Learn R Programming

quantreg (version 6.00)

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, .

Copy Link

Version

Install

install.packages('quantreg')

Monthly Downloads

381,665

Version

6.00

License

GPL (>= 2)

Maintainer

Roger Koenker

Last Published

January 29th, 2025

Functions in quantreg (6.00)

boot.rq

Bootstrapping Quantile Regression
dither

Function to randomly perturb a vector
latex.table

Writes a latex formatted table to a file
dynrq

Dynamic Linear Quantile Regression
latex

Make a latex version of an R object
kuantile

Quicker Sample Quantiles
gasprice

Time Series of US Gasoline Prices
latex.summary.rqs

Make a latex table from a table of rq results
engel

Engel Data
critval

Hotelling Critical Values
crq

Functions to fit censored quantile regression models
nlrq

Function to compute nonlinear quantile regression estimates
nlrq.control

Set control parameters for nlrq
plot.rqs

Visualizing sequences of quantile regressions
plot.summary.rqs

Visualizing sequences of quantile regression summaries
lm.fit.recursive

Recursive Least Squares
plot.rq

plot the coordinates of the quantile regression process
predict.rq

Quantile Regression Prediction
plot.KhmaladzeTest

Plot a KhmaladzeTest object
lprq

locally polynomial quantile regression
plot.rqss

Plot Method for rqss Objects
print.rq

Print an rq object
q489

Even Quicker Sample Quantiles
print.KhmaladzeTest

Print a KhmaladzeTest object
qrisk

Function to compute Choquet portfolio weights
predict.rqss

Predict from fitted nonparametric quantile regression smoothing spline models
rq.fit.br

Quantile Regression Fitting by Exterior Point Methods
rq.fit.pfn

Preprocessing Algorithm for Quantile Regression
rq

Quantile Regression
qss

Additive Nonparametric Terms for rqss Fitting
rq.fit

Function to choose method for Quantile Regression
ranks

Quantile Regression Ranks
rq.fit.pfnb

Quantile Regression Fitting via Interior Point Methods
rq.process.object

Linear Quantile Regression Process Object
rq.wfit

Function to choose method for Weighted Quantile Regression
rq.fit.scad

SCADPenalized Quantile Regression
summary.rq

Summary methods for Quantile Regression
summary.crq

Summary methods for Censored Quantile Regression
rq.object

Linear Quantile Regression Object
rq.fit.sfnc

Sparse Constrained Regression Quantile Fitting
rearrange

Rearrangement
print.summary.rq

Print Quantile Regression Summary Object
residuals.nlrq

Return residuals of an nlrq object
rq.fit.fnc

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

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

Sparse Regression Quantile Fitting
rq.fit.hogg

weighted quantile regression fitting
sfn.control

Set Control Parameters for Sparse Fitting
rq.fit.qfnb

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

Preprocessing fitting method for QR
rq.fit.lasso

Lasso Penalized Quantile Regression
uis

UIS Drug Treatment study data
summary.rqss

Summary of rqss fit
rq.fit.conquer

Optional Fitting Method for Quantile Regression
rqs.fit

Function to fit multiple response quantile regression models
rqProcess

Compute Standardized Quantile Regression Process
table.rq

Table of Quantile Regression Results
srisk

Markowitz (Mean-Variance) Portfolio Optimization
rqss

Additive Quantile Regression Smoothing
rqss.object

RQSS Objects and Summarization Thereof
MelTemp

Daily maximum temperatures in Melbourne, Australia
LassoLambdaHat

Lambda selection for QR lasso problems
Bosco

Boscovich Data
CobarOre

Cobar Ore data
KhmaladzeTest

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

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

Munge rqss formula
FAQ

FAQ and ChangeLog of a package
Mammals

Garland(1983) Data on Running Speed of Mammals
Peirce

C.S. Peirce's Auditory Response Data
boot.rq.pwxy

Preprocessing weighted bootstrap method
barro

Barro Data
combos

Ordered Combinations
boot.rq.pxy

Preprocessing bootstrap method
QTECox

Function to obtain QTE from a Cox model
bandwidth.rq

bandwidth selection for rq functions
boot.crq

Bootstrapping Censored Quantile Regression
akj

Density Estimation using Adaptive Kernel method
anova.rq

Anova function for quantile regression fits