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.

Getting started

Package details

Author'Andriyana, Y.' [aut, cre], 'Ibrahim M. A.' [aut], 'Gijbels, I.' [ctb], 'Verhasselt A.' [ctb]
Maintainer"Andriyana.Y" <y.andriyana@unpad.ac.id>
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")

Try the QRegVCM package in your browser

Any scripts or data that you put into this service are public.

QRegVCM documentation built on May 1, 2019, 9:11 p.m.