QRegVCM: Quantile Regression in Varying-Coefficient Models

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Quantile regression in varying-coefficient models (VCM) using one particular nonparametric technique called P-splines. The functions can be applied on three types of VCM; (1) Homoscedastic VCM, (2) Simple heteroscedastic VCM, and (3) General heteroscedastic VCM.

Author
Andriyana, Y. with contribution from Gijbels, I.
Date of publication
2016-07-19 18:57:11
Maintainer
"Andriyana.Y" <y.andriyana@unpad.ac.id>
License
GPL-2
Version
1.0

View on CRAN

Man pages

AHeVT
AHe V(t)-approach
AHeVXT
AHe V(X(t),t)-approach
QRIndiv
Individual quantile objective function
QRSimul
Unweighted simultaneous objective function
QRStepwise
Stepwise procedure
QRWSimul
Weighted simultaneous objective function

Files in this package

QRegVCM
QRegVCM/NAMESPACE
QRegVCM/R
QRegVCM/R/ndiff.R
QRegVCM/R/lambdak_simul.R
QRegVCM/R/qrvcp_indiv.R
QRegVCM/R/QRIndiv.R
QRegVCM/R/lambdak_CU.R
QRegVCM/R/Lamb_CD.R
QRegVCM/R/qrvcp_pos.R
QRegVCM/R/qrvcp_CD.R
QRegVCM/R/QRStepwise.R
QRegVCM/R/Weight_Ni.R
QRegVCM/R/Lamb_pos.R
QRegVCM/R/AHeVXT.R
QRegVCM/R/intpoint_indiv.R
QRegVCM/R/Lamb_indiv.R
QRegVCM/R/tpower.R
QRegVCM/R/QRegVCM.R
QRegVCM/R/Vt.R
QRegVCM/R/Lamb_simul.R
QRegVCM/R/intpoint_simul.R
QRegVCM/R/lambdak_pos.R
QRegVCM/R/lambdak_wsimul.R
QRegVCM/R/Lamb_CU.R
QRegVCM/R/intpoint_pos.R
QRegVCM/R/bbase.R
QRegVCM/R/intpoint_wsimul.R
QRegVCM/R/QRSimul.R
QRegVCM/R/lambdak_CD.R
QRegVCM/R/QRWSimul.R
QRegVCM/R/AHeVT.R
QRegVCM/R/qrvcp_CU.R
QRegVCM/R/ncqr_simul.R
QRegVCM/R/Lamb_wsimul.R
QRegVCM/R/Wtau.R
QRegVCM/R/ncqr_wsimul.R
QRegVCM/R/intpoint_CD.R
QRegVCM/R/intpoint_CU.R
QRegVCM/R/lambdak_indiv.R
QRegVCM/MD5
QRegVCM/DESCRIPTION
QRegVCM/man
QRegVCM/man/QRStepwise.Rd
QRegVCM/man/QRIndiv.Rd
QRegVCM/man/AHeVXT.Rd
QRegVCM/man/QRWSimul.Rd
QRegVCM/man/AHeVT.Rd
QRegVCM/man/QRSimul.Rd