t2"family = "t2-t2"Finite-tailed

Kumaraswamy Distribution

DistributionR inputAlternative InputShape
Kumaraswamyfd = "", sd = ""family = "-"

Examples

Run this code
cdfqrFamily()

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