QRMonQuantileRegression: Quantile regression B-splines basis fit.

In antononcube/QRMon-R: Quantile Regression Monad

Description

Finds the quantile regression objects for the specified quantile probabilities using a B-spline basis.

Usage

QRMonQuantileRegression(
  qrObj,
  df,
  knots = NULL,
  degree = 3,
  probabilities = c(0.25, 0.5, 0.75),
  ...
)

Arguments

qrObj	An QRMon object.
df	Degrees of freedom; same as df of splines::bs.
knots	The internal breakpoints that define the spline; same as knots of splines::bs.
degree	Degree of the piecewise polynomial; same as degree of splines::bs.
probabilities	A numeric vector with quantile probabilities.
...	Additional arguments for splines::bs.

Details

The obtained regression objects are assigned/appended to the qrObj$RegressionObjects. For more computational details see quantreg::rq. This function can be seen as a splines-basis shortcut of QRMonQuantileRegressionFit.

Value

A QRMon object.

See Also

Other Regression functions: QRMonPickPathPoints(), QRMonPredict(), QRMonQuantileRegressionFit(), QRMonSeparateToFractions(), QRMonSeparate()

antononcube/QRMon-R documentation built on July 26, 2021, 1:07 p.m.