quantreg: Quantile Regression
Version 5.33

Estimation and inference methods for models of conditional quantiles: Linear and nonlinear parametric and non-parametric (total variation penalized) models for conditional quantiles of a univariate response and several methods for handling censored survival data. Portfolio selection methods based on expected shortfall risk are also included.

Browse man pages Browse package API and functions Browse package files

AuthorRoger Koenker [cre, aut], Stephen Portnoy [ctb] (Contributions to Censored QR code), Pin Tian Ng [ctb] (Contributions to Sparse QR code), Achim Zeileis [ctb] (Contributions to dynrq code essentially identical to his dynlm code), Philip Grosjean [ctb] (Contributions to nlrq code), Brian D Ripley [trl, ctb] (Initial (2001) R port from S (to my everlasting shame -- how could I have been so slow to adopt R!) and for numerous other suggestions and useful advice)
Date of publication2017-04-18 06:41:23 UTC
MaintainerRoger Koenker <rkoenker@illinois.edu>
LicenseGPL (>= 2)
Version5.33
URL https://www.r-project.org
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("quantreg")

Man pages

akj: Density Estimation using Adaptive Kernel method
anova.rq: Anova function for quantile regression fits
bandwidth.rq: bandwidth selection for rq functions
barro: Barro Data
boot.crq: Bootstrapping Censored Quantile Regression
boot.rq: Bootstrapping Quantile Regression
Bosco: Boscovich Data
CobarOre: Cobar Ore data
combos: Ordered Combinations
critval: Hotelling Critical Values
crq: Functions to fit censored quantile regression models
dither: Function to randomly perturb a vector
dynrq: Dynamic Linear Quantile Regression
engel: Engel Data
FAQ: FAQ and ChangeLog of a package
gasprice: Time Series of US Gasoline Prices
khmaladzeTest: Tests of Location and Location Scale Shift Hypotheses for...
kuantile: Quicker Sample Quantiles
latex: Make a latex version of an R object
latex.summary.rqs: Make a latex table from a table of rq results
latex.table: Writes a latex formatted table to a file
lm.fit.recursive: Recursive Least Squares
lprq: locally polynomial quantile regression
Mammals: Garland(1983) Data on Running Speed of Mammals
nlrq: Function to compute nonlinear quantile regression estimates
nlrq.control: Set control parameters for nlrq
Peirce: C.S. Peirce's Auditory Response Data
plot.rq.process: plot the coordinates of the quantile regression process
plot.rqs: Visualizing sequences of quantile regressions
plot.rqss: Plot Method for rqss Objects
plot.summary.rqs: Visualizing sequences of quantile regression summaries
predict.rq: Quantile Regression Prediction
predict.rqss: Predict from fitted nonparametric quantile regression...
print.rq: Print an rq object
print.summary.rq: Print Quantile Regression Summary Object
qrisk: Function to compute Choquet portfolio weights
qss: Additive Nonparametric Terms for rqss Fitting
QTECox: Function to obtain QTE from a Cox model
ranks: Quantile Regression Ranks
rearrange: Rearrangement
residuals.nlrq: Return residuals of an nlrq object
rq: Quantile Regression
rq.fit: Function to choose method for Quantile Regression
rq.fit.br: Quantile Regression Fitting by Exterior Point Methods
rq.fit.fnb: Quantile Regression Fitting via Interior Point Methods
rq.fit.fnc: Quantile Regression Fitting via Interior Point Methods
rq.fit.hogg: weighted quantile regression fitting
rq.fit.lasso: Lasso Penalized Quantile Regression
rq.fit.pfn: Preprocessing Algorithm for Quantile Regression
rq.fit.scad: SCADPenalized Quantile Regression
rq.fit.sfn: Sparse Regression Quantile Fitting
rq.fit.sfnc: Sparse Constrained Regression Quantile Fitting
rq.object: Linear Quantile Regression Object
rqProcess: Compute Standardized Quantile Regression Process
rq.process.object: Linear Quantile Regression Process Object
rqs.fit: Function to fit multiple response quantile regression models
rqss: Additive Quantile Regression Smoothing
rqss.object: RQSS Objects and Summarization Thereof
rq.wfit: Function to choose method for Weighted Quantile Regression
sfn.control: Set Control Parameters for Sparse Fitting
srisk: Markowitz (Mean-Variance) Portfolio Optimization
summary.crq: Summary methods for Censored Quantile Regression
summary.rq: Summary methods for Quantile Regression
summary.rqss: Summary of rqss fit
table.rq: Table of Quantile Regression Results
uis: UIS Drug Treatment study data

