QRegVCM: Quantile Regression in Varying-Coefficient Models
Version 1.2

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.

Getting started

Package details

Author'Andriyana, Y.' [aut, cre], 'Ibrahim M. A.' [aut], 'Gijbels, I.' [ctb], 'Verhasselt A.' [ctb]
Date of publication2018-03-16 10:02:26 UTC
Maintainer"Andriyana.Y" <[email protected]>
LicenseGPL-2
Version1.2
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("QRegVCM")

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QRegVCM documentation built on March 18, 2018, 1:23 p.m.