# NOT RUN {
# EXAMPLE 1 (INTERFACE=FORMULA): For this example, we compute a
# bivariate nonparametric quantile regression estimate for Giovanni
# Baiocchi's Italian income panel (see Italy for details)
data("Italy")
attach(Italy)
# First, compute the cross-validated bandwidths. Note - this may take a
# few minutes depending on the speed of your computer...
bw <- npcdistbw(formula=gdp~ordered(year))
# Note - numerical search for computing the quantiles may take a minute
# or so...
model.q0.25 <- npqreg(bws=bw, tau=0.25)
model.q0.50 <- npqreg(bws=bw, tau=0.50)
model.q0.75 <- npqreg(bws=bw, tau=0.75)
# Plot the resulting quantiles manually...
plot(ordered(year), gdp,
main="CDF Quantile Estimates for the Italian Income Panel",
xlab="Year",
ylab="GDP Quantiles")
lines(ordered(year), model.q0.25$quantile, col="red", lty=2)
lines(ordered(year), model.q0.50$quantile, col="blue", lty=3)
lines(ordered(year), model.q0.75$quantile, col="red", lty=2)
legend(ordered(1951), 32, c("tau = 0.25", "tau = 0.50", "tau = 0.75"),
lty=c(2, 3, 2), col=c("red", "blue", "red"))
detach(Italy)
# EXAMPLE 1 (INTERFACE=DATA FRAME): For this example, we compute a
# bivariate nonparametric quantile regression estimate for Giovanni
# Baiocchi's Italian income panel (see Italy for details)
data("Italy")
attach(Italy)
data <- data.frame(ordered(year), gdp)
# First, compute the likelihood cross-validation bandwidths (default).
# Note - this may take a few minutes depending on the speed of your
# computer...
bw <- npcdistbw(xdat=ordered(year), ydat=gdp)
# Note - numerical search for computing the quantiles will take a
# minute or so...
model.q0.25 <- npqreg(bws=bw, tau=0.25)
model.q0.50 <- npqreg(bws=bw, tau=0.50)
model.q0.75 <- npqreg(bws=bw, tau=0.75)
# Plot the resulting quantiles manually...
plot(ordered(year), gdp,
main="CDF Quantile Estimates for the Italian Income Panel",
xlab="Year",
ylab="GDP Quantiles")
lines(ordered(year), model.q0.25$quantile, col="red", lty=2)
lines(ordered(year), model.q0.50$quantile, col="blue", lty=3)
lines(ordered(year), model.q0.75$quantile, col="red", lty=2)
legend(ordered(1951), 32, c("tau = 0.25", "tau = 0.50", "tau = 0.75"),
lty=c(2, 3, 2), col=c("red", "blue", "red"))
detach(Italy)
# }
# NOT RUN {
# }
# NOT RUN {
<!-- % enddontrun -->
# }
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