Functions

AIC.nlrq Man page
AIC.rq Man page
AIC.rqs Man page
AIC.rqss Man page
Bosco Man page
ChangeLog Man page
CobarOre Man page
Curv Man page Source code
FAQ Man page
KhmaladzeTest Man page
Mammals Man page
Peirce Man page
QTECox Man page Source code
[.terms Man page
akj Man page Source code
anova.rq Man page
anova.rqlist Man page
anova.rqs Man page Source code
bandwidth.rq Man page Source code
barro Man page
boot.crq Man page Source code
boot.rq Man page
boot.rq.mcmb Man page
boot.rq.pwy Man page
boot.rq.spwy Man page Source code
boot.rq.wxy Man page
boot.rq.xy Man page
coef.crq Man page Source code
coef.nlrq Man page
combos Man page
critval Man page Source code
crq Man page Source code
crq.fit.pen Man page Source code
crq.fit.por Man page Source code
crq.fit.por2 Man page Source code
crq.fit.pow Man page Source code
deviance.nlrq Man page
dither Man page
dynrq Man page Source code
end.dynrq Man page Source code
engel Man page
extractAIC.nlrq Man page
extractAIC.rq Man page
fitted.nlrq Man page
fitted.rqss Man page Source code
formula.nlrq Man page
formula.rq Man page
gasprice Man page
index.dynrq Man page Source code
khmaladzize Man page
kselect Man page
kuantile Man page
kunique Man page
latex Man page
latex.summary.rqs Man page
latex.table Man page
latex.table.rq Man page
lm.fit.recursive Man page
logLik.nlrq Man page
logLik.rq Man page
logLik.rqs Man page
logLik.rqss Man page
lprq Man page Source code
nlrq Man page
nlrq.control Man page
nlrqModel Man page
plot.qss1 Man page
plot.qss2 Man page
plot.rq.process Man page Source code
plot.rqs Man page Source code
plot.rqss Man page Source code
plot.summary.crqs Man page Source code
plot.summary.rqs Man page Source code
plot.summary.rqss Man page
plot.table.rq Man page
predict.crq Man page Source code
predict.crqs Man page Source code
predict.nlrq Man page
predict.qss1 Man page
predict.qss2 Man page Source code
predict.rq Man page
predict.rq.process Man page
predict.rqs Man page
predict.rqss Man page Source code
print.anova.rq Man page
print.crq Man page Man page Source code
print.dynrq Man page Source code
print.dynrqs Man page Source code
print.nlrq Man page
print.rq Man page
print.rqs Man page Source code
print.rqss Man page
print.summary.crq Man page Source code
print.summary.crqs Man page Source code
print.summary.dynrq Man page Source code
print.summary.dynrqs Man page Source code
print.summary.nlrq Man page
print.summary.rq Man page
print.summary.rqs Man page Source code
print.summary.rqss Man page Source code
qdensity Man page
qrisk Man page
qss Man page
qss1 Man page
qss2 Man page
ranks Man page
rearrange Man page
resid.rqss Man page Source code
residuals.nlrq Man page
rq Man page
rq.fit Man page
rq.fit.br Man page Source code
rq.fit.fnb Man page
rq.fit.fnc Man page
rq.fit.hogg Man page
rq.fit.lasso Man page
rq.fit.pfn Man page
rq.fit.scad Man page
rq.fit.sfn Man page Source code
rq.fit.sfnc Man page Source code
rq.object Man page
rq.process.object Man page
rq.test.anowar Man page Source code
rq.test.rank Man page
rq.wfit Man page
rqProcess Man page
rqs.fit Man page
rqss Man page
rqss.fit Man page
rqss.object Man page
sfn.control Man page Source code
sfnMessage Man page
srisk Man page
start.dynrq Man page Source code
summary.crq Man page Source code
summary.crqs Man page
summary.dynrq Man page
summary.dynrqs Man page Source code
summary.nlrq Man page
summary.rcrqs Man page
summary.rq Man page
summary.rqs Man page
summary.rqss Man page
table.rq Man page
tau.nlrq Man page
time.dynrq Man page
triogram.fidelity Man page
triogram.penalty Man page
uis Man page
untangle.specials Man page

