Quantile Regression

Documentation for package ‘quantreg’ version 5.97

DESCRIPTION file.
User guides, package vignettes and other documentation.
Code demos. Use demo() to run them.

Help Pages

A B C D E F G H I K L M N P Q R S T U misc

-- A --

AIC.nlrq	Function to compute nonlinear quantile regression estimates
AIC.rq	Linear Quantile Regression Object
AIC.rqs	Linear Quantile Regression Object
AIC.rqss	RQSS Objects and Summarization Thereof
akj	Density Estimation using Adaptive Kernel method
anova.rq	Anova function for quantile regression fits
anova.rqlist	Anova function for quantile regression fits
anova.rqs	Anova function for quantile regression fits

-- B --

bandwidth.rq	bandwidth selection for rq functions
barro	Barro Data
boot.crq	Bootstrapping Censored Quantile Regression
boot.rq	Bootstrapping Quantile Regression
boot.rq.mcmb	Bootstrapping Quantile Regression
boot.rq.pwxy	Preprocessing weighted bootstrap method
boot.rq.pwy	Bootstrapping Quantile Regression
boot.rq.pxy	Preprocessing bootstrap method
boot.rq.spwy	Bootstrapping Quantile Regression
boot.rq.wxy	Bootstrapping Quantile Regression
boot.rq.xy	Bootstrapping Quantile Regression
Bosco	Boscovich Data

-- C --

ChangeLog	FAQ and ChangeLog of a package
CobarOre	Cobar Ore data
coef.crq	Functions to fit censored quantile regression models
coef.nlrq	Function to compute nonlinear quantile regression estimates
combos	Ordered Combinations
critval	Hotelling Critical Values
crq	Functions to fit censored quantile regression models
crq.fit.pen	Functions to fit censored quantile regression models
crq.fit.por	Functions to fit censored quantile regression models
crq.fit.por2	Functions to fit censored quantile regression models
crq.fit.pow	Functions to fit censored quantile regression models
Curv	Functions to fit censored quantile regression models

-- D --

deviance.nlrq	Function to compute nonlinear quantile regression estimates
dither	Function to randomly perturb a vector
dynrq	Dynamic Linear Quantile Regression

-- E --

end.dynrq	Dynamic Linear Quantile Regression
engel	Engel Data
extractAIC.nlrq	Function to compute nonlinear quantile regression estimates
extractAIC.rq	Linear Quantile Regression Object

-- F --

FAQ	FAQ and ChangeLog of a package
fitted.nlrq	Function to compute nonlinear quantile regression estimates
fitted.rqss	RQSS Objects and Summarization Thereof
formula.nlrq	Function to compute nonlinear quantile regression estimates
formula.rq	Linear Quantile Regression Object

-- G --

gasprice

Time Series of US Gasoline Prices

-- H --

Hill	Estimation and Inference on the Pareto Tail Exponent for Linear Models
Hill.fit	Estimation and Inference on the Pareto Tail Exponent for Linear Models

-- I --

index.dynrq

Dynamic Linear Quantile Regression

-- K --

KhmaladzeTest	Tests of Location and Location Scale Shift Hypotheses for Linear Models
kselect	Quicker Sample Quantiles
kuantile	Quicker Sample Quantiles
kunique	Quicker Sample Quantiles

-- L --

LassoLambdaHat	Lambda selection for QR lasso problems
latex	Make a latex version of an R object
latex.summary.rqs	Make a latex table from a table of rq results
latex.table	Writes a latex formatted table to a file
latex.table.rq	Table of Quantile Regression Results
lm.fit.recursive	Recursive Least Squares
logLik.nlrq	Function to compute nonlinear quantile regression estimates
logLik.rq	Linear Quantile Regression Object
logLik.rqs	Linear Quantile Regression Object
logLik.rqss	RQSS Objects and Summarization Thereof
lprq	locally polynomial quantile regression

-- M --

Mammals	Garland(1983) Data on Running Speed of Mammals
MelTemp	Daily maximum temperatures in Melbourne, Australia
Munge	Munge rqss formula

-- N --

nlrq	Function to compute nonlinear quantile regression estimates
nlrq.control	Set control parameters for nlrq
nlrqModel	Function to compute nonlinear quantile regression estimates

-- P --

ParetoTest	Estimation and Inference on the Pareto Tail Exponent for Linear Models
Peirce	C.S. Peirce's Auditory Response Data
Pickands	Estimation and Inference on the Pareto Tail Exponent for Linear Models
Pickands.fit	Estimation and Inference on the Pareto Tail Exponent for Linear Models
plot.KhmaladzeTest	Plot a KhmaladzeTest object
plot.qss1	Plot Method for rqss Objects
plot.qss2	Plot Method for rqss Objects
plot.qts1	Plot Method for rqss Objects
plot.rq.process	plot the coordinates of the quantile regression process
plot.rqs	Visualizing sequences of quantile regressions
plot.rqss	Plot Method for rqss Objects
plot.summary.crqs	Summary methods for Censored Quantile Regression
plot.summary.rq	Visualizing sequences of quantile regression summaries
plot.summary.rqs	Visualizing sequences of quantile regression summaries
plot.summary.rqss	Plot Method for rqss Objects
plot.table.rq	Table of Quantile Regression Results
predict.crq	Functions to fit censored quantile regression models
predict.crqs	Functions to fit censored quantile regression models
predict.nlrq	Function to compute nonlinear quantile regression estimates
predict.qss1	Predict from fitted nonparametric quantile regression smoothing spline models
predict.qss2	Predict from fitted nonparametric quantile regression smoothing spline models
predict.rq	Quantile Regression Prediction
predict.rq.process	Quantile Regression Prediction
predict.rqs	Quantile Regression Prediction
predict.rqss	Predict from fitted nonparametric quantile regression smoothing spline models
print.anova.rq	Anova function for quantile regression fits
print.crq	Functions to fit censored quantile regression models
print.dynrq	Dynamic Linear Quantile Regression
print.dynrqs	Dynamic Linear Quantile Regression
print.Hill	Estimation and Inference on the Pareto Tail Exponent for Linear Models
print.KhmaladzeTest	Print a KhmaladzeTest object
print.nlrq	Function to compute nonlinear quantile regression estimates
print.Pickands	Estimation and Inference on the Pareto Tail Exponent for Linear Models
print.rq	Print an rq object
print.rqs	Print an rq object
print.rqss	RQSS Objects and Summarization Thereof
print.summary.crq	Summary methods for Censored Quantile Regression
print.summary.crqs	Summary methods for Censored Quantile Regression
print.summary.dynrq	Dynamic Linear Quantile Regression
print.summary.dynrqs	Dynamic Linear Quantile Regression
print.summary.Hill	Estimation and Inference on the Pareto Tail Exponent for Linear Models
print.summary.nlrq	Function to compute nonlinear quantile regression estimates
print.summary.Pickands	Estimation and Inference on the Pareto Tail Exponent for Linear Models
print.summary.rq	Print Quantile Regression Summary Object
print.summary.rqs	Print Quantile Regression Summary Object
print.summary.rqss	Summary of rqss fit

-- Q --

q489	Even Quicker Sample Quantiles
qrisk	Function to compute Choquet portfolio weights
qss	Additive Nonparametric Terms for rqss Fitting
qss1	Additive Nonparametric Terms for rqss Fitting
qss2	Additive Nonparametric Terms for rqss Fitting
QTECox	Function to obtain QTE from a Cox model
qts1	Additive Nonparametric Terms for rqss Fitting

-- R --

ranks	Quantile Regression Ranks
rearrange	Rearrangement
resid.rqss	RQSS Objects and Summarization Thereof
residuals.nlrq	Return residuals of an nlrq object
rq	Quantile Regression
rq.fit	Function to choose method for Quantile Regression
rq.fit.br	Quantile Regression Fitting by Exterior Point Methods
rq.fit.conquer	Optional Fitting Method for Quantile Regression
rq.fit.fnb	Quantile Regression Fitting via Interior Point Methods
rq.fit.fnc	Quantile Regression Fitting via Interior Point Methods
rq.fit.hogg	weighted quantile regression fitting
rq.fit.lasso	Lasso Penalized Quantile Regression
rq.fit.pfn	Preprocessing Algorithm for Quantile Regression
rq.fit.pfnb	Quantile Regression Fitting via Interior Point Methods
rq.fit.ppro	Preprocessing fitting method for QR
rq.fit.qfnb	Quantile Regression Fitting via Interior Point Methods
rq.fit.scad	SCADPenalized Quantile Regression
rq.fit.sfn	Sparse Regression Quantile Fitting
rq.fit.sfnc	Sparse Constrained Regression Quantile Fitting
rq.object	Linear Quantile Regression Object
rq.process.object	Linear Quantile Regression Process Object
rq.test.anowar	Anova function for quantile regression fits
rq.test.rank	Anova function for quantile regression fits
rq.wfit	Function to choose method for Weighted Quantile Regression
rqProcess	Compute Standardized Quantile Regression Process
rqs.fit	Function to fit multiple response quantile regression models
rqss	Additive Quantile Regression Smoothing
rqss.fit	Additive Quantile Regression Smoothing
rqss.object	RQSS Objects and Summarization Thereof

-- S --

sfn.control	Set Control Parameters for Sparse Fitting
sfnMessage	Sparse Regression Quantile Fitting
srisk	Markowitz (Mean-Variance) Portfolio Optimization
start.dynrq	Dynamic Linear Quantile Regression
summary.crq	Summary methods for Censored Quantile Regression
summary.crqs	Summary methods for Censored Quantile Regression
summary.dynrq	Dynamic Linear Quantile Regression
summary.dynrqs	Dynamic Linear Quantile Regression
summary.Hill	Estimation and Inference on the Pareto Tail Exponent for Linear Models
summary.nlrq	Function to compute nonlinear quantile regression estimates
summary.Pickands	Estimation and Inference on the Pareto Tail Exponent for Linear Models
summary.rcrqs	Summary methods for Quantile Regression
summary.rq	Summary methods for Quantile Regression
summary.rqs	Summary methods for Quantile Regression
summary.rqss	Summary of rqss fit

-- T --

table.rq	Table of Quantile Regression Results
tau.nlrq	Function to compute nonlinear quantile regression estimates
time.dynrq	Dynamic Linear Quantile Regression
triogram.fidelity	Additive Nonparametric Terms for rqss Fitting
triogram.penalty	Additive Nonparametric Terms for rqss Fitting

-- U --

uis	UIS Drug Treatment study data
untangle.specials	Additive Quantile Regression Smoothing

-- misc --

[.terms

Additive Quantile Regression Smoothing