rifreg: Estimate Recentered Influence Function Regression

Provides functions to compute recentered influence functions (RIF) of a distributional variable at the mean, quantiles, variance, gini or any custom functional of interest. The package allows to regress the RIF on any number of covariates. Generic print, plot and summary functions are also provided. Reference: Firpo, Sergio, Nicole M. Fortin, and Thomas Lemieux. (2009) <doi:10.3982/ECTA6822>. "Unconditional Quantile Regressions.".

Getting started

Package details

AuthorDavid Gallusser [aut], Samuel Meier [aut, cre]
MaintainerSamuel Meier <samuel.meier+cran@immerda.ch>
LicenseGPL (>= 3)
Version1.1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("rifreg")

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rifreg documentation built on June 21, 2025, 5:08 p.m.