EXRQ: Extreme Regression of Quantiles

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Estimation for high conditional quantiles based on quantile regression.

Author
Huixia Judy Wang
Date of publication
2016-07-06 23:48:41
Maintainer
Huixia Judy Wang <judywang@gwu.edu>
License
GPL-3
Version
1.0

View on CRAN

Man pages

Estc.func
Estimation of the C vector
est.gamma.func
Estimation of the Extreme Value Index on the Original Scale
EVI.CFG.func
Hill Estimator of the Extreme Value Index
PowT.1tau.func
Estimation for Quantile Power Transformation Model
qpareto
Quantile of the Pareto Distribution
rpareto
Random Generation for the Pareto Distribution
select.k.func
Selection of the Tuning Parameter k
testC.EVI
Testing the Constancy of EVI Over Covariates
ThreeStage
Three-Stage Extreme Conditional Quantile Estimator
TwoStage
Two-Stage Extreme Conditional Quantile Estimator

Files in this package

EXRQ
EXRQ/NAMESPACE
EXRQ/R
EXRQ/R/EXRQ.R
EXRQ/MD5
EXRQ/DESCRIPTION
EXRQ/man
EXRQ/man/PowT.1tau.func.Rd
EXRQ/man/testC.EVI.Rd
EXRQ/man/qpareto.Rd
EXRQ/man/rpareto.Rd
EXRQ/man/est.gamma.func.Rd
EXRQ/man/select.k.func.Rd
EXRQ/man/Estc.func.Rd
EXRQ/man/TwoStage.Rd
EXRQ/man/ThreeStage.Rd
EXRQ/man/EVI.CFG.func.Rd