SPQR: Semi-Parametric Quantile Regression

Methods for flexible estimation of conditional density and quantile function, as well as model agnostic tools for analyzing quantile covariate effect and variable importance. The estimation method implements the semi-parametric quantile regression model described in Xu and Reich (2021) <doi:10.1111/biom.13576>, and the model agnostic tools extend accumulative local effects (ALE) to quantile regression setting.

Getting started

Package details

AuthorSteven Xu [aut, cre], Reetam Majumder [aut], Brian Reich [ctb]
MaintainerSteven Xu <sgxu@ncsu.edu>
LicenseGPL (>= 3)
Version0.1.0
URL https://github.com/stevengxu/SPQR
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("SPQR")

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SPQR documentation built on May 3, 2022, 1:08 a.m.