lqr: Robust Linear Quantile Regression

It fits a robust linear quantile regression model using a new family of zero-quantile distributions for the error term. This family of distribution includes skewed versions of the Normal, Student's t, Laplace, Slash and Contaminated Normal distribution. It also performs logistic quantile regression for bounded responses as shown in Bottai et.al.(2009) <doi:10.1002/sim.3781>. It provides estimates and full inference. It also provides envelopes plots for assessing the fit and confidences bands when several quantiles are provided simultaneously.

Author
Christian E. Galarza, Luis Benites, Victor H. Lachos
Date of publication
2016-05-19 05:46:45
Maintainer
Christian E. Galarza <cgalarza88@gmail.com>
License
GPL (>= 2)
Version
1.5

View on CRAN

Man pages

ais
Tumor-cell resistance to death
best.lqr
Best Fit in Robust Linear Quantile Regression
dist.Truncated
Truncated Distributions
logbestlqr
Best Fit in Robust Logistic Linear Quantile Regression
loglqr
Robust Logistic Linear Quantile Regression
lqr
Robust Linear Quantile Regression
lqr-package
Robust Linear Quantile Regression
resistence
Australian institute of sport data
SKD
Skew Family Distributions

Files in this package

lqr
lqr/NAMESPACE
lqr/data
lqr/data/ais.txt.gz
lqr/data/resistance.txt.gz
lqr/R
lqr/R/bestlqr.R
lqr/R/logbestlqr.R
lqr/R/pdqr.R
lqr/R/EMonly.R
lqr/R/EM2.R
lqr/R/FUNCTION.R
lqr/R/loglqr.R
lqr/R/auxiliar.R
lqr/MD5
lqr/DESCRIPTION
lqr/man
lqr/man/dist.Truncated.Rd
lqr/man/SKD.Rd
lqr/man/best.lqr.Rd
lqr/man/lqr-package.Rd
lqr/man/ais.Rd
lqr/man/lqr.Rd
lqr/man/loglqr.Rd
lqr/man/resistence.Rd
lqr/man/logbestlqr.Rd