sqr.plot: Plot of Spline Quantile Regression Coefficients

In qfa: Quantile-Frequency Analysis (QFA) of Time Series and Spline Quantile Regression (SQR)

Plot of Spline Quantile Regression Coefficients

Description

This function plots one or all regression coefficients from quantile regression (QR) and spline quantile regression (SQR) on a given sequence of quantiles against the quantile level.

Usage

sqr.plot(
  summary.rq,
  summary.sqr = NULL,
  summary.sqrb = NULL,
  coef.sim = NULL,
  type = "l",
  lty = c(1, 2),
  lwd = c(1.5, 1),
  cex = 0.25,
  pch = 1,
  col = c(2, 1),
  idx = NULL,
  plot.rq = TRUE,
  plot.rq.line = FALSE,
  plot.zero = FALSE,
  plot.ls = TRUE,
  plot.ci = TRUE,
  var.names = NULL,
  Ylim = NULL,
  xlim = NULL,
  set.par = TRUE,
  mfrow = NULL,
  lab = c(10, 7, 7),
  mar = c(2, 3, 2, 1) + 0.1,
  las = 1
)

Arguments

summary.rq	output of summary() for the QR fit from quantreg::rq()
summary.sqr	output of summary() for the primary SQR fit from sqr() (defalty = NULL)
summary.sqrb	output of summary() for the secondary SQR fit from sqr() (default = NULL)
coef.sim	output coefficients of boot.sqr() for the primary SQR (default = NULL)
type	as type parameter in plot() for plotting SQR (default = "l")
lty	line types for the primary and secondary SQR (default = c(1,2))
lwd	line widths for the primary and secondary SQR (default = c(1.5,1))
cex	as cex parameter in plot()
pch	as pch parameter in plot() for the QR (default = 1)
col	line colors for the primary and secondary SQR (default = c(2,1))
idx	index of individual coefficient to be plotted (default = NULL)
plot.rq	TRUE (default) or FALSE: if TRUE, plot QR as points
plot.rq.line	TRUE or FALSE (default): if TRUE, add line plot of QR
plot.zero	TRUE or FALSE (default): if TRUE, add zero line
plot.ls	TRUE (default) or FALSE: if TRUE, add least-square estimate with 90-percent CI
plot.ci	TRUE (default) or FALSE: if TRUE, add 90-percent bootstrap CI for the primary SQR when coef.sim is supplied or approximate CI when coef.sim = NULL
var.names	user-supplied names of regression coefficients (including the intercept)
Ylim	user-supplied matrix of ylim for each coefficient (default = NULL)
xlim	user-supplied xlim (default = NULL)
set.par	TRUE (default) or FALSE if TRUE, reset par()
mfrow	parameter for resetting par() (default = NULL)
lab	parameter for resetting par() (default = c(10,7,7))
mar	parameter for resetting par() (default = c(2,3,2,1)+0.1)
las	parameter for resetting par() (default = 1)

Value

Ylim (invisible)

qfa documentation built on March 30, 2026, 5:07 p.m.