sqr_deriv.plot: Plot of Derivative of Spline Quantile Regression Coefficients

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

Plot of Derivative of Spline Quantile Regression Coefficients

Description

This function plots the derivative of one or all coefficients from spline quantile regression (SQR) together with the corresponding first difference from quantile regression (QR) on a given sequence of quantiles against the quantile level.

Usage

sqr_deriv.plot(
  fit,
  fit.sqr,
  fit.sqrb = NULL,
  deriv.sim = NULL,
  type = "l",
  typeb = "s",
  var.names = NULL,
  lty = c(1, 2),
  lwd = c(1.5, 1),
  cex = 0.25,
  pch = 1,
  col = c(2, 1),
  idx = NULL,
  Ylim = NULL,
  xlim = NULL,
  plot.zero = TRUE,
  plot.ci = TRUE,
  set.par = TRUE,
  mfrow = NULL,
  lab = c(10, 7, 7),
  mar = c(2, 3, 2, 1) + 0.1,
  las = 1
)

Arguments

fit	output of quantreg::rq() for the QR fit
fit.sqr	output of sqr() for the primary SQR fit
fit.sqrb	output of sqr() for the secondary SQR fit (default = NULL)
deriv.sim	output derivatives of boot.sqr() for the primary SQR (default = NULL)
type	as type parameter in plot() for the primary SQR (default = "l")
typeb	as type parameter in plot() for the secondary SQR (default = "s")
var.names	user-supplied names of regression coefficients (including the intercept)
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 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)
Ylim	user-supplied matrix of ylim for each coefficient (default = NULL)
xlim	user-supplied xlim (default = NULL)
plot.zero	TRUE or FALSE (default): if TRUE, add zero line
plot.ci	TRUE (default) or FALSE: if TRUE, add 90-percent bootstrap CI for the primary SQR when deriv.sim is supplied
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.