QRegVCM: Quantile Regression in Varying-Coefficient Models
Version 1.1

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 publication2017-08-22 09:06:46 UTC
Maintainer"Andriyana.Y" <[email protected]>
Package repositoryView on CRAN
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QRegVCM documentation built on Aug. 22, 2017, 5:05 p.m.