.fit.quantile | R Documentation |
tidyfit
Fits a linear quantile regression on a 'tidyFit' R6
class. The function can be used with regress
.
## S3 method for class 'quantile'
.fit(self, data = NULL)
self |
a 'tidyFit' R6 class. |
data |
a data frame, data frame extension (e.g. a tibble), or a lazy data frame (e.g. from dbplyr or dtplyr). |
Hyperparameters:
None. Cross validation not applicable.
Important method arguments (passed to m
)
tau
(the quantile(s) to be estimated)
The function provides a wrapper for quantreg::rq
. See ?rq
for more details. The argument tau
is the chosen quantile (default tau = 0.5
).
Implementation
No implementation notes
A fitted 'tidyFit' class model.
Johann Pfitzinger
Koenker R (2022). quantreg: Quantile Regression. R package version 5.94, https://CRAN.R-project.org/package=quantreg.
.fit.lm
, .fit.bayes
and m
methods
# Load data
data <- tidyfit::Factor_Industry_Returns
fit <- regress(data, Return ~ .,
m("quantile", tau = c(0.1, 0.5, 0.9)),
.mask = c("Date", "Industry"))
coef(fit)
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