Quantile Regression

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Documentation for package ‘quantreg’ version 5.98

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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