lcrq2 {Rearrangement}

Local Constant Estimator for Conditional Quantile Functions

Description

Implements the local nonparametric method kernel estimator–with box kernel (default), for conditional quantile functions. This is a modification of Koenker's lprq (from package quantreg).

Usage

lcrq2(x, y, h, xx, tau)

Arguments

x

The conditioning covariate

y

The response variable

h

The bandwidth parameter

xx

The points at which the function is to be estimated

tau

The quantile(s) to be estimated. This should be a list of quantiles if the function estimates the quantile process

Details

The function uses a box kernel.

Value

xx

The design points at which the evaluation occurs

fitted.values

The estimated function values at these design points

Author(s)

Wesley Graybill, Mingli Chen, Victor Chernozhukov, Ivan Fernandez-Val, Alfred Galichon

See Also

lprq

Examples

require(quantreg)
data(GrowthChart)
attach(GrowthChart)

ages <- unique(sort(age))
lcq.fit1 <- lcrq2(age,height,h=1,xx=ages,tau=0.01)

detach(GrowthChart)