siqr: An R Package for Single-Index Quantile Regression

Single-Index Quantile Regression is effective in some scenarios. We provides functions that allow users to fit Single-Index Quantile Regression model. It also provides functions to do prediction, estimate standard errors of the single-index coefficients via bootstrap, and visualize the estimated univariate function. Please see W., Y., Y. (2010) <doi:10.1016/j.jmva.2010.02.003> for details.

Getting started

Package details

AuthorTianhai Zu [cre], Yan Yu [aut]
MaintainerTianhai Zu <>
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the siqr package in your browser

Any scripts or data that you put into this service are public.

siqr documentation built on Dec. 15, 2021, 1:08 a.m.