quantreg: Quantile Regression

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.

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 publication2016-09-04 13:02:15
MaintainerRoger Koenker <rkoenker@illinois.edu>
LicenseGPL (>= 2)
Version5.29
http://www.r-project.org

View on CRAN

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

Files

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

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.