quokar: Quantile Regression Outlier Diagnostics with K Left Out Analysis

Diagnostics methods for quantile regression models for detecting influential observations: robust distance methods for general quantile regression models; generalized Cook's distance and Q-function distance method for quantile regression models using aymmetric Laplace distribution. Reference of this method can be found in Luis E. Benites, Víctor H. Lachos, Filidor E. Vilca (2015) <arXiv:1509.05099v1>; mean posterior probability and Kullback–Leibler divergence methods for Bayes quantile regression model. Reference of this method is Bruno Santos, Heleno Bolfarine (2016) <arXiv:1601.07344v1>.

Package details

AuthorWenjing Wang <wenjingwangr@gmail.com>, Di Cook <visnut@gmail.com>, Earo Wang <earo.wang@gmail.com>
MaintainerWenjing Wang <wenjingwangr@gmail.com>
LicenseGPL (>= 2)
Version0.1.0
URL https://github.com/wenjingwang/quokar
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("quokar")

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quokar documentation built on May 2, 2019, 6:39 a.m.