urqb: Unconditional Quantile Regression

In uqr: Unconditional Quantile Regression

Description

Function Not intended for user. Returns an object of class "urq" that represents an Unconditional Quantile Regression Fit.

Usage

urqb(data,tau,formula,kernel=NULL,cluster=cluster)

Arguments

data	a data.frame in which to interpret the variables named in the formula
tau	the quantile(s) to be estimated, this must be a number (or a vector of numbers) strictly between 0 and 1.
formula	a formula object, with the response on the left of a ~ operator, and the terms, separated by + operators, on the right.
kernel	a character string giving the smoothing kernel to be used. This must match one of "gaussian", "rectangular", "triangular", "epanechnikov", "biweight", "cosine" or "optcosine", with default "gaussian".
cluster	column name of variable to be used in order to obtain cluster robust standard errors.

See Also

density,urq

Examples

NULL

Example output

Loading required package: Hmisc
Loading required package: lattice
Loading required package: survival
Loading required package: Formula
Loading required package: ggplot2

Attaching package: 'Hmisc'

The following objects are masked from 'package:base':

    format.pval, round.POSIXt, trunc.POSIXt, units

Loading required package: gtools
NULL

uqr documentation built on May 2, 2019, 3:43 a.m.