Lorenz and Penalized Lorenz Regressions


[Up] [Top]

Documentation for package ‘LorenzRegression’ version 1.0.0

Help Pages

.Fitness_cpp Computes the fitness used in the GA
boot.confint Bootstrap confidence intervals
coef.LR Estimated coefficients for the Lorenz Regression
coef.PLR Estimated coefficients for the Penalized Lorenz Regression
confint.LR Confidence intervals for the Lorenz Regression
confint.PLR Confidence intervals for the Penalized Lorenz Regression
Data.Incomes Simulated income data
Gini.coef Concentration index of _y_ wrt _x_
Lorenz.boot Produces bootstrap-based inference for (penalized) Lorenz regression
Lorenz.curve Concentration curve of _y_ with respect to _x_
Lorenz.FABS Solves the Penalized Lorenz Regression with Lasso penalty
Lorenz.GA Estimates the parameter vector in Lorenz regression using a genetic algorithm
Lorenz.graphs Graphs of concentration curves
Lorenz.Population Defines the population used in the genetic algorithm
Lorenz.Reg Undertakes a Lorenz regression
Lorenz.SCADFABS Solves the Penalized Lorenz Regression with SCAD penalty
LorenzRegression LorenzRegression : A package to estimate and interpret Lorenz regressions
plot.LR Plots for the Unpenalized Lorenz Regression
plot.PLR Plots for the Penalized Lorenz Regression
PLR.BIC Determines the regularization parameter (lambda) in a PLR via optimization of an information criterion.
PLR.CV Determines the regularization parameter (lambda) in a PLR via cross-validation
PLR.normalize Re-normalizes the estimated coefficients of a penalized Lorenz regression
PLR.wrap Wrapper for the 'Lorenz.SCADFABS' and 'Lorenz.FABS' functions
print.LR Printing method for the Lorenz Regression
print.PLR Printing method for the Penalized Lorenz Regression
Rearrangement.estimation Estimates a monotonic regression curve via Chernozhukov et al (2009)
summary.LR Summary for the Lorenz Regression
summary.PLR Summary for the Penalized Lorenz Regression