lqr: Robust Linear Quantile Regression
Version 1.5

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) . It provides estimates and full inference. It also provides envelopes plots for assessing the fit and confidences bands when several quantiles are provided simultaneously.

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AuthorChristian E. Galarza, Luis Benites, Victor H. Lachos
Date of publication2016-05-19 05:46:45
MaintainerChristian E. Galarza <cgalarza88@gmail.com>
LicenseGPL (>= 2)
Version1.5
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("lqr")

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

Functions

AUXloglikNC Source code
EM Source code
EM2 Source code
Log.best.lqr Man page Source code
Log.lqr Man page Source code
SKD Man page
ais Man page
best.lqr Man page Source code
dSKD Man page Source code
defast Source code
densL Source code
densN Source code
densNC Source code
densSl Source code
densT Source code
densdist Source code
dtrunc Man page Source code
extrunc Man page Source code
genSLK Source code Source code
gendistSLK Source code
inverse Source code
loglikL Source code
loglikN Source code
loglikNC Source code
loglikSl Source code
loglikT Source code
lqr Man page Source code
lqr-package Man page Man page
pSKD Man page Source code
ptrunc Man page Source code
qSKD Man page Source code
qtrunc Man page Source code
rSKD Man page Source code
resistance Man page
rinvgamma Source code
rtrunc Man page Source code
vartrunc Man page Source code

Files

NAMESPACE
data
data/ais.txt.gz
data/resistance.txt.gz
R
R/bestlqr.R
R/logbestlqr.R
R/pdqr.R
R/EMonly.R
R/EM2.R
R/FUNCTION.R
R/loglqr.R
R/auxiliar.R
MD5
DESCRIPTION
man
man/dist.Truncated.Rd
man/SKD.Rd
man/best.lqr.Rd
man/lqr-package.Rd
man/ais.Rd
man/lqr.Rd
man/loglqr.Rd
man/resistence.Rd
man/logbestlqr.Rd
lqr documentation built on May 29, 2017, 10:42 a.m.