quantreg.nonpar: Nonparametric Series Quantile Regression

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Implements the nonparametric quantile regression method developed by Belloni, Chernozhukov, and Fernandez-Val (2011) to partially linear quantile models. Provides point estimates of the conditional quantile function and its derivatives based on series approximations to the nonparametric part of the model. Provides pointwise and uniform confidence intervals using analytic and resampling methods.

Author
Michael Lipsitz, Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val
Date of publication
2016-04-01 14:26:39
Maintainer
Ivan Fernandez-Val <ivanf@bu.edu>
License
GPL (>= 2)
Version
1.0

View on CRAN

Man pages

ddpoly
Compute Second Derivative of Orthogonal Polynomials
dpoly
Compute Derivative of Orthogonal Polynomials
formulaDeriv
Derivative of Right Hand Side of Formula
gaus
Gaussian Process Inference for NPQR
gbootstrap
Gradient Bootstrap Inference for NPQR
india
Childhood Malnutrition in India
load.sum
Appropriate Summary Statistics for Factors, Ordered Factors,...
msqrt
Square Root of Matrix by Spectral Decomposition
no.process
Estimation for NPQR with No Inference
npqr
Nonparametric Series Quantile Regression
pivotal
Pivotal Process Inference for NPQR
poly.wrap
Orthogonal Polynomial Wrapper
quantreg.nonpar-package
Nonparametric Series Quantile Regression
removeI
Remove I() Tags From Formula
wbootstrap
Weighted Bootstrap Inference for NPQR

Files in this package

quantreg.nonpar
quantreg.nonpar/inst
quantreg.nonpar/inst/doc
quantreg.nonpar/inst/doc/vignette.pdf
quantreg.nonpar/NAMESPACE
quantreg.nonpar/data
quantreg.nonpar/data/india.rda
quantreg.nonpar/R
quantreg.nonpar/R/formulaDeriv.R
quantreg.nonpar/R/poly.wrap.R
quantreg.nonpar/R/dpoly.R
quantreg.nonpar/R/removeI.R
quantreg.nonpar/R/wbootstrap.R
quantreg.nonpar/R/gaus.R
quantreg.nonpar/R/no.process.R
quantreg.nonpar/R/pivotal.R
quantreg.nonpar/R/load.sum.R
quantreg.nonpar/R/ddpoly.R
quantreg.nonpar/R/gbootstrap.R
quantreg.nonpar/R/msqrt.R
quantreg.nonpar/R/npqr.R
quantreg.nonpar/MD5
quantreg.nonpar/DESCRIPTION
quantreg.nonpar/man
quantreg.nonpar/man/gaus.Rd
quantreg.nonpar/man/dpoly.Rd
quantreg.nonpar/man/load.sum.Rd
quantreg.nonpar/man/quantreg.nonpar-package.Rd
quantreg.nonpar/man/no.process.Rd
quantreg.nonpar/man/formulaDeriv.Rd
quantreg.nonpar/man/gbootstrap.Rd
quantreg.nonpar/man/india.Rd
quantreg.nonpar/man/npqr.Rd
quantreg.nonpar/man/pivotal.Rd
quantreg.nonpar/man/wbootstrap.Rd
quantreg.nonpar/man/ddpoly.Rd
quantreg.nonpar/man/poly.wrap.Rd
quantreg.nonpar/man/removeI.Rd
quantreg.nonpar/man/msqrt.Rd