Description Usage Arguments Details Value Author(s) Examples
Implements the local nonparametric method, local linear regression estimator with box kernel (default), for conditional quantile functions.
This is a modification of Koenker's lprq
( from package quantreg).
1 | lprq2(x, y, h, xx, tau)
|
x |
The conditioning covariate |
y |
The response variable |
h |
The bandwidth parameter |
xx |
The points at which the function is to be estimated |
tau |
The quantile(s) to be estimated. This should be a list of quantiles if the function estimates the quantile process |
The function uses a box kernel.
xx |
The design points at which the evaluation occurs |
fitted.values |
The estimated function values at these design points |
Wesley Graybill, Mingli Chen, Victor Chernozhukov, Ivan Fernandez-Val, Alfred Galichon
1 2 3 4 5 6 7 | require(quantreg)
data(GrowthChart)
attach(GrowthChart)
ages <- unique(sort(age))
llq.fit1 <- lprq2(age,height,h=1,xx=ages,tau=0.2)
detach(GrowthChart)
|
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