quokar: Quantile Regression Outlier Diagnostics with K Left Out Analysis
Version 0.1.0

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) ; mean posterior probability and Kullback–Leibler divergence methods for Bayes quantile regression model. Reference of this method is Bruno Santos, Heleno Bolfarine (2016) .

Package details

AuthorWenjing Wang <[email protected]>, Di Cook <[email protected]>, Earo Wang <[email protected]>
Date of publication2017-11-10 10:21:36 UTC
MaintainerWenjing Wang <[email protected]>
LicenseGPL (>= 2)
URL https://github.com/wenjingwang/quokar
Package repositoryView on CRAN
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quokar documentation built on Nov. 17, 2017, 6:20 a.m.