Files

inst
inst/TODO
inst/ChangeLog
inst/FAQ
inst/doc
inst/doc/rq-mcycle1.pdf
inst/doc/rq-cobar.pdf
inst/doc/rq-Frankplot.pdf
inst/doc/engelcoef.pdf
inst/doc/rq.Rnw
inst/doc/rq-regspline.pdf
inst/doc/rq.pdf
inst/doc/rq-engellogplot.pdf
inst/doc/crq.pdf
inst/doc/rq.R
inst/doc/abbrev.bib
inst/doc/book.bib
inst/doc/rqss.pdf
inst/doc/rq-mammals.pdf
inst/doc/rq-eqfs.pdf
inst/doc/rq-engelplot.pdf
tests
tests/panel.R
tests/run-demos.R
tests/rq.R
tests/rq.fit.panel.R
src
src/crq.f
src/Makevars
src/iswap.f
src/srqfnc.f
src/srtpai.f
src/rqbr.f
src/srqfn.f
src/idmin.f
src/extract.f
src/mcmb.c
src/rqfnc.f
src/rq0.f
src/etime.f
src/cholesky.f
src/rq1.f
src/penalty.f
src/chlfct.f
src/rls.f
src/dsel05.f
src/bound.f
src/boundc.f
src/combos.f
src/rqfn.f
src/kuantile.f
src/brute.f
src/crqfnb.f
src/init.c
src/rqs.f
src/sparskit2.f
src/rqfnb.f
src/ratfor
src/ratfor/rls.r
src/ratfor/crqfnb.r
src/ratfor/rqbr.f
src/ratfor/penalty.r
src/ratfor/boot.r
src/ratfor/combos.r
src/ratfor/rqfnb.r
src/ratfor/rqfn.r
src/ratfor/rqs.r
src/ratfor/rqbr.r
src/ratfor/rq0.f
src/ratfor/sboot.f
src/ratfor/README
src/ratfor/powell.r
src/ratfor/brute.r
src/ratfor/rqfnc.r
src/ratfor/spwy.r
src/ratfor/akj.r
src/ratfor/kuantile.r
src/boot.f
src/akj.f
src/powell.f
NAMESPACE
demo
demo/Frank.R
demo/engel2.R
demo/crquis.R
demo/Mammals.R
demo/predemo.R
demo/RB-r.R
demo/rqsslasso.R
demo/cpoint.R
demo/hinged.R
demo/Polson.R
demo/00Index
demo/arqss.R
demo/KMvCRQ.R
demo/stack.R
demo/combos.R
demo/Mel.R
demo/cobar.R
demo/Mel2.R
demo/engel1.R
data
data/Mammals.rda
data/CobarOre.rda
data/barro.rda
data/Bosco.rda
data/engel.rda
data/gasprice.rda
data/uis.rda
data/Peirce.rda
R
R/anova.R
R/crq.R
R/qrisk.R
R/boot.R
R/dynrq.R
R/sfn.R
R/nlrq.R
R/kuantile.R
R/quantreg.R
R/tools.R
R/lprq.R
R/khmal.R
R/table.R
R/combos.R
R/rqss.R
vignettes
vignettes/rq.Rnw
vignettes/gasprice.R
vignettes/abbrev.bib
vignettes/book.bib
MD5
README
build
build/vignette.rds
DESCRIPTION
man
man/rq.fit.Rd
man/rq.fit.fnb.Rd
man/dither.Rd
man/CobarOre.Rd
man/lprq.Rd
man/rq.fit.scad.Rd
man/bandwidth.rq.Rd
man/print.summary.rq.Rd
man/sfn.control.Rd
man/latex.table.Rd
man/boot.rq.Rd
man/barro.Rd
man/rqss.object.Rd
man/rq.fit.lasso.Rd
man/kuantile.Rd
man/rq.fit.br.Rd
man/rearrange.Rd
man/QTECox.Rd
man/rq.fit.fnc.Rd
man/plot.rqss.Rd
man/qss.Rd
man/plot.summary.rqs.Rd
man/rq.object.Rd
man/plot.rq.process.Rd
man/khmaladzeTest.Rd
man/combos.Rd
man/Peirce.Rd
man/akj.Rd
man/latex.Rd
man/lm.fit.recursive.Rd
man/table.rq.Rd
man/rq.process.object.Rd
man/rq.Rd
man/rq.fit.hogg.Rd
man/srisk.Rd
man/nlrq.control.Rd
man/rqss.Rd
man/plot.rqs.Rd
man/uis.Rd
man/summary.rqss.Rd
man/print.rq.Rd
man/summary.rq.Rd
man/predict.rq.Rd
man/dynrq.Rd
man/qrisk.Rd
man/ranks.Rd
man/Bosco.Rd
man/rq.fit.pfn.Rd
man/rq.fit.sfn.Rd
man/rqProcess.Rd
man/FAQ.Rd
man/predict.rqss.Rd
man/rq.wfit.Rd
man/gasprice.Rd
man/summary.crq.Rd
man/residuals.nlrq.Rd
man/Mammals.Rd
man/engel.Rd
man/crq.Rd
man/anova.rq.Rd
man/latex.summary.rqs.Rd
man/nlrq.Rd
man/critval.Rd
man/boot.crq.Rd
man/rqs.fit.Rd
man/rq.fit.sfnc.Rd
.Rinstignore
quantreg documentation built on May 19, 2017, 8:33 a.m.