q_reg: Quantile Regression with Stressed Scenario Projection
In FARS: Factor-Augmented Regression Scenarios
q_reg R Documentation
Quantile Regression with Stressed Scenario Projection
Description
Estimates quantile regressions of a dependent variable on dynamic factors.
Usage
q_reg(dep_variable, factors, Stressed_Factors = NULL, h = 1, QTAU = 0.05)
FARS documentation built on Aug. 8, 2025, 7:33 p.m.
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| q_reg | R Documentation |
Quantile Regression with Stressed Scenario Projection
Description
Estimates quantile regressions of a dependent variable on dynamic factors.
Usage
q_reg(dep_variable, factors, Stressed_Factors = NULL, h = 1, QTAU = 0.05)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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