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quantreg (version 5.99.1)

Quantile Regression

Description

Estimation and inference methods for models for conditional quantile functions: Linear and nonlinear parametric and non-parametric (total variation penalized) models for conditional quantiles of a univariate response and several methods for handling censored survival data. Portfolio selection methods based on expected shortfall risk are also now included. See Koenker, R. (2005) Quantile Regression, Cambridge U. Press, and Koenker, R. et al. (2017) Handbook of Quantile Regression, CRC Press, .

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Version

Install

install.packages('quantreg')

Monthly Downloads

502,921

Version

5.99.1

License

GPL (>= 2)

Maintainer

Roger Koenker

Last Published

November 22nd, 2024

Functions in quantreg (5.99.1)

MelTemp

Daily maximum temperatures in Melbourne, Australia
Munge

Munge rqss formula
boot.rq

Bootstrapping Quantile Regression
bandwidth.rq

bandwidth selection for rq functions
anova.rq

Anova function for quantile regression fits
barro

Barro Data
boot.crq

Bootstrapping Censored Quantile Regression
combos

Ordered Combinations
boot.rq.pxy

Preprocessing bootstrap method
boot.rq.pwxy

Preprocessing weighted bootstrap method
critval

Hotelling Critical Values
engel

Engel Data
gasprice

Time Series of US Gasoline Prices
crq

Functions to fit censored quantile regression models
kuantile

Quicker Sample Quantiles
lm.fit.recursive

Recursive Least Squares
latex.table

Writes a latex formatted table to a file
dynrq

Dynamic Linear Quantile Regression
latex.summary.rqs

Make a latex table from a table of rq results
plot.KhmaladzeTest

Plot a KhmaladzeTest object
latex

Make a latex version of an R object
plot.rq

plot the coordinates of the quantile regression process
dither

Function to randomly perturb a vector
q489

Even Quicker Sample Quantiles
plot.rqs

Visualizing sequences of quantile regressions
lprq

locally polynomial quantile regression
qss

Additive Nonparametric Terms for rqss Fitting
plot.rqss

Plot Method for rqss Objects
ranks

Quantile Regression Ranks
plot.summary.rqs

Visualizing sequences of quantile regression summaries
qrisk

Function to compute Choquet portfolio weights
rq.fit.br

Quantile Regression Fitting by Exterior Point Methods
print.KhmaladzeTest

Print a KhmaladzeTest object
rq.fit.conquer

Optional Fitting Method for Quantile Regression
rearrange

Rearrangement
predict.rq

Quantile Regression Prediction
predict.rqss

Predict from fitted nonparametric quantile regression smoothing spline models
QTECox

Function to obtain QTE from a Cox model
rq.fit.pfn

Preprocessing Algorithm for Quantile Regression
rq.fit.pfnb

Quantile Regression Fitting via Interior Point Methods
rq

Quantile Regression
akj

Density Estimation using Adaptive Kernel method
rq.process.object

Linear Quantile Regression Process Object
residuals.nlrq

Return residuals of an nlrq object
rq.fit.ppro

Preprocessing fitting method for QR
rq.wfit

Function to choose method for Weighted Quantile Regression
print.rq

Print an rq object
rqs.fit

Function to fit multiple response quantile regression models
nlrq.control

Set control parameters for nlrq
rqProcess

Compute Standardized Quantile Regression Process
nlrq

Function to compute nonlinear quantile regression estimates
rq.fit.qfnb

Quantile Regression Fitting via Interior Point Methods
rq.fit.hogg

weighted quantile regression fitting
summary.crq

Summary methods for Censored Quantile Regression
print.summary.rq

Print Quantile Regression Summary Object
rq.fit.fnb

Quantile Regression Fitting via Interior Point Methods
rq.fit

Function to choose method for Quantile Regression
rqss

Additive Quantile Regression Smoothing
rqss.object

RQSS Objects and Summarization Thereof
summary.rq

Summary methods for Quantile Regression
uis

UIS Drug Treatment study data
rq.fit.lasso

Lasso Penalized Quantile Regression
rq.fit.sfn

Sparse Regression Quantile Fitting
rq.fit.scad

SCADPenalized Quantile Regression
rq.fit.sfnc

Sparse Constrained Regression Quantile Fitting
rq.fit.fnc

Quantile Regression Fitting via Interior Point Methods
table.rq

Table of Quantile Regression Results
summary.rqss

Summary of rqss fit
rq.object

Linear Quantile Regression Object
srisk

Markowitz (Mean-Variance) Portfolio Optimization
sfn.control

Set Control Parameters for Sparse Fitting
ParetoTest

Estimation and Inference on the Pareto Tail Exponent for Linear Models
LassoLambdaHat

Lambda selection for QR lasso problems
Peirce

C.S. Peirce's Auditory Response Data
CobarOre

Cobar Ore data
Bosco

Boscovich Data
Mammals

Garland(1983) Data on Running Speed of Mammals
KhmaladzeTest

Tests of Location and Location Scale Shift Hypotheses for Linear Models
FAQ

FAQ and ChangeLog of a package