ranks {quantreg} | R Documentation |
Quantile Regression Ranks
Description
Function to compute ranks from the dual (regression rankscore) process.
Usage
ranks(v, score="wilcoxon", tau=0.5, trim = NULL)
Arguments
v |
object of class |
score |
The score function desired. Currently implemented score functions
are |
tau |
the optional value of |
trim |
optional trimming proportion parameter(s) – only applicable for the
Wilcoxon score function – when one value is provided there is symmetric
trimming of the score integral to the interval |
Details
See GJKP(1993) for further details.
Value
The function returns two components. One is the ranks, the
other is a scale factor which is the L_2
norm of the score
function. All score functions should be normalized to have mean zero.
References
Gutenbrunner, C., J. Jureckova, Koenker, R. and Portnoy, S. (1993) Tests of linear hypotheses based on regression rank scores, Journal of Nonparametric Statistics, (2), 307–331.
Koenker, R. Rank Tests for Heterogeneous Treatment Effects with Covariates, preprint.
See Also
Examples
data(stackloss)
ranks(rq(stack.loss ~ stack.x, tau=-1))