QRegVCM: Quantile Regression in Varying-Coefficient Models

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.

Install the latest version of this package by entering the following in R:
install.packages("QRegVCM")
AuthorAndriyana, Y. with contribution from Gijbels, I.
Date of publication2016-07-19 18:57:11
Maintainer"Andriyana.Y" <y.andriyana@unpad.ac.id>
LicenseGPL-2
Version1.0

View on CRAN

